Mahboobi, Usta and Bagheri

MANAGEMENT SLANT

  • Researchers can approximate Shapley-value AM to “degrees of order” to reduce computational cost. The first few orders often suffice in capturing model behavior.
  • If a high degree of granularity is desired, a logistic regression at the aggregate can be complemented with approximate Shapley values.
  • Advanced AM comes with technical and organizational costs. Practitioners should prioritize demonstrating potential performance lift.