global attribution methods

Beginner Explanation

Imagine you have a magic box (a model) that predicts how much ice cream you should buy based on the weather, day of the week, and your mood. Global attribution methods help us understand which of these factors is most important for the box’s decision across all the times you’ve used it. It’s like asking, ‘How much does the weather affect my ice cream purchases compared to my mood?’ This way, you can see which ingredient is the ‘secret sauce’ for your ice cream buying habits overall.

Technical Explanation

Global attribution methods assign importance scores to input features by analyzing their influence on the model’s predictions across the entire dataset. Common techniques include Permutation Importance, SHAP (SHapley Additive exPlanations), and LIME (Local Interpretable Model-agnostic Explanations). For example, using SHAP, you can compute the importance of a feature by evaluating the contribution of each feature to the prediction for every instance in the dataset. Here’s a code snippet using SHAP with a tree-based model: “`python import shap import xgboost as xgb # Load data and train model X, y = load_data() model = xgb.XGBClassifier().fit(X, y) # Create SHAP explainer and calculate SHAP values explainer = shap.Explainer(model) shap_values = explainer(X) # Plot feature importance shap.summary_plot(shap_values, X) “` This code trains a model and visualizes the global feature importance using SHAP values.

Academic Context

Global attribution methods are rooted in cooperative game theory, particularly in the concept of Shapley values, introduced by Lloyd Shapley in 1953. These values provide a fair distribution of payouts (or importance scores) among players (features) based on their contributions to the total payoff (model prediction). Key papers include ‘A Unified Approach to Interpreting Model Predictions’ by Lundberg and Lee (2017), which discusses SHAP, and ‘Why Should I Trust You?’ by Ribeiro et al. (2016), which introduces LIME. These methods are essential for understanding model behavior and ensuring transparency in machine learning applications.

Code Examples

Example 1:

import shap
import xgboost as xgb

# Load data and train model
X, y = load_data()
model = xgb.XGBClassifier().fit(X, y)

# Create SHAP explainer and calculate SHAP values
explainer = shap.Explainer(model)
shap_values = explainer(X)

# Plot feature importance
shap.summary_plot(shap_values, X)

Example 2:

import shap
import xgboost as xgb

# Load data and train model
X, y = load_data()

Example 3:

import xgboost as xgb

# Load data and train model
X, y = load_data()
model = xgb.XGBClassifier().fit(X, y)

View Source: https://arxiv.org/abs/2511.16482v1