Game Theory for Model Interpretability: Shapley Values
Linear Digressions
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Shapley Values - A Unified Approach to Interpreting Model Predictions
Shapley values are quantities that come to us from game theory, which is sort of a subfield of economics originally. The idea is that a Shapley value gives you a unique Solution that satisfies all three of those criteria at the same time. It's the only it's the only solution that does that and some of those other cases are kind of like sub values or like particular sub cases of Shapley values. So the argument here is that Shapley values maybe are a way of uniting a bunch of other different feature attribution methods.
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