可解释神经网络-the Shapley Additive Explanations (SHAP) method

the Shapley Additive Explanations (SHAP) method

SHAP (SHapley Additive exPlanations) by Lundberg and Lee (2017) is a method to explain individual predictions. SHAP is based on the game theoretically optimal Shapley values.

There are two reasons why SHAP got its own chapter and is not a subchapter of Shapley values. First, the SHAP authors proposed KernelSHAP, an alternative, kernel-based estimation approach for Shapley values inspired by local surrogate models. And they proposed TreeSHAP, an efficient estimation approach for tree-based models. Second, SHAP comes with many global interpretation methods based on aggregations of Shapley values. This chapter explains both the new estimation approaches and the global interpretation methods.

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