提出快速局部特征归因方法AGOP-IxG,提升可解释性计算效率。
AGOP-IxG: A Gradient Covariance Filter for Local Feature Attribution on Tabular Data, with a Controlled Benchmark

- 用梯度外积矩阵截断加速每样本特征归因
- 在合成数据上相关性与噪声特征占比均优于基线方法
- 速度比SHAP快350至1650倍,适合自动化机器学习场景
自动化机器学习流程中,模型预测的可解释性对终端用户、审计人员和下游决策系统至关重要。目前广泛使用的特征归因方法(如SHAP、集成梯度、LIME)多凭惯例选择,缺乏严格评估,因真实数据无真实归因标签。本文提出AGOP-IxG,一种针对表格分类器的快速每样本归因方法,通过将每样本梯度与前K秩截断的平均梯度外积矩阵预相乘实现加速,并在专为AutoML实践者设计的可控表格基准上与四种主流方法对比。第一部分构建三个合成多分类任务(线性、稀疏非线性、交互型),其中每样本归因可解析或数值求解,比较了五种方法:AGOP-IxG、SHAP(DeepExplainer)、集成梯度、InputXGradient和LIME。AGOP-IxG在所有三类合成数据上均领先于斯皮尔曼等级相关性和噪声特征质量,在交互数据集上也优于顶K精度。在所有设置中,其速度约为SHAP的350至1650倍。第二部分通过ROAR协议评估全局忠实性,在Adult Income与Credit Card Default数据集上,各方法相对AUC差异约1.7%,表明AGOP-IxG专注于局部归因而非全局特征排序。
原文摘要 · Abstract (English)
Automated machine learning pipelines increasingly produce models whose predictions must be explained to end users, auditors, and downstream decision systems. The most widely used feature attribution methods (SHAP, Integrated Gradients, LIME) are typically chosen by convention rather than measured fidelity, because rigorous evaluation is impeded by the absence of ground-truth attribution on real data. We propose AGOP-IxG, a fast per-sample attribution method for tabular classifiers that pre-multiplies the per-sample gradient by a top-$K$ rank-truncated Average Gradient Outer Product matrix, and evaluate it against four widely-used baselines on a controlled tabular benchmark designed for AutoML practitioners. In Part 1, we construct three synthetic multi-class tabular tasks (linear, sparse nonlinear, interaction-based) where ground-truth attribution per sample is analytically or numerically derivable, and compare five methods: AGOP-IxG, SHAP (DeepExplainer), Integrated Gradients, InputXGradient, and LIME. AGOP-IxG leads on Spearman rank correlation and noise feature mass on all three synthetic datasets, and on top-$k$ precision on the interaction dataset. Across all settings, AGOP-IxG is approximately $350\times$ to $1{,}650\times$ faster than SHAP. In Part 2, we evaluate global faithfulness on Adult Income and Credit Card Default using the ROAR protocol; the methods cluster within $\sim 1.7\%$ relative AUC, consistent with AGOP-IxG being optimized for per-sample local attribution rather than global feature ranking.
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