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Add FSI and STI approximation methods #7

Merged
merged 10 commits into from
Nov 22, 2023
Merged

Add FSI and STI approximation methods #7

merged 10 commits into from
Nov 22, 2023

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mmschlk
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@mmschlk mmschlk commented Nov 22, 2023

New Methods

This PR adds two new approximation methods for two different indices.

FSI Regression Estimator

The regression estimator is only available for the Faithful Shapley Index (FSI). It functions like KernelSHAP for the Shapley values but adds each interaction up to a certain order as an individual player (feature) in the least squares representation of the Shapley value.

STI Permutation Estimator

The Shapley Taylor Index (STI) can be estimated similarly to the Shapley Interaction Index (SII) with permutation sampling. However, it requires far more evaluations of the underlying game function, since it needs to exhaustively evaluate all lower order interactions.

@mmschlk mmschlk added the enhancement New feature or request label Nov 22, 2023
@mmschlk mmschlk self-assigned this Nov 22, 2023
@mmschlk mmschlk merged commit 56cd584 into main Nov 22, 2023
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