Approximate Shapley value estimation using sampling without replacement and variance estimation via the new Symmetric bootstrap and the Doubled half bootstrap
By: Fredrik Lohne Aanes
In this paper I consider improving the KernelSHAP algorithm. I suggest to use the Wallenius' noncentral hypergeometric distribution for sampling the number of coalitions and perform sampling without replacement, so that the KernelSHAP estimation framework is improved further. I also introduce the Symmetric bootstrap to calculate the standard deviations and also use the Doubled half bootstrap method to compare the performance. The new bootstrap algorithm performs better or equally well in the two simulation studies performed in this paper. The new KernelSHAP algorithm performs similarly as the improved KernelSHAP method in the state-of-the-art R-package shapr, which samples coalitions with replacement in one of the options
Similar Papers
A Unified Framework for Provably Efficient Algorithms to Estimate Shapley Values
Machine Learning (CS)
Explains AI decisions more accurately and faster.
Shapley Values: Paired-Sampling Approximations
Machine Learning (Stat)
Explains why computer guesses are right or wrong.
Regression-adjusted Monte Carlo Estimators for Shapley Values and Probabilistic Values
Machine Learning (CS)
Makes AI explain its decisions more accurately.