Sampling Permutations for Shapley Value Estimation

no code implementations • 25 Apr 2021 • Rory Mitchell, Joshua Cooper, Eibe Frank, Geoffrey Holmes

Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models.

GPUTreeShap: Massively Parallel Exact Calculation of SHAP Scores for Tree Ensembles

4 code implementations • 27 Oct 2020 • Rory Mitchell, Eibe Frank, Geoffrey Holmes

SHAP (SHapley Additive exPlanation) values provide a game theoretic interpretation of the predictions of machine learning models based on Shapley values.

BIG-bench Machine Learning

Adaptive XGBoost for Evolving Data Streams

1 code implementation • 15 May 2020 • Jacob Montiel, Rory Mitchell, Eibe Frank, Bernhard Pfahringer, Talel Abdessalem, Albert Bifet

The proposed method creates new members of the ensemble from mini-batches of data as new data becomes available.

General Classification

XGBoost: Scalable GPU Accelerated Learning

1 code implementation • 29 Jun 2018 • Rory Mitchell, Andrey Adinets, Thejaswi Rao, Eibe Frank

We describe the multi-GPU gradient boosting algorithm implemented in the XGBoost library (https://github. com/dmlc/xgboost).

Cloud Computing Data Compression