Abstract
We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method is linear in dimension (number of features), as opposed to the exponential complexity of other Shapley value approaches in the literature. Examples from global sensitivity analysis and machine learning are used to compare the method numerically with activity scores, SHAP, and KernelSHAP.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal for Uncertainty Quantification
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
