X-SHAP: towards multiplicative explainability of Machine Learning
Machine Learning
2020-06-23 v2 Machine Learning
Abstract
This paper introduces X-SHAP, a model-agnostic method that assesses multiplicative contributions of variables for both local and global predictions. This method theoretically and operationally extends the so-called additive SHAP approach. It proves useful underlying multiplicative interactions of factors, typically arising in sectors where Generalized Linear Models are traditionally used, such as in insurance or biology. We test the method on various datasets and propose a set of techniques based on individual X-SHAP contributions to build aggregated multiplicative contributions and to capture multiplicative feature importance, that we compare to traditional techniques.
Cite
@article{arxiv.2006.04574,
title = {X-SHAP: towards multiplicative explainability of Machine Learning},
author = {Luisa Bouneder and Yannick Léo and Aimé Lachapelle},
journal= {arXiv preprint arXiv:2006.04574},
year = {2020}
}