Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.
Xgboost-shap based multi-scale evaluation and nonlinear response of river health in guangdong province
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Quadrature-TreeSHAP: Depth-Independent TreeSHAP and Shapley Interactions
Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.