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arXiv 2006.04574cs.LGstat.ML

X-SHAP: towards multiplicative explainability of Machine Learning

Emerton Data(埃默顿数据)

Luisa Bouneder, Yannick Léo, Aimé Lachapelle

英文摘要:

This paper introduces X-SHAP, a model-agnostic method that assesses multiplicative contributions of variables for both local and global predictions. This method theoretically and operationally extends the so-called additive SHAP approach. It proves useful underlying multiplicative interactions of factors, typically arising in sectors where Generalized Linear Models are traditionally used, such as in insurance or biology. We test the method on various datasets and propose a set of techniques based on individual X-SHAP contributions to build aggregated multiplicative contributions and to capture multiplicative feature importance, that we compare to traditional techniques.

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