marginal contribution
- North America > United States > Hawaii > Honolulu County > Honolulu (0.04)
- North America > United States > Maryland > Baltimore (0.04)
- North America > United States > Illinois > Champaign County > Urbana (0.04)
- (4 more...)
- Health & Medicine (1.00)
- Education (1.00)
- Information Technology > Security & Privacy (0.46)
- Europe > Italy > Marche > Ancona Province > Ancona (0.04)
- North America > United States > California > Santa Clara County > Stanford (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
- (2 more...)
- South America > Brazil > Maranhão (0.04)
- North America > United States > New York (0.04)
- Europe > France (0.04)
- Information Technology > Security & Privacy (0.93)
- Health & Medicine (0.67)
- North America > Canada (0.04)
- Asia > Japan (0.04)
- North America > United States > Pennsylvania > Allegheny County > Pittsburgh (0.04)
- North America > Canada > British Columbia > Metro Vancouver Regional District > Vancouver (0.04)
- Europe > France (0.04)
- Europe > Sweden > Stockholm > Stockholm (0.04)
- North America > United States > California (0.04)
- Europe > Germany > Baden-Württemberg > Freiburg (0.04)
- Europe > France (0.04)
- North America > United States > California > Los Angeles County > Santa Monica (0.04)
- Europe > France > Île-de-France > Paris > Paris (0.04)
- Asia > Middle East > Jordan (0.04)
- Health & Medicine (0.68)
- Education > Educational Setting > Online (0.46)
WeightedSHAP: analyzing and improving Shapley based feature attributions
Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning settings, leading to unintuitive model interpretation. In particular, the Shapley value uses the same weight for all marginal contributions---i.e. it gives the same importance when a large number of other features are given versus when a small number of other features are given. This property can be problematic if larger feature sets are more or less informative than smaller feature sets. Our work performs a rigorous analysis of the potential limitations of Shapley feature attribution. We identify simple settings where the Shapley value is mathematically suboptimal by assigning larger attributions for less influential features. Motivated by this observation, we propose WeightedSHAP, which generalizes the Shapley value and learns which marginal contributions to focus directly from data. On several real-world datasets, we demonstrate that the influential features identified by WeightedSHAP are better able to recapitulate the model's predictions compared to the features identified by the Shapley value.