Faith-Shap: The Faithful Shapley Interaction Index. (arXiv:2203.00870v2 [cs.LG] UPDATED)

Shapley values, which were originally designed to assign attributions to
individual players in coalition games, have become a commonly used approach in
explainable machine learning to provide attributions to input features for
black-box machine learning models. A key attraction of Shapley values is that
they uniquely satisfy a very natural set of axiomatic properties. However,
extending the Shapley value to assigning attributions to interactions rather
than individual players, an interaction index, is non-trivial: as the natural
set of axioms for …

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