Two new algorithms speed up TreeSHAP computation for tree-based models.
arXiv research
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Paper uses Super-App data to improve income estimation models.
Alternative app data improves credit scoring for underserved borrowers.
Proposes approximating computationally expensive explainability techniques using conformal regression.
TreeHFD algorithm explains tree ensemble models through hierarchical orthogonality.
A new tree-based estimator, FastPD, efficiently estimates PD functions for machine learning models.
ProxySHAP approximates Shapley and Banzhaf interactions efficiently.
Proposes new attribution methods for trees with regularization.
STRIDE improves explainable AI by efficiently decomposing feature interactions without subset enumeration.
Local MDI+ improves feature importance for tree-based models, enhancing interpretability and performance.