MinShap: A Modified Shapley Value Approach for Feature Selection

Researchers propose MinShap, a modification of Shapley values designed specifically for feature selection in nonlinear models with dependent features. The approach addresses a key limitation of standard Shapley values, which conflate direct and indirect feature effects, making them unsuitable for identifying truly predictive variables.
MentionsMinShap · Shapley values
Read full story at arXiv cs.LG →(arxiv.org)
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