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CloseChoice avatar CloseChoice commented on June 15, 2024

The link function is there since non-linear transformations of the shap values will break additivity because
$\log(x + \bar{x}) \ne \log(x) + \log(\bar{x})$. This can also be relevant for trees, e.g. here: https://github.com/shap/shap/pull/3616/files#diff-575fa6d845d524882a8ba5609d8a2c7f877844870c10aa551a67d8fa24461b05R1919.

Hmm, not sure where it should be applied, usually one hands the link over to the masker. Will need to take another look but wanted to note this here.

Edit: I guess the link function/linearized_link should be applied before checking additivity and nowhere else.

from shap.

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