correction_matrix_cpp

correction term with trace_input in AICc formula

internal

Complex machine learning models are often hard to interpret. However, in
many situations it is crucial to understand and explain why a model made a specific
prediction. Shapley values is the only method for such prediction explanation framework
with a solid theoretical foundation. Previously known methods for estimating the Shapley
values do, however, assume feature independence. This package implements the method
described in Aas, Jullum and Løland (2019) <arXiv:1903.10464>, which accounts for any feature
dependence, and thereby produces more accurate estimates of the true Shapley values.

Martin Jullum

shapr

Prediction Explanation with Dependence-Aware Shapley Values

Nikolai Sellereite

Annabelle Redelmeier

Anders Løland

Jens Christian Wahl

Camilla Lingjærde

Norsk Regnesentral 

correction_matrix_cpp function

<dl><dt>tr_H</dt>
<dd>numeric giving the trace of H</dd>
<dt>n</dt>
<dd>numeric given the number of rows in H</dd></dl>

Arguments

Author

correction term with trace_input in AICc formula — correction_matrix_cpp

<dl>

<dt>tr_H</dt>
<dd>numeric giving the trace of H</dd>


<dt>n</dt>
<dd>numeric given the number of rows in H</dd>

</dl>

correction term with trace_input in AICc formula

correction_matrix_cpp: correction term with trace_input in AICc formula

Description

Usage

Value

Arguments

Author