Explainable AI

Current research on explainability and interpretability of machine learning algorithms

This site is a community effort by the Explainable AI members. Please join the group and reach out to the administrators if you have any questions.

Made with Jekyll and Hyde. Idea and base code for the website adapted from ml4code.

Ensembles of Random SHAPs

Lev V. Utkin, Andrei V. Konstantinov. 2021

[ArXiv]    

Ensemble-based modifications of the well-known SHapley Additive exPlanations (SHAP) method for the local explanation of a black-box model are proposed. The modifications aim to simplify SHAP which is computationally expensive when there is a large number of features. The main idea behind the proposed modifications is to approximate SHAP by an ensemble of SHAPs with a smaller number of features. According to the first modification, called ER-SHAP, several features are randomly selected many times from the feature set, and Shapley values for the features are computed by means of “small” SHAPs. The explanation results are averaged to get the final Shapley values. According to the second modification, called ERW-SHAP, several points are generated around the explained instance for diversity purposes, and results of their explanation are combined with weights depending on distances between points and the explained instance. The third modification, called ER-SHAP-RF, uses the random forest for preliminary explanation of instances and determining a feature probability distribution which is applied to selection of features in the ensemble-based procedure of ER-SHAP. Many numerical experiments illustrating the proposed modifications demonstrate their efficiency and properties for local explanation.