FASTSHAP: REAL-TIME SHAPLEY VALUE ESTIMATION

Neil Jethani, Mukund Sudarshan, Ian Covert, Su In Lee, Rajesh Ranganath

Research output: Contribution to conferencePaperpeer-review

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.

Original languageEnglish (US)
StatePublished - 2022
Event10th International Conference on Learning Representations, ICLR 2022 - Virtual, Online
Duration: Apr 25 2022Apr 29 2022

Conference

Conference10th International Conference on Learning Representations, ICLR 2022
CityVirtual, Online
Period4/25/224/29/22

ASJC Scopus subject areas

  • Language and Linguistics
  • Computer Science Applications
  • Education
  • Linguistics and Language

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