提出统一框架,首次为经典解释方法提供理论保证。
A Unified Framework for Provably Efficient Algorithms to Estimate Shapley Values
- 构建涵盖多种采样策略的统一框架,整合主流解释算法。
- 首次证明KernelSHAP等方法的非渐近误差界,理论更可靠。
- 在小中规模数据上误差低,在高维数据如MNIST/CIFAR10上更优。
Shapley值已成为解释机器学习模型决策的重要工具,但精确计算需指数级模型评估。为此,众多无模型随机估计器被提出,其中最知名的是基于核的估计方法KernelSHAP(Lundberg & Lee, 2017)。尽管类似方法如无偏KernelSHAP(Covert & Lee, 2021)和LeverageSHAP(Musco & Witter, 2025)已有理论保证,但对KernelSHAP的理论边界长期未解。本文提出一个广泛且统一的框架,涵盖使用与不使用重采样的各类估计器。我们证明了该框架内所有方法均具备强非渐近理论保证,首次为KernelSHAP提供了理论支持,并揭示了现有方法间的权衡。在决策树模型的小中等维度数据集上,通过与精确值对比验证,本方法以适中样本量实现低均方误差。进一步改进实现,使方法可扩展至高维数据,测试于MNIST与CIFAR10,表现优于官方KernelSHAP库。
原文摘要 · Abstract (English)
Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature dimension) number of model evaluations. To address this, many model-agnostic randomized estimators have been developed, the most influential and widely used being the KernelSHAP method (Lundberg & Lee, 2017). While related estimators such as unbiased KernelSHAP (Covert & Lee, 2021) and LeverageSHAP (Musco & Witter, 2025) are known to satisfy theoretical guarantees, bounds for KernelSHAP have remained elusive. We describe a broad and unified framework that encompasses KernelSHAP and related estimators constructed using both with and without replacement sampling strategies. We then prove strong non-asymptotic theoretical guarantees that apply to all estimators from our framework. This provides, to the best of our knowledge, the first theoretical guarantees for KernelSHAP and sheds further light on tradeoffs between existing estimators. Through comprehensive benchmarking on small and medium dimensional datasets for Decision-Tree models, we validate our approach against exact Shapley values, consistently achieving low mean squared error with modest sample sizes. Furthermore, we make specific implementation improvements to enable scalability of our methods to high-dimensional datasets. Our methods, tested on datasets such MNIST and CIFAR10, provide consistently better results compared to the KernelSHAP library.
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