Comments (3)
Hi Francesco,
thanks for your note! We are working on a paper to explain the math - I will have to ask for your patience and we'll make it available here on GitHub once we are done; we are also working on some simplifications to the calculation approach so hopefully the explainer code in FACET 1.1 will be a bit easier to follow.
Good questions on synergy! As an intuition of asymmetry, consider that a feature A might hold more information that is also represented by B than the other way round. Then A has more to contribute to B, than vice-versa. So an asymmetry in the matrix reflects an asymmetry in how relevant information is distributed across a pair of features.
From a practical perspective, redundancy may well serve as a means of feature reduction, however one main use is to ensure that a feature is independent before using it in a simulation / partial dependence plot. This is to prevent simulations of impossible scenarios: redundancy between two features tells us that the value of one features imposes constraints on the value of another feature.
Synergy can be ignored in that context, but can give you insights into where interactions take place among features if you are looking for new hypotheses to explain a certain effect, for example.
So in that sense, redundancy is a backward-looking view of dependencies (between values of the input features), whereas synergy is a forward-looking view into impact on predictions.
Hope that makes sense!
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Hi Jan,
Would it be possible to give a high-level idea on how SHAP values are used to calculate synergy and redundancy, or code pointers on where the main logic of it is?
Thanks,
Ali
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@Francesco-Marini @alielabridi sorry for the delay! We have now published a preprint on Arxiv that explains the formal aspects of the synergy/redundancy/independence approach. Happy to hear your comments!
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Related Issues (20)
- Add methods to model inspector to return SHAP values and associated feature data
- Add a UnivariateTargetSimulator
- Expose full distribution of outputs on simulation results
- Mismatch of feature ordering (matrices vs. dendograms) HOT 1
- Racism and the "load_boston" dataset HOT 2
- Run times are huge HOT 9
- ModuleNotFoundError: No module named 'facet.data'; 'facet' is not a package HOT 2
- gamma-facet==1.0.1 not compatible with latest shap==0.38.1 HOT 2
- Future Implementation for Tensorflow and Pytorch HOT 2
- SHAP Feature Values Inverted HOT 4
- README.rs dataset load can be automated for users HOT 1
- cannot import LearnerInspector etc HOT 1
- Trouble importing LearnerInspector HOT 7
- 'LearnerRanker' object has no attribute '_ensure_fitted' HOT 2
- Isolated Sphinx doc does not build due to missing pytools script HOT 3
- Versioning & Compatibility XGBoost HOT 1
- Support for scikit-learn models HOT 3
- Support SAGE values similar to SHAP
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