get_cov_mat

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 

get_cov_mat function

<dl><dt>x_train</dt>
<dd>Matrix or data.frame/data.table.
Data used to estimate the (conditional) feature distributions
needed to properly estimate the conditional expectations in the Shapley formula.</dd>
<dt>min_eigen_value</dt>
<dd>Numeric
Specifies the smallest allowed eigen value before the covariance matrix of <code>x_train</code> is assumed to not be
positive definite, and <code><a href="/link/Matrix%3A%3AnearPD()?package=shapr&version=1.0.6" data-mini-rdoc="shapr::Matrix::nearPD()">Matrix::nearPD()</a></code> is used to find the nearest one.</dd></dl>

Arguments

get_cov_mat — get_cov_mat

<dl>

<dt>x_train</dt>
<dd>Matrix or data.frame/data.table.
Data used to estimate the (conditional) feature distributions
needed to properly estimate the conditional expectations in the Shapley formula.</dd>


<dt>min_eigen_value</dt>
<dd>Numeric
Specifies the smallest allowed eigen value before the covariance matrix of <code>x_train</code> is assumed to not be
positive definite, and <code><a href='https://rdrr.io/pkg/Matrix/man/nearPD.html'>Matrix::nearPD()</a></code> is used to find the nearest one.</dd>

</dl>

get_cov_mat: get_cov_mat

Description

Usage

Arguments