Feature-Specific Coefficients of Determination in Tree Ensembles
Keywords: Explainable AI, Feature importance, Shapley Value, Tree ensemble
Abstract: Tree ensemble methods provide promising predictions with models difficult to interpret. Recent introduction of Shapley values for individualized feature contributions, accompanied with several fast computing algorithms for predicted values, shows intriguing results. However, individualizing coefficients of determination, aka $R^2$, for each feature is challenged by the underlying quadratic losses, although these coefficients allow us to comparatively assess single feature's contribution to tree ensembles. Here we propose an efficient algorithm, Q-SHAP, that reduces the computational complexity to polynomial time when calculating Shapley values related to quadratic losses. Our extensive simulation studies demonstrate that this approach not only enhances computational efficiency but also improves the estimation accuracy of feature-specific coefficients of determination.
Primary Area: interpretability and explainable AI
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2025/AuthorGuide.
Reciprocal Reviewing: I understand the reciprocal reviewing requirement as described on https://iclr.cc/Conferences/2025/CallForPapers. If none of the authors are registered as a reviewer, it may result in a desk rejection at the discretion of the program chairs. To request an exception, please complete this form at https://forms.gle/Huojr6VjkFxiQsUp6.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors’ identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Submission Number: 2235
Loading