GPUTreeShap: Massively Parallel Exact Calculation of SHAP Scores for Tree Ensembles. (arXiv:2010.13972v3 [cs.LG] UPDATED)

SHAP (SHapley Additive exPlanation) values provide a game theoretic
interpretation of the predictions of machine learning models based on Shapley
values. While exact calculation of SHAP values is computationally intractable
in general, a recursive polynomial-time algorithm called TreeShap is available
for decision tree models. However, despite its polynomial time complexity,
TreeShap can become a significant bottleneck in practical machine learning
pipelines when applied to large decision tree ensembles. Unfortunately, the
complicated TreeShap algorithm is difficult to map to hardware accelerators …

arxiv shap tree