Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.
Fast treeshap: Accelerating shap value computation for trees, 2022
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A cooperative game theory framework classifies arbitrary measures by mathematical structure to deliver additive attributions of their changes via a spectrum of exact and approximate algorithms.
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Quadrature-TreeSHAP: Depth-Independent TreeSHAP and Shapley Interactions
Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.
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Explaining the "Why": A Unified Framework for the Additive Attribution of Changes in Arbitrary Measures
A cooperative game theory framework classifies arbitrary measures by mathematical structure to deliver additive attributions of their changes via a spectrum of exact and approximate algorithms.