改进KernelSHAP的权重策略,让解释模型更快更准。
Improving the Weighting Strategy in KernelSHAP
- 用确定性权重替代随机权重,降低估计方差。
- 实验显示计算量减少5%至50%,精度不变。
- 适合需要高效解释高维模型的科研与工程人员。
在可解释人工智能(XAI)中,谢林值是一种流行的模型无关框架,用于解释复杂机器学习模型的预测结果。计算谢林值需估算仅部分特征存在的预测贡献函数,但随特征数量增加,此类项呈指数增长,导致计算成本激增,亟需高效准确的近似方法。对于表格数据,KernelSHAP是当前最先进的模型无关近似框架。它通过加权采样不同特征子集的贡献函数来近似谢林值。本文提出一种新方法,将原有的随机权重替换为确定性权重,以降低结果的方差。该方法还可与流行的Python库SHAP中实现的KernelSHAP变体结合使用。数值实验表明,本方法可在保持相同精度的前提下,将所需贡献函数评估次数减少5%至50%,从而将运行时间最多降低50%。这些计算上的进步显著提升了可解释性在高维特征和大规模预测场景下的可行性。
原文摘要 · Abstract (English)
In Explainable AI (XAI), Shapley values are a popular model-agnostic framework for explaining predictions made by complex machine learning models. The computation of Shapley values requires estimating non-trivial contribution functions representing predictions with only a subset of the features present. As the number of these terms grows exponentially with the number of features, computational costs escalate rapidly, creating a pressing need for efficient and accurate approximation methods. For tabular data, the KernelSHAP framework is considered the state-of-the-art model-agnostic approximation framework. KernelSHAP approximates the Shapley values using a weighted sample of the contribution functions for different feature subsets. We propose a novel modification of KernelSHAP which replaces the stochastic weights with deterministic ones to reduce the variance of the resulting Shapley value approximations. This may also be combined with our simple, yet effective modification to the KernelSHAP variant implemented in the popular Python library SHAP. Additionally, we provide an overview of established methods. Numerical experiments demonstrate that our methods can reduce the required number of contribution function evaluations by $5\%$ to $50\%$ while preserving the same accuracy of the approximated Shapley values -- essentially reducing the running time by up to $50\%$. These computational advancements push the boundaries of the feature dimensionality and number of predictions that can be accurately explained with Shapley values within a feasible runtime.
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