Predictive and Causal Implications of using Shapley Value for Model Interpretation

Understand

Shapley value is a concept from game theory.

• Recently, it has been used for explaining complex models produced by machine learning techniques.
• Although the mathematical definition of Shapley value is straight-forward, the implication of using it as a model interpretation tool is yet to be described.
• In the current paper, we analyzed Shapley value in the Bayesian network framework.