提出快速计算高斯过程特征重要性的方法,让解释更高效准确。
Exact Shapley Attributions in Quadratic-time for FANOVA Gaussian Processes
- 利用FANOVA高斯过程的封闭形式分解,实现二次时间复杂度计算
- 同时支持局部实例和全局解释,能捕捉预测不确定性
- 适合需要可信、带不确定性的机器学习解释的科研与工业场景
Shapley值是机器学习中归因输入特征重要性的公认方法,但其精确计算随特征数呈指数增长,严重限制了实际应用。当预测模型为概率模型(如高斯过程)时,输出为随机变量而非点估计,需额外计算高阶矩,进一步增加计算负担。本文证明,对于一类重要的高斯过程——FANOVA GP(显式建模所有主效应与交互作用),其精确的局部与全局解释性Shapley值可在二次时间内计算。针对局部解释,定义函数分量上的随机合作博弈,仅用二次时间计算精确的随机Shapley值,同时捕获期望贡献与不确定性;针对全局解释,引入基于方差的确定性价值函数,计算出量化各特征对模型整体敏感度贡献的精确Shapley值。方法依赖于FANOVA分解的闭式(随机)Möbius表示,并借鉴牛顿恒等式设计递归算法,高效计算Shapley值的均值与方差。实证研究表明,该方法显著提升了结构化概率模型解释的可扩展性、公理一致性与不确定性感知能力。
原文摘要 · Abstract (English)
Shapley values are widely recognized as a principled method for attributing importance to input features in machine learning. However, the exact computation of Shapley values scales exponentially with the number of features, severely limiting the practical application of this powerful approach. The challenge is further compounded when the predictive model is probabilistic - as in Gaussian processes (GPs) - where the outputs are random variables rather than point estimates, necessitating additional computational effort in modeling higher-order moments. In this work, we demonstrate that for an important class of GPs known as FANOVA GP, which explicitly models all main effects and interactions, *exact* Shapley attributions for both local and global explanations can be computed in *quadratic time*. For local, instance-wise explanations, we define a stochastic cooperative game over function components and compute the exact stochastic Shapley value in quadratic time only, capturing both the expected contribution and uncertainty. For global explanations, we introduce a deterministic, variance-based value function and compute exact Shapley values that quantify each feature's contribution to the model's overall sensitivity. Our methods leverage a closed-form (stochastic) Möbius representation of the FANOVA decomposition and introduce recursive algorithms, inspired by Newton's identities, to efficiently compute the mean and variance of Shapley values. Our work enhances the utility of explainable AI, as demonstrated by empirical studies, by providing more scalable, axiomatically sound, and uncertainty-aware explanations for predictions generated by structured probabilistic models.
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