Review for NeurIPS paper: Understanding Global Feature Contributions With Additive Importance Measures

Weaknesses: The main limitation of the proposed method is lack of novelty. The use of Shapley values has been tried before, such as in SHAP, so the main contribution here seems to be the approximation of SAGE using sampling. The paper should have then focused more on this particular contribution and on how this could be better than prior related methods. Still on this note, the paper focuses too much on conceptual reviews, but pushes most of the results and discussion to supplements. It is not clear what is the real advantage of SAGE. Computing Shapley values directly is computationally prohibitive even for a reasonable amount of features, so the authors resort to sampling.