Skip to content

Commit

Permalink
Merge pull request #118 from ModelOriented/mayer79-patch-1
Browse files Browse the repository at this point in the history
Update README.md
  • Loading branch information
mayer79 authored Nov 17, 2023
2 parents 2b3db9c + df6f6cc commit 6b134f8
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion README.md
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@ The package contains two workhorses to calculate SHAP values for any model:

### Kernel SHAP or permutation SHAP?

Kernel SHAP was introduced as an approximation of permutation SHAP. For up to $8-10$ features, exact calculations are feasible for both algorithms and take the same amount of time. Since exact Kernel SHAP is still only an approximation of exact permutation SHAP, permutation SHAP should be preferred in this case. A situation where the two approaches give different results: The model has interactions of order three or higher *and* correlated features.
Kernel SHAP has been introduced in [1] as an approximation of permutation SHAP. For up to $8-10$ features, exact calculations are feasible for both algorithms (and take similarly long to compute). Since exact Kernel SHAP is still only an approximation of exact permutation SHAP, the latter should be preferred in this case, even if the results are often very similar. A situation where the two approaches give different results: The model has interactions of order three or higher *and* correlated features.

### Typical workflow to explain any model

Expand Down

0 comments on commit 6b134f8

Please sign in to comment.