Include paired combination sampling #367
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LHBO
commented
Dec 4, 2023
R/explain_forecast.R
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| @@ -94,6 +94,7 @@ explain_forecast <- function(model, | |||
| approach, | |||
| prediction_zero, | |||
| n_combinations = NULL, | |||
| combination_sampling_method = "unique", | |||
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In this pull request, we add support for including paired combination sampling as an option when using a sampled subset of combinations to compute the Shapley value explanations. The user can specify whether he/she wants to use
unique(default before, and still default),unique-paired(new), ornon-unique(default in very old version ofshapr).Paired sampling has been shown to improve the precision of the approximated Shapley value explanations in several papers., see e.g., (https://arxiv.org/abs/2107.07436).
In my own simulation studies, I found it beneficial to use paired sampling when the features were correlated, but I saw no improvement for independent features.