aicc_full_cpp

AICc formula for several sets, alternative definition

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 methods which accounts for any feature
dependence, and thereby produces more accurate estimates of the true Shapley values.
An accompanying 'Python' wrapper ('shaprpy') is available through the GitHub repository.

Martin Jullum

shapr

Prediction Explanation with Dependence-Aware Shapley Values

Lars Henry Berge Olsen

Annabelle Redelmeier

Jon Lachmann

Nikolai Sellereite

Anders Løland

Jens Christian Wahl

Camilla Lingjærde

Norsk Regnesentral 

aicc_full_cpp function

<dl><dt>h</dt>
<dd>numeric specifying the scaling (sigma)</dd>
<dt>X_list</dt>
<dd>List.
Contains matrices with the appropriate features of the training data</dd>
<dt>mcov_list</dt>
<dd>List.
Contains the covariance matrices of the matrices in X_list</dd>
<dt>S_scale_dist</dt>
<dd>Logical.
Indicates whether Mahalanobis distance should be scaled with the number of variables.</dd>
<dt>y_list</dt>
<dd>List.
Contains the appropriate (temporary) response variables.</dd>
<dt>negative</dt>
<dd>Logical.
Whether to return the negative of the AICc value.</dd></dl>

Arguments

Author

AICc formula for several sets, alternative definition — aicc_full_cpp

<dl>

<dt>h</dt>
<dd>numeric specifying the scaling (sigma)</dd>


<dt>X_list</dt>
<dd>List.
Contains matrices with the appropriate features of the training data</dd>


<dt>mcov_list</dt>
<dd>List.
Contains the covariance matrices of the matrices in X_list</dd>


<dt>S_scale_dist</dt>
<dd>Logical.
Indicates whether Mahalanobis distance should be scaled with the number of variables.</dd>


<dt>y_list</dt>
<dd>List.
Contains the appropriate (temporary) response variables.</dd>


<dt>negative</dt>
<dd>Logical.
Whether to return the negative of the AICc value.</dd>

</dl>

AICc formula for several sets, alternative definition

aicc_full_cpp: AICc formula for several sets, alternative definition

Description

Usage

Value

Arguments

Author