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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

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MinShap: A Modified Shapley Value Approach for Feature Selection · Modelwire