Paper ID: 2404.01078

Energy-based Model for Accurate Shapley Value Estimation in Interpretable Deep Learning Predictive Modeling

Cheng Lu, Jiusun Zeng, Yu Xia, Jinhui Cai, Shihua Luo

As a favorable tool for explainable artificial intelligence (XAI), Shapley value has been widely used to interpret deep learning based predictive models. However, accurate and efficient estimation of Shapley value is difficult since the computation load grows exponentially with the increase of input features. Most existing accelerated estimation methods have to compromise on estimation accuracy with efficiency. In this article, we present EmSHAP(Energy-based model for Shapley value estimation) to estimate the expectation of Shapley contribution function under arbitrary subset of features given the rest. The energy-based model estimates the conditional density in the Shapley contribution function, which involves an energy network for approximating the unnormalized conditional density and a GRU (Gated Recurrent Unit) network for approximating the partition function. The GRU network maps the input features onto a hidden space to eliminate the impact of input orderings. In order to theoretically evaluate the performance of different Shapley value estimation methods, Theorems 1, 2 and 3 analyzed the error bounds of EmSHAP as well as two state-of-the-art methods, namely KernelSHAP and VAEAC. It is proved that EmSHAP has tighter error bound than KernelSHAP and VAEAC. Finally, case studies on two application examples show the enhanced estimation accuracy of EmSHAP.

Submitted: Apr 1, 2024