Feature Selection Using Approximated High-Order Interaction Components of the Shapley Value for Boosted Tree Classifier

The Shapely value originates from the cooperative game theory and has been widely used in solving machine learning problems due to its high interpretability and consistency. The typical Shapley value evaluates the importance score of a feature as its average marginal contribution to a fully paramete...

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Bibliographic Details

Published in:	IEEE Access
Main Authors:	Carlin Chun Fai Chu, David Po Kin Chan
Format:	Article
Language:	English
Published:	IEEE 2020-01-01
Subjects:	Computational intelligence feature selection machine learning Shapley value
Online Access:	https://ieeexplore.ieee.org/document/9117109/