christophM / interpretable-ml-book

Book about interpretable machine learning
https://christophm.github.io/interpretable-ml-book/
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Question on TreeSHAP #341

Closed mayer79 closed 1 year ago

mayer79 commented 1 year ago

Hello Christoph. Thanks for all your contributions to XAI.

One question on the "standard" conditional TreeSHAP algorithm applied to a tree-based model that is additive in covariate X (e.g., by using interaction constraints in a boosted trees model, or a boosted tree stump).

Is it correct to interpret the resulting SHAP dependence plot of a covariate X as being "Ceteris Paribus"?

mayer79 commented 1 year ago

See https://arxiv.org/abs/2207.14490