RoSHAP is a robust feature-ranking metric that summarizes the distributional properties of SHAP values via bootstrap resampling and asymptotic normality to reward active, strong, and stable features.
From explanations to feature selection: assessing SHAP values as feature selection mechanism
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RoSHAP: A Distributional Framework and Robust Metric for Stable Feature Attribution
RoSHAP is a robust feature-ranking metric that summarizes the distributional properties of SHAP values via bootstrap resampling and asymptotic normality to reward active, strong, and stable features.