collapse_shap function

Collapse SHAP values

Collapse SHAP values

This function sums up SHAP values (or SHAP interaction values) of feature groups. Typical application: SHAP values have been generated by a model with one or multiple one-hot encoded variables, but the explanations should be done using the original factor.

collapse_shap(S, collapse = NULL, ...)

Arguments

  • S: Either a (n x p) matrix of SHAP values or a (n x p x p) array of SHAP interaction values.
  • collapse: A named list of character vectors. Each vector specifies the feature names whose SHAP values need to be summed up. The names determine the resulting collapsed column/dimension names.
  • ...: Currently unused.

Returns

A matrix of SHAP values, or an array of SHAP interaction values.

Examples

S <- cbind( x = c(0.1, 0.1, 0.1), `age low` = c(0.2, -0.1, 0.1), `age mid` = c(0, 0.2, -0.2), `age high` = c(1, -1, 0) ) collapse <- list(age = c("age low", "age mid", "age high")) collapse_shap(S, collapse) # Arrays (as with SHAP interactions) S_inter <- array(1, dim = c(2, 4, 4), dimnames = list(NULL, letters[1:4], letters[1:4])) collapse_shap(S_inter, collapse = list(cd = c("c", "d"), ab = c("a", "b")))