ProxySHAP uses tree proxies plus residual correction to achieve state-of-the-art approximation of Shapley and Banzhaf interactions, with a polynomial-time exact method for tree ensembles.
Interventional SHAP values and interac- tion values for piecewise linear regression trees
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Proxy-Based Approximation of Shapley and Banzhaf Interactions
ProxySHAP uses tree proxies plus residual correction to achieve state-of-the-art approximation of Shapley and Banzhaf interactions, with a polynomial-time exact method for tree ensembles.