Work

FastSHAP: Real-Time Shapley Value Estimation

Year: 2021
Type: conference-paper
Abstract: Although Shapley values are theoretically appealing for explaining black-box models, they are costly to calculate and thus impractical in settings that involve large, high-dimensional models. To remedy this issue, we introduce FastSHAP, a new method for estimating Shapley values in a single forward pass using a learned explainer model. To enable efficient training without requiring ground truth Shapley values, we develop an approach to train FastSHAP via stochastic gradient descent using a weighted least squares objective function. In our experiments with tabular and image datasets, we compare FastSHAP to existing estimation approaches and find that it generates accurate explanations with an orders-of-magnitude speedup.
Source: PubMed
Language: English
Open Access status: green
OpenAlex ID: W3179224442
FWCI: 5.197
Cites: 34
Cited by: 61
Related to: 10