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On Model Extrapolation in Marginal Shapley Values

stat.ML · 2024-12-17 · conditional · novelty 5.0

Stratifying marginal Shapley by feature region avoids off-manifold extrapolation and, with a causal direction and a chosen reference constant, reproduces causal Shapley values on a linear spline and an insurance example.

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  • On Model Extrapolation in Marginal Shapley Values stat.ML · 2024-12-17 · conditional · none · ref 13

    Stratifying marginal Shapley by feature region avoids off-manifold extrapolation and, with a causal direction and a chosen reference constant, reproduces causal Shapley values on a linear spline and an insurance example.