2021
DOI: 10.48550/arxiv.2109.09847
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Fast TreeSHAP: Accelerating SHAP Value Computation for Trees

Abstract: SHAP (SHapley Additive exPlanation) values are one of the leading tools for interpreting machine learning models, with strong theoretical guarantees (consistency, local accuracy) and a wide availability of implementations and use cases. Even though computing SHAP values takes exponential time in general, TreeSHAP takes polynomial time on tree-based models. While the speedup is significant, TreeSHAP can still dominate the computation time of industry-level machine learning solutions on datasets with millions or… Show more

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Cited by 4 publications
(4 citation statements)
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“…We choose to utilize the Tree Explainer method instead of the kernel explainer due to its computational efficiency. The Tree Explainer leverages the tree-based structure of the XGB model to approximate the SHAP values, resulting in faster computation times while still providing reliable interpretations of feature importance [67].…”
Section: Feature Importance Modeling and Analysismentioning
confidence: 99%
“…We choose to utilize the Tree Explainer method instead of the kernel explainer due to its computational efficiency. The Tree Explainer leverages the tree-based structure of the XGB model to approximate the SHAP values, resulting in faster computation times while still providing reliable interpretations of feature importance [67].…”
Section: Feature Importance Modeling and Analysismentioning
confidence: 99%
“…To compute SHAP values for different types of machine learning models, various SHAP implementations are available. In this study, the SHAP Linear Explainer function was used for MLR predictors, while the FastTreeSHAP explainer (Yang, 2021) was used for other models. Compared to the widely used TreeSHAP algorithm, FastTreeSHAP provides faster computation of feature importance values for tree-based models.…”
Section: Multiple Models Interpretationmentioning
confidence: 99%
“…A notable approach in this direction is the path-dependent TreeSHAP algorithm (Lundberg et al 2020;Yang 2021), which is widely used due to its computational efficiency. It aims to approximate observational SHAP values of tree models by using precomputed node counts, but it implicitly assumes feature independence.…”
Section: Introductionmentioning
confidence: 99%