Research map / Learning theory and algorithms / Prediction and decision losses
RKHS-SHAP: Shapley Values for Kernel Methods
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use RKHS-ISV instead of KernelSHAP-ISV to estimate interventional Shapley values | RKHS-SHAP · Banana data (b in 1..100) | R^2 vs ground-truth ISVs | No clear effect |
| Use RKHS-OSV (CME-based, no density estimation) instead of Gaussian Monte Carlo OSV (gshap-osv) | RKHS-SHAP · Banana data (b in 1..100) | R^2 vs ground-truth OSVs | Helped |
| Aggregate feature maps of imputed data before evaluating f (RKHS-ISV) instead of averaging f over samples (KernelSHAP) | RKHS-SHAP · Banana data, n in 100..5000 | run time (log10 seconds) | Helped |
| Compute observational SVs (needs CME matrix inversion) instead of interventional SVs | RKHS-SHAP · Banana data, n in 100..5000 | run time (log10 seconds) | Hurt |
| Increase ISV-Reg strength lambda_s from 0 to 2.5 | Kernel ridge regression · Synthetic linear data with noise on X5 at test time (sigma' 0 to 1.5) | RMSE under covariate shift | Helped |
| Increase ISV-Reg strength lambda_s from 0 to 2.5 | Kernel ridge regression · Synthetic linear data, no noise (sigma'=0) | RMSE | Hurt |
| Increase OSV-Reg strength lambda_s | Kernel ridge regression · Synthetic data with sensitive feature X5 correlated with X4 | distribution of Shapley values of X5 and X4 | Helped |
| Regularise interventional SVs (ISV-Reg) instead of observational SVs (OSV-Reg) for fairness (ablation) | Shapley regulariser · Synthetic data with sensitive feature X5 correlated with X4 | distribution of Shapley values of X4 | Hurt |
| Replace Gaussian kernel with Matern kernel (nu=0.5) via non-product-kernel RKHS-SHAP (ablation) | Kernel ridge regression explanations · Diabetes and House price datasets | feature attribution ranking | Mixed |
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