3 ms·
Otherwise known as the Shapley value [1], which also takes into account the interaction between participants. > The Shapley value is the average marginal contr
by BenoitP 5y ago
Otherwise known as the Shapley value [1], which also takes into account the interaction between participants.
> The Shapley value is the average marginal contribution of a feature value across all possible coalitions. [2]
EDIT: There are efforts to decompose that attribution of value into Synergy, Redundancy and Independence components [3], which I believe could also have meaning the context of business.
[1] https://en.wikipedia.org/wiki/Shapley_value https://en.wikipedia.org/wiki/Shapley_value
[2] https://christophm.github.io/interpretable-ml-book/shapley.html https://christophm.github.io/interpretable-ml-book/shapley.h...
[3] https://arxiv.org/pdf/2107.12436.pdf https://arxiv.org/pdf/2107.12436.pdf