Shapley Residuals: Quantifying the limits of the Shapley value for explanations

I. Elizabeth Kumar, Carlos Scheidegger, Suresh Venkatasubramanian, Sorelle A. Friedler

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Popular feature importance techniques compute additive approximations to nonlinear models by first defining a cooperative game describing the value of different subsets of the model's features, then calculating the resulting game's Shapley values to attribute credit additively between the features. However, the specific modeling settings in which the Shapley values are a poor approximation for the true game have not been well-described. In this paper we utilize an interpretation of Shapley values as the result of an orthogonal projection between vector spaces to calculate a residual representing the kernel component of that projection. We provide an algorithm for computing these residuals, characterize different modeling settings based on the value of the residuals, and demonstrate that they capture information about model predictions that Shapley values cannot. Shapley residuals can thus act as a warning to practitioners against overestimating the degree to which Shapley-value-based explanations give them insight into a model.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
EditorsMarc'Aurelio Ranzato, Alina Beygelzimer, Yann Dauphin, Percy S. Liang, Jenn Wortman Vaughan
PublisherNeural information processing systems foundation
Pages26598-26608
Number of pages11
ISBN (Electronic)9781713845393
StatePublished - 2021
Event35th Conference on Neural Information Processing Systems, NeurIPS 2021 - Virtual, Online
Duration: Dec 6 2021Dec 14 2021

Publication series

NameAdvances in Neural Information Processing Systems
Volume32
ISSN (Print)1049-5258

Conference

Conference35th Conference on Neural Information Processing Systems, NeurIPS 2021
CityVirtual, Online
Period12/6/2112/14/21

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

Fingerprint

Dive into the research topics of 'Shapley Residuals: Quantifying the limits of the Shapley value for explanations'. Together they form a unique fingerprint.

Cite this