让特征重要性分析符合数据关系结构,避免误导性解释。
RelShap: Relationally Consistent Shapley Explanations

- 引入关系约束和数据来源,只在合法数据组合上计算特征贡献
- 在多个数据集上验证,能正确识别主导特征,传统方法失败时仍有效
- 兼容多种解释方法,可显著加速且不改变结果
机器学习流水线常将关系型数据扁平化为单表,忽略结构约束。基于Shapley值的特征归因方法普遍假设特征独立,评估那些在原始数据中不可能出现的组合,导致解释失真。我们提出RelShap框架,将关系约束与数据溯源融入Shapley值计算,仅在关系有效的配置中进行背景数据选择与联盟评估。该框架对估计器无依赖,可无缝集成核SHAP、蒙特卡洛与杠杆SHAP,不改变其采样或加权机制。函数依赖进一步在特征联盟上定义等价类,RelShap利用此特性在不改变Shapley值的前提下减少计算时间;我们给出了预期加速的组合刻画。在多个数据集、模型和估计器上的实验表明,RelShap生成的解释更贴近数据生成过程,在控制条件下能正确识别主导特征,而现有方法(包括条件SHAP和流形SHAP)未能做到。代码已开源:https://github.com/duneag2/relshap。
原文摘要 · Abstract (English)
Machine learning pipelines commonly flatten relational data into single-table representations, discarding structural constraints. Widely used Shapley value-based feature attributions then rely on feature independence, evaluating the model on combinations that could never arise in the underlying data, producing misleading explanations. We propose RelShap, a framework that incorporates relational constraints and data provenance into Shapley value computation, restricting both background data and coalition evaluation to relationally valid configurations. The framework is estimator-agnostic and composes with Kernel SHAP, Monte Carlo, and Leverage SHAP without altering their sampling or weighting properties. Functional dependencies further induce equivalence classes over feature coalitions, which RelShap exploits to reduce runtime without changing Shapley values; we provide a combinatorial characterization of the expected speedup. Experiments across multiple datasets, models, and estimators show that RelShap produces explanations that are more faithful to the data-generating process, correctly identifying the dominant feature in controlled settings where existing methods, including Conditional SHAP and ManifoldShap, do not. Our code is available at: https://github.com/duneag2/relshap.
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