Efficient Approximation of Asymmetric Shapley Values Using Functional Decomposition
Arne Gevaert, Anna Saranti, Andreas Holzinger, Yvan Saeys · Lecture notes in computer science · 2023
Abstract Asymmetric Shapley values (ASVs) are an extension of Shapley values that allow a user to incorporate partial causal knowledge into the explanation process. Unfortunately, computing ASVs requires sampling permutations, which quickly becomes computationally expensive. We propose A-PDD-SHAP, an algorithm that employs a functional decomposition approach to approximate ASVs at a speed orders of magnitude faster compared to permutation sampling, which significantly reduces the amortized complexity of computing ASVs when many explanations are needed. Apart from this, once the A-PDD-SHAP model is trained, it can be used to compute both symmetric and asymmetric Shapley values without having to re-train or re-sample, allowing for very efficient comparisons between different types of explanations.