Shapley Algorithms

Algorithms to estimate Shapley value feature attributions.

Installation

git clone https://github.com/suinleelab/shapley_algorithms.git
cd shapley_algorithms
pip install -e .

Explanation code

Implementations of a number of algorithms based on the random order, least squares, and multilinear extension characterizations of Shapley values. In addition, we include variants on each approach: adaptive and antithetic sampling.

Algorithms are implemented here: shapley_algorithms/explain.py

Datasets

• Diabetes
• NHANES
• Blog

Datasets are loaded here: shapley_algorithms/data.py

Benchmarking

Benchmarking is performed for each dataset (and cached locally) in notebooks.

Contact

• Hugh Chen (Paul G. Allen School of Computer Science and Engineering @ University of Washington)
• Ian Covert (Paul G. Allen School of Computer Science and Engineering @ University of Washington)
• Scott Lundberg (Microsoft Research)
• Su-In Lee (Paul G. Allen School of Computer Science and Engineering @ University of Washington)