qshap: Fast Shapley Decomposition of $R^2$ for Gradient-Boosted Trees
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arXiv:2608.24104v1 Announce Type: new Abstract: Numerous methods have been developed to quantify feature attributions in individual predictions for tree ensembles. However, many applications require global measures of feature contributions to overall model performance. Although local attribution sc…
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- 2026-08-26 04:00 · arXiv stat.ML
qshap: Fast Shapley Decomposition of $R^2$ for Gradient-Boosted Trees