提出新方法SISR,让机器学习解释更准更简洁。
Beyond Additivity: Sparse Isotonic Shapley Regression toward Nonlinear Explainability
- 用非线性变换恢复特征重要性加性,避免人工设定
- 同时实现稀疏性和高维计算效率,支持大规模特征
- 首次证明无关特征和依赖关系会严重破坏线性假设
Shapley值是可解释人工智能中特征归因的黄金标准,但面临两大挑战:一是经典框架假设收益函数具有可加性,而现实中的非高斯分布、长尾、特征相关或特定损失尺度常违反此假设,导致归因失真;二是高维场景下通过密集计算后再阈值化实现稀疏解释成本高且不一致。本文提出稀疏等单调Shapley回归(SISR),统一建模非线性变换与稀疏性约束。SISR同时学习单调变换以恢复可加性,并施加L0稀疏约束于Shapley向量,提升大特征空间下的计算效率。优化算法结合池相邻违规法进行高效等单调回归,以及归一化硬阈值法选择支持集,保证实现简便与全局收敛。分析表明,SISR在多种场景下能准确恢复真实变换,高噪声下仍具强支持恢复能力。我们首次证明,无关特征和特征间依赖会引发显著偏离线性的收益变换。大量实验显示,SISR在不同收益设定下稳定归因,正确剔除无关特征;相比之下,标准Shapley值存在严重排名与符号扭曲。通过联合非线性变换估计与稀疏性追求,SISR推动了非线性可解释性的前沿,提供理论坚实且实用的归因框架。
原文摘要 · Abstract (English)
Shapley values, a gold standard for feature attribution in Explainable AI, face two key challenges. First, the canonical Shapley framework assumes that the worth function is additive, yet real-world payoff constructions--driven by non-Gaussian distributions, heavy tails, feature dependence, or domain-specific loss scales--often violate this assumption, leading to distorted attributions. Second, achieving sparse explanations in high-dimensional settings by computing dense Shapley values and then applying ad hoc thresholding is costly and risks inconsistency. We introduce Sparse Isotonic Shapley Regression (SISR), a unified nonlinear explanation framework. SISR simultaneously learns a monotonic transformation to restore additivity--obviating the need for a closed-form specification--and enforces an L0 sparsity constraint on the Shapley vector, enhancing computational efficiency in large feature spaces. Its optimization algorithm leverages Pool-Adjacent-Violators for efficient isotonic regression and normalized hard-thresholding for support selection, ensuring ease in implementation and global convergence guarantees. Analysis shows that SISR recovers the true transformation in a wide range of scenarios and achieves strong support recovery even in high noise. Moreover, we are the first to demonstrate that irrelevant features and inter-feature dependencies can induce a true payoff transformation that deviates substantially from linearity. Extensive experiments demonstrate that SISR stabilizes attributions across payoff schemes and correctly filters irrelevant features; in contrast, standard Shapley values suffer severe rank and sign distortions. By unifying nonlinear transformation estimation with sparsity pursuit, SISR advances the frontier of nonlinear explainability, providing a theoretically grounded and practical attribution framework.
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