
Shapley values attempt to explain ML models using flat additive factors disregarding any tree hierarchy, and fails to distinguish between two different trees. We have been using log odds for segmentation tree of logistic regression models. Log odds faithfully reflect tree hierarchy and therefore explain decision trees, forests, and GBM much better.
Management Sciences and Quantitative Methods, Business Intelligence, Engineering, Finance and Financial Management, Computational Engineering, Business, Law, Risk Analysis, Banking and Finance Law
Management Sciences and Quantitative Methods, Business Intelligence, Engineering, Finance and Financial Management, Computational Engineering, Business, Law, Risk Analysis, Banking and Finance Law
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