ProxySHAP: Polynomial-Time Shapley Interaction Estimation via Tree-Based Proxies

arXiv·low signal

ProxySHAP introduces a polynomial-time generalization of interventional TreeSHAP to higher-order Shapley and Banzhaf interactions, reconciling the sample efficiency of tree-based proxy models with consistency via residual correction. Current estimators for higher-order feature interactions force a tradeoff between speed and accuracy. ProxySHAP achieves both by using a tree proxy for the bulk of computation and correcting residuals for consistency. Useful for practitioners needing interpretable feature interaction analysis on complex models.