no code implementations • 31 May 2022 • Masayoshi Mase, Art B. Owen, Benjamin B. Seiler
The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects.
1 code implementation • 17 May 2021 • Benjamin B. Seiler, Masayoshi Mase, Art B. Owen
We use Shapley value to combine all of the reductions in log cardinality due to revealing a variable after some subset of the other variables has been revealed.
1 code implementation • 15 May 2021 • Masayoshi Mase, Art B. Owen, Benjamin B. Seiler
Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations.