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KernelSHAP-IQ: Weighted Least Square Optimization for Shapley Interactions

MCML Authors

Maximilian Muschalik

→ Group Eyke Hüllermeier
Artificial Intelligence and Machine Learning

Patrick Kolpaczki

→ Group Eyke Hüllermeier
Artificial Intelligence and Machine Learning

Eyke Hüllermeier

Prof. Dr.

Principal Investigator

Artificial Intelligence and Machine Learning

Abstract

The Shapley value (SV) is a prevalent approach of allocating credit to machine learning (ML) entities to understand black box ML models. Enriching such interpretations with higher-order interactions is inevitable for complex systems, where the Shapley Interaction Index (SII) is a direct axiomatic extension of the SV. While it is well-known that the SV yields an optimal approximation of any game via a weighted least square (WLS) objective, an extension of this result to SII has been a long-standing open problem, which even led to the proposal of an alternative index. In this work, we characterize higher-order SII as a solution to a WLS problem, which constructs an optimal approximation via SII and k-Shapley values (k-SII). We prove this representation for the SV and pairwise SII and give empirically validated conjectures for higher orders. As a result, we propose KernelSHAP-IQ, a direct extension of KernelSHAP for SII, and demonstrate state-of-the-art performance for feature interactions.

inproceedings