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authorYuchen Pei <me@ypei.me>2018-12-11 11:27:03 +0100
committerYuchen Pei <me@ypei.me>2018-12-11 11:27:03 +0100
commit5a6888ee7a1d4c9b09534683d9124fe6a301c1b1 (patch)
tree4f3d7878dc3eec67b6beb81723a1e38702f55cdb
parent73fd6e6aafdb1b34e9a7349dca136f3ce3969ed4 (diff)
minor edits on shapley, added an mpost.
-rw-r--r--microposts/gavin-belson.md7
-rw-r--r--posts/2018-12-02-lime-shapley.md7
2 files changed, 12 insertions, 2 deletions
diff --git a/microposts/gavin-belson.md b/microposts/gavin-belson.md
new file mode 100644
index 0000000..d41674c
--- /dev/null
+++ b/microposts/gavin-belson.md
@@ -0,0 +1,7 @@
+---
+date: 2018-12-11
+---
+
+> I don’t know about you people, but I don’t want to live in a world where someone else makes the world a better place better than we do.
+
+Gavin Belson, Silicon Valley S2E1.
diff --git a/posts/2018-12-02-lime-shapley.md b/posts/2018-12-02-lime-shapley.md
index 152036b..394f6fb 100644
--- a/posts/2018-12-02-lime-shapley.md
+++ b/posts/2018-12-02-lime-shapley.md
@@ -13,7 +13,8 @@ and SHAP papers to my attention. The research was done while working at KTH
mathematics department.
_If you are reading on a mobile device, you may need to "request desktop site"
-for equations to be properly displayed. This post is licensed under CC BY-SA._
+for the equations to be properly displayed. This post is licensed under CC BY-SA
+and GNU FDL._
Shapley values
--------------
@@ -32,7 +33,7 @@ $S - i := S \setminus \{i\}$ and $S + i := S \cup \{i\}$)
$$\phi_i(v) = \sum_{S: i \in S} {(n - s)! (s - 1)! \over n!} (v(S) - v(S - i)).$$
-$\phi_i(v)$ is an expectation:
+It is not hard to see that $\phi_i(v)$ can be viewed as an expectation:
$$\phi_i(v) = \mathbb E_{S \sim \nu_i} (v(S) - v(S - i))$$
@@ -188,6 +189,8 @@ $q(0) = q(n) = \infty$.
In Lundberg-Lee (2017), $c$ is chosen to be $1 / n$, see Theorem 2
there.
+In Charnes et. al. 1988, the $w_i$s are called the generalised Shapley values.
+
**Proof**. The Lagrangian is
$$L(w, \lambda) = \sum_{S \subset N} (v(S) - w(S))^2 q(s) - \lambda(w(N) - v(N) + v(\emptyset)).$$