Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.
Interpreting machine learning models based on shap values in predicting suspended sediment concentration.International Journal of Sediment Research, 40(1):91–107, 2025
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Quadrature-TreeSHAP: Depth-Independent TreeSHAP and Shapley Interactions
Quadrature-TreeSHAP computes Shapley values and higher-order interactions for tree ensembles via 8-point Gauss-Legendre quadrature on a Banzhaf polynomial, removing depth dependence while reaching machine precision and delivering speedups up to 1200x for interactions.