Consistent Individualized Feature Attribution for Tree Ensembles

Consistent Individualized Feature Attribution for Tree Ensembles

7 Mar 2019 | Scott M. Lundberg, Gabriel G. Erion, and Su-In Lee
The paper "Consistent Individualized Feature Attribution for Tree Ensembles" by Scott M. Lundberg, Gabriel G. Erion, and Su-In Lee addresses the issue of inconsistent feature attribution in tree ensemble methods, such as gradient boosting machines and random forests. These methods often heuristically assign feature importance without considering individual predictions, leading to unreliable comparisons between features. The authors introduce SHAP (SHapley Additive exPlanation) values, which are theoretically optimal and consistent, providing a unique and locally accurate attribution method. They develop a fast algorithm, Tree SHAP, to compute SHAP values efficiently, reducing computational complexity from exponential to polynomial time. Additionally, they extend SHAP values to capture interaction effects through SHAP interaction values. The paper demonstrates the effectiveness of these methods through user studies, improved computational performance, better feature identification, and enhanced clustering performance. The authors also introduce new visualizations, such as SHAP dependence plots and SHAP summary plots, which provide richer insights into feature attributions. Overall, the paper advances the interpretability and practicality of tree ensemble models.The paper "Consistent Individualized Feature Attribution for Tree Ensembles" by Scott M. Lundberg, Gabriel G. Erion, and Su-In Lee addresses the issue of inconsistent feature attribution in tree ensemble methods, such as gradient boosting machines and random forests. These methods often heuristically assign feature importance without considering individual predictions, leading to unreliable comparisons between features. The authors introduce SHAP (SHapley Additive exPlanation) values, which are theoretically optimal and consistent, providing a unique and locally accurate attribution method. They develop a fast algorithm, Tree SHAP, to compute SHAP values efficiently, reducing computational complexity from exponential to polynomial time. Additionally, they extend SHAP values to capture interaction effects through SHAP interaction values. The paper demonstrates the effectiveness of these methods through user studies, improved computational performance, better feature identification, and enhanced clustering performance. The authors also introduce new visualizations, such as SHAP dependence plots and SHAP summary plots, which provide richer insights into feature attributions. Overall, the paper advances the interpretability and practicality of tree ensemble models.
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