ProxySHAP approximates higher-order Shapley and Banzhaf interactions via tree proxies plus residual correction and a polynomial-time interventional TreeSHAP generalization for tree ensembles.
Improving polynomial estima- tion of the Shapley value by stratified random sampling with optimum allocation.Computers & Operations Research, 82:180–188, 2017
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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.