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+++ b/posts/2018-12-02-lime-shapley.org
@@ -17,6 +17,7 @@ under CC BY-SA and GNU FDL./
** Shapley values
:PROPERTIES:
:CUSTOM_ID: shapley-values
+ :ID: 1f4de00d-669e-421a-bd48-f4f1da8400f3
:END:
A coalitional game $(v, N)$ of $n$ players involves
@@ -69,6 +70,7 @@ together with $v(\emptyset) = 0$ defines the Shapley values.
** LIME
:PROPERTIES:
:CUSTOM_ID: lime
+ :ID: b34aabbc-2f50-4969-bf7b-87678fd577e6
:END:
LIME (Ribeiro et. al. 2016) is a model that offers a way to explain
feature contributions of supervised learning models locally.
@@ -139,6 +141,7 @@ of dimension $n$.
** Shapley values and LIME
:PROPERTIES:
:CUSTOM_ID: shapley-values-and-lime
+ :ID: bb960a6a-be79-44ff-968f-000990673738
:END:
The connection between the Shapley values and LIME is noted in
Lundberg-Lee (2017), but the underlying connection goes back to 1988
@@ -243,6 +246,7 @@ Plugging this back into (6) we get the desired result. $\square$
** SHAP
:PROPERTIES:
:CUSTOM_ID: shap
+ :ID: 11af7fd2-a4f9-42da-a275-5d15cde0ca48
:END:
The paper that coined the term "SHAP values" (Lundberg-Lee 2017) is not
clear in its definition of the "SHAP values" and its relation to LIME,
@@ -304,6 +308,7 @@ general, how do we evaluate models of interpretation?
** Evaluating SHAP
:PROPERTIES:
:CUSTOM_ID: evaluating-shap
+ :ID: a7249300-814f-499e-b808-c66a17a4d32e
:END:
The quest of the SHAP paper can be decoupled into two independent
components: showing the niceties of Shapley values and choosing the
@@ -332,6 +337,7 @@ justifications of such choices.
** References
:PROPERTIES:
:CUSTOM_ID: references
+ :ID: 7ba9546e-2485-43e4-be48-16762fc447b2
:END:
- Charnes, A., B. Golany, M. Keane, and J. Rousseau. "Extremal Principle