Proxy-Based Approximation of Shapley and Banzhaf Interactions
Shapley and Banzhaf interactions capture the complex dynamics inherent in modern machine learning applications. However, current estimators for these higher-order interactions trade off between speed and accuracy. To overcome this limitation, we introduce ProxySHAP. ProxySHAP reconciles the high sample efficiency of tree-based proxy models with a principled path to consistency via residual correction. On a theoretical level, we derive a polynomial-time generalization of interventional TreeSHAP to compute exact interaction indices for tree ensembles, successfully bypassing exponential tree-depth dependencies in prior methods. Furthermore, we formally analyze the residual adjustment strateg...
| Authors | Santo M. A. R. Thies, Hubert Baniecki, R. Teal Witter et al. |
|---|---|
| Primary category | cs.LG |
| Published | 21 May 2026 |
| Last updated at source | 22 May 2026 |
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