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FastSHAP: Real-Time Shapley Value Estimation (2107.07436v3)

Published 15 Jul 2021 in stat.ML, cs.CV, and cs.LG

Abstract: Shapley values are widely used to explain black-box models, but they are costly to calculate because they require many model evaluations. We introduce FastSHAP, a method for estimating Shapley values in a single forward pass using a learned explainer model. FastSHAP amortizes the cost of explaining many inputs via a learning approach inspired by the Shapley value's weighted least squares characterization, and it can be trained using standard stochastic gradient optimization. We compare FastSHAP to existing estimation approaches, revealing that it generates high-quality explanations with orders of magnitude speedup.

Citations (100)

Summary

  • The paper introduces FastSHAP, an innovative method that computes accurate Shapley value estimates in a single forward pass to overcome traditional computational challenges.
  • The methodology leverages a training mechanism based on weighted least squares and stochastic gradient descent to efficiently approximate Shapley values across samples.
  • Experimental results show orders-of-magnitude speedups on tabular and image datasets while maintaining high accuracy and robustness in real-time explanations.

An Examination of FastSHAP for Real-Time Shapley Value Estimation

The paper presents FastSHAP, a novel method designed to address the computational inefficiencies associated with the estimation of Shapley values, an established tool for model explanation originating from cooperative game theory. Shapley values provide model-agnostic explanations by quantifying each feature's contribution to a model's prediction. Despite their theoretical appeal, the inherent computational complexity of Shapley values hinders their practical application in high-dimensional and large-scale models. The authors introduce FastSHAP, which aims to efficiently estimate Shapley values in a single forward pass using a learned explainer model, thereby providing a considerable computational advantage.

Methodology

FastSHAP circumvents the need to compute ground truth Shapley values by leveraging a training mechanism based on the Shapley value's weighted least squares characterization. The learning process involves an explainer model that outputs Shapley value estimates, enabling real-time interpretation of complex models in fields such as computer vision and NLP. The authors utilize stochastic gradient descent with a specially designed loss function to train the explainer model, significantly reducing the computation required for Shapley value estimation.

The methodology section details the benefits of FastSHAP's approach relative to existing methods. Traditional estimation approaches, such as KernelSHAP, are computationally intensive because they handle each sample separately. FastSHAP, through the use of an amortized approximation strategy, propagates efficiencies across multiple samples, thereby diminishing computational overhead. The exploration of different value function formulations showcases FastSHAP's robustness and flexibility in application.

Experimental Results

The paper presents compelling experimental results that attest to FastSHAP's accuracy and efficiency compared to other approaches like KernelSHAP and DeepSHAP. In tabular data experiments across various datasets, FastSHAP showed substantial improvements in processing speed while maintaining high accuracy in Shapley value estimation. FastSHAP's ability to provide accurate explanations with an orders-of-magnitude speedup over non-amortized estimation approaches was particularly notable.

Image-based datasets, including CIFAR-10 and Imagenette, were employed to further assess FastSHAP's capabilities, where it demonstrated superior performance in identifying regions of importance relative to gradient-based methods like GradCAM and Integrated Gradients. Additionally, key robustness tests, such as the Inclusion and Exclusion AUC, highlighted FastSHAP's effectiveness even in limited data scenarios, emphasizing its potential as a practical tool for real-time applications.

Implications and Future Work

FastSHAP represents a significant step forward in the domain of model explainability by providing a scalable solution to the computation of Shapley values. The method's design aligns with the increasing need for interpretable AI systems capable of operating efficiently within high-dimensional contexts. The researchers have provided open-source code implementations, thereby enabling further exploration and adaptation of FastSHAP by the broader research community.

Future developments could expand upon FastSHAP by exploring other forms of model interpretability and utilizing advanced architecture optimizations to refine the accuracy of Shapley value estimates further. Integrating FastSHAP with emerging AI models and deploying it in real-world applications could validate its utility and impact. Moreover, examining the integration of different loss functions or sampling strategies could offer additional pathways towards optimizing the estimation of Shapley values.

In summation, FastSHAP pioneers a practical approach to estimating Shapley values efficiently, paving the way for more interpretable and accessible AI systems. The successful balance of speed and accuracy achieved by FastSHAP sets a new precedent for future research and applications within the field of model interpretability.

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