ProxySHAP approximates higher-order Shapley and Banzhaf interactions via tree proxies plus residual correction and a polynomial-time interventional TreeSHAP generalization for tree ensembles.
ProxySPEX then keeps a minimal subset C ⋆ ⊆ F of coefficients that explains at least95%of the total squared Fourier mass, C ⋆ = arg min C⊆F |C|s.t
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Proxy-Based Approximation of Shapley and Banzhaf Interactions
ProxySHAP approximates higher-order Shapley and Banzhaf interactions via tree proxies plus residual correction and a polynomial-time interventional TreeSHAP generalization for tree ensembles.