Improved feature importance computation for tree models based on the Banzhaf value

2022

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Improved feature importance computation for tree models based on the Banzhaf value

Adam Karczmarz, Tomasz Michalak, Anish Mukherjee, Piotr Sankowski, Piotr Wygocki | Uncertainty in Artificial Intelligence, 969-979

This paper compares two game-theoretic methods, Shapley and Banzhaf values, or explaining tree ensemble model predictions. It introduces a faster algorithm for computing Banzhaf values, which run more efficiently than the current Shapley-based methods. Both methods provide similar feature importance scores, but the Banzhaf value is not only quicker to compute but also more numerically stable, making it a strong alternative for model explanation.

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