Quadrature-TreeSHAP: Depth-Independent TreeSHAP and Shapley Interactions
Shapley values are a standard tool for explaining predictions of tree ensembles, with Path-Dependent SHAP being the most widely used variant. Despite substantial progress, existing methods still exhibit trade-offs between depth-dependent runtime, numerical stability, and support for higher-order interactions. To address these challenges, we introduce Quadrature-TreeSHAP, a quadrature-based reformulation of Path-Dependent TreeSHAP that is numerically stable, naturally extends to any-order Shapley interaction values and is practically insensitive to tree depth. Our implementation supports both CPU and GPU and is integrated into XGBoost. Our method is based on a weighted-Banzhaf interaction ...
| Authors | Ron Wettenstein, Rory Mitchell, Peng Yu |
|---|---|
| Primary category | cs.LG |
| Published | 6 May 2026 |
| Last updated at source | 6 May 2026 |
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