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arXiv 2211.02166cs.LG
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机器学习中局部可解释性的基于$k$ -加性Choquet积分逼近SHAP值的方法

A $k$-additive Choquet integral-based approach to approximate the SHAP values for local interpretability in machine learning

University of Campinas(坎皮纳斯大学);Université Paris I Panthéon-Sorbonne(巴黎第一大学先贤祠-索邦大学)

Guilherme Dean Pelegrina, Leonardo Tomazeli Duarte, Michel Grabisch

摘要:

除了准确性,最近对机器学习模型的研究一直在解决如何解释所获得的结果的问题。事实上,虽然复杂的机器学习模型即使在具有挑战性的应用中也能够在准确性方面提供非常好的结果,但很难解释它们。为了给这些模型提供一些可解释性,最著名的方法之一,称为SHAP,借用了博弈论中的Shapley值概念,以便局部解释感兴趣实例的预测结果。由于SHAP值计算需要对所有可能的属性联盟进行先前的计算,因此其计算成本可能非常高。因此,基于SHAP的方法称为内核SHAP采用了一种有效的策略,以更少的计算工作量近似这些值。在本文中,我们还解决了基于Shapley值的机器学习中的局部可解释性。首先,我们提供了一个简单的制定一个基于形状的方法,通过使用Choquet积分,从而导致Shapley值和Shapley相互作用指数的局部可解释性。此外,我们还采用了博弈论中的$k$ -加法博弈的概念,这有助于减少计算工作量时估计的SHAP值。所得到的结果证明,我们的建议需要较少的计算联盟的属性近似SHAP值。

英文摘要:

Besides accuracy, recent studies on machine learning models have been addressing the question on how the obtained results can be interpreted. Indeed, while complex machine learning models are able to provide very good results in terms of accuracy even in challenging applications, it is difficult to interpret them. Aiming at providing some interpretability for such models, one of the most famous methods, called SHAP, borrows the Shapley value concept from game theory in order to locally explain the predicted outcome of an instance of interest. As the SHAP values calculation needs previous computations on all possible coalitions of attributes, its computational cost can be very high. Therefore, a SHAP-based method called Kernel SHAP adopts an efficient strategy that approximate such values with less computational effort. In this paper, we also address local interpretability in machine learning based on Shapley values. Firstly, we provide a straightforward formulation of a SHAP-based method for local interpretability by using the Choquet integral, which leads to both Shapley values and Shapley interaction indices. Moreover, we also adopt the concept of $k$-additive games from game theory, which contributes to reduce the computational effort when estimating the SHAP values. The obtained results attest that our proposal needs less computations on coalitions of attributes to approximate the SHAP values.

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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