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arXiv 2109.09847cs.LGstat.ML
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快速TreeSHAP:加速树的SHAP值计算

Fast TreeSHAP: Accelerating SHAP Value Computation for Trees

LinkedIn Corporation(领英公司)

Jilei Yang

摘要:

SHAP(SHapley Additive ExPlanation)值是解释机器学习模型的主要工具之一,具有强大的理论保证(一致性,局部准确性)以及广泛的实现和用例。尽管计算SHAP值通常需要指数时间,但TreeSHAP在基于树的模型上需要多项式时间。虽然加速效果显著,但TreeSHAP仍然可以在具有数百万或更多条目的数据集上主导行业级机器学习解决方案的计算时间,从而导致事后模型诊断和解释服务的延迟。在本文中,我们提出了两个新的算法,快速TreeSHAP v1和v2,旨在提高大型数据集的TreeSHAP的计算效率。我们根据经验发现,Fast TreeSHAP v1比TreeSHAP快1.5倍,同时保持内存成本不变。同样,Fast TreeSHAP v2比TreeSHAP快2.5倍,但由于昂贵的TreeSHAP步骤的预先计算,因此内存使用量略高。我们还表明,Fast TreeSHAP v2非常适合多时间模型解释,从而使新传入样本的解释速度提高了3倍。

英文摘要:

SHAP (SHapley Additive exPlanation) values are one of the leading tools for interpreting machine learning models, with strong theoretical guarantees (consistency, local accuracy) and a wide availability of implementations and use cases. Even though computing SHAP values takes exponential time in general, TreeSHAP takes polynomial time on tree-based models. While the speedup is significant, TreeSHAP can still dominate the computation time of industry-level machine learning solutions on datasets with millions or more entries, causing delays in post-hoc model diagnosis and interpretation service. In this paper we present two new algorithms, Fast TreeSHAP v1 and v2, designed to improve the computational efficiency of TreeSHAP for large datasets. We empirically find that Fast TreeSHAP v1 is 1.5x faster than TreeSHAP while keeping the memory cost unchanged. Similarly, Fast TreeSHAP v2 is 2.5x faster than TreeSHAP, at the cost of a slightly higher memory usage, thanks to the pre-computation of expensive TreeSHAP steps. We also show that Fast TreeSHAP v2 is well-suited for multi-time model interpretations, resulting in as high as 3x faster explanation of newly incoming samples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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