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Shapley Values Infidelity

Daniel M. Ph.D. Tom

No 2p5d3, OSF Preprints from Center for Open Science

Abstract: Shapley values attempt to explain ML models using flat additive factors disregarding any tree hierarchy, and fails to distinguish between two different trees. We have been using log odds for segmentation tree of logistic regression models. Log odds faithfully reflect tree hierarchy and therefore explain decision trees, forests, and GBM much better.

Date: 2023-06-06
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:2p5d3

DOI: 10.31219/osf.io/2p5d3

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