뱅크 AI 모델 (1) 뱅크 AI 모델 (2) 뱅크 AI 모델 (3) KernelSHAP1) (baseline) 01.00 x 01.00 x 01.00 x 가속화 KernelSHAP (R&D 1단계) 02.38 x (± 0.12) 02.82 x (± 0.39) 02.97 x (± 0.44) SAMSHAP (R&D 2단계) 10.35 x (± 1.36) 04.81 x (± 0.79) 07.70 x (± 1.94)
# 𝐹 1, 𝑆 , 𝐹 − 𝑆 − 1 )! 𝑓%∪ # (𝑥%∪ # ) − 𝑓% (𝑥% ) where : F = the set of all features S = the set of all feature subsets • Features are like simplified or aggregated data in case of unstructured dataset. • To exclude a specific feature, we just input random values from trainset. à SHAP is approximated Shapley Value with sampling feature subsets and fitting a surrogate model. XFJHIUFEBWFSBHFPGBMMQPTTJCMFEJGGFSFODFT XFJHIUJOHXNVMUJOPNJBM DPFGGJDJFOU EJGGFSFODFCXDPPQFSBUJPO PSOPU .BSHJOBM$POUSJCVUJPO
# 1! 𝑆 ! 𝐹 − 𝑆 − 1 ! 𝐹 ! 𝑓%∪ # (𝑥%∪ # ) − 𝑓% (𝑥% ) where : F = the set of all features S = the set of all feature subsets • Features are like simplified or aggregated data in case of unstructured dataset. • To exclude a specific feature, we just input random values from trainset. à SHAP is approximated Shapley Value with sampling feature subsets and fitting a surrogate model. XFJHIUFE BWFSBHFPGBMMQPTTJCMFEJGGFSFODFT XFJHIUJOHXNVMUJOPNJBM DPFGGJDJFOU EJGGFSFODFCXDPPQFSBUJPO PSOPU .BSHJOBM$POUSJCVUJPO
# 𝐹 1, 𝑆 , 𝐹 − 𝑆 − 1 )! 𝑓%∪ # (𝑥%∪ # ) − 𝑓% (𝑥% ) where : F = the set of all features S = the set of all feature subsets • Features are like simplified or aggregated data in case of unstructured dataset. • To exclude a specific feature, we just input random values from trainset. à SHAP is approximated Shapley Value with sampling feature subsets and fitting a surrogate model. XFJHIUFEBWFSBHFPGBMMQPTTJCMFEJGGFSFODFT XFJHIUJOHXNVMUJOPNJBM DPFGGJDJFOU EJGGFSFODFCXDPPQFSBUJPO PSOPU .BSHJOBM$POUSJCVUJPO
1! 𝑆 ! 𝐹 − 𝑆 − 1 ! 𝐹 ! 𝑓%∪ # (𝑥%∪ # ) − 𝑓% (𝑥% ) where : F = the set of all features S = the set of all feature subsets • Features are like simplified or aggregated data in case of unstructured dataset. • To exclude a specific feature, we just input random values from trainset. à SHAP is approximated Shapley Value with sampling feature subsets and fitting a surrogate model. XFJHIUFEBWFSBHFPGBMMQPTTJCMFEJGGFSFODFT XFJHIUJOHXNVMUJOPNJBM DPFGGJDJFOU EJGGFSFODFCXDPPQFSBUJPO PSOPU .BSHJOBM$POUSJCVUJPO
계산 가능함 - 샘플 수가 많을수록 Exact Shapley Value와 근사함 - Exact Shapley Value보다 계산 시간 단축 - Model-Agnostic 한 방법론 단점 - 2& 만큼의 경우의 수를 고려해야하기 때문에 계산 속도가 느림 - Exact Shapley Value에 근사하기 위해서는 많은 샘플 수를 필요로 함 à 계산 시간 증가