ADAPTIVE SAMPLING TO COMPUTE GLOBAL FEATURE EXPLANATIONS WITH SHAPLEY VALUES
Abstract:
Techniques for computing global feature explanations using adaptive sampling are provided. In one technique, first and second samples from an dataset are identified. A first set of feature importance values (FIVs) is generated based on the first sample and a machine-learned model. A second set of FIVs is generated based on the second sample and the model. If a result of a comparison between the first and second FIV sets does not satisfy criteria, then: (i) an aggregated set is generated based on the last two FIV sets; (ii) a new sample that is double the size of a previous sample is identified from the dataset; (iii) a current FIV set is generated based on the new sample and the model; (iv) determine whether a result of a comparison between the current and aggregated FIV sets satisfies criteria; repeating (i)-(iv) until the result of the last comparison satisfies the criteria.
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