Approximation of group explainers with coalition structure using Monte Carlo sampling on the product space of coalitions and featuresIn recent years, many Machine Learning (ML) explanation techniques have been
designed using ideas from cooperative game theory. These game-theoretic
explainers suffer from high complexity, hindering their exact computation in
practical settings. In our work, we focus on a wide class of linear game
values, as well as coalitional values, for the marginal game based on a given
ML model and predictor vector. By viewing these explainers as expectations over
appropriate sample spaces, we design a novel Monte Carlo sampling algorithm
that estimates them at a reduced complexity that depends linearly on the size
of the background dataset. We set up a rigorous framework for the statistical
analysis and obtain error bounds for our sampling methods. The advantage of
this approach is that it is fast, easily implementable, and model-agnostic.
Furthermore, it has similar statistical accuracy as other known estimation
techniques that are more complex and model-specific. We provide rigorous proofs
of statistical convergence, as well as numerical experiments whose results
agree with our theoretical findings.
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