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111 add kernel based sii approximator (closes #111, #32) #138

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merged 42 commits into from
Apr 23, 2024

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@FFmgll FFmgll commented Apr 19, 2024

Complete rework of all regression approximators with new sampling class. Added KernelSHAP-IQ and Inconsistent KernelSHAP-IQ. Complete rework of SHAP-IQ approximator. New MonteCarlo approximator class, unifies SHAP-IQ and SVARM-IQ and based on novel sampling class.
Includes the following changes:

  • RegressionSII changed to InconsistentKernelSHAP-IQ
  • New MonteCarlo class, includes SHAP-IQ and SVARM-IQ (and two more configurations)
  • KernelSHAP-IQ introduced in Regression class
  • Added new kADD-SHAP estimator (similar to InconsistentKernelSHAP-IQ but returns kADD-SHAP values)
  • Several new approximation tests added

FFmgll added 27 commits April 15, 2024 11:12
…HAP-IQ, KernelSHAP-IQ added, kADD-SHAP added
…sii-approximator

# Conflicts:
#	shapiq/approximator/regression/_base.py
#	shapiq/approximator/regression/fsi.py
#	shapiq/approximator/regression/sii.py
#	tests/tests_approximators/test_approximator_regression_sii.py
#	tests/tests_approximators/test_approximator_stratified_sv.py
@FFmgll FFmgll requested a review from mmschlk April 19, 2024 16:01
@FFmgll FFmgll linked an issue Apr 19, 2024 that may be closed by this pull request
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FFmgll commented Apr 23, 2024

tests are probably failing sometimes due to #141

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@mmschlk mmschlk left a comment

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Now LGTM. There will be errors but this will be ironed out.

@mmschlk mmschlk merged commit 2f26df6 into main Apr 23, 2024
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@mmschlk mmschlk deleted the 111-add-kernel-based-sii-approximator branch April 23, 2024 09:50
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Add Kernel-based SII Approximator
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