Upgrade to Pro — share decks privately, control downloads, hide ads and more …

AI를 설명하면서 속도도 빠르게 할 순 없을까? SHAP 가속화 이야기 (feat. ...

Avatar for kakao kakao
November 01, 2024

AI를 설명하면서 속도도 빠르게 할 순 없을까? SHAP 가속화 이야기 (feat. 산학협력)

#XAI #산학협력 #금융

AI 분야에서 설명 가능한 인공지능의 중요성이 계속 강조되고 있습니다. 지난 2023년부터 KAIST 설명가능 인공지능 연구센터(XAIC)와 산학협력을 통해 카카오뱅크에 사용중인 설명 가능한 인공지능을 개선한 성과와 경험을 공유합니다.

발표자 : anny.ye, thomas.lee
새로움과 끈질김으로 데이터와 알고리즘에 가치를 불어넣는 Thomas입니다.
AI기술로 금융의 새로운 가능성을 연구하는 Anny입니다.

Avatar for kakao

kakao

November 01, 2024
Tweet

More Decks by kakao

Other Decks in Programming

Transcript

  1. ! 𝑌 = $ 𝑓(𝑋! , 𝑋" , … ,

    𝑋# ) ੑ۱җ ୹۱੄ t࢚ҙҙ҅u
  2. + 𝑦 = ! β$ + ! β! 𝑥! +

    ! β" 𝑥" + ⋯ + ! β# 𝑥# ? ୹۱ী ؀ೠ ੑ۱੄ tӝৈبu
  3. FY नਊ੼ࣻ = ! β$ + ! β! 𝐼(ࣗٙ) +

    ! β" 𝐼(ࠁਬ؀୹) + j + ! β# 𝐼(ো୓੉۱) ? ୹۱ী ؀ೠ ੑ۱੄ tӝৈبu
  4. FY नਊ੼ࣻ = ! β$ + ! β! 𝐼(ࣗٙ) +

    ! β" 𝐼(ࠁਬ؀୹) + j + ! β# 𝐼(ো୓੉۱) ? ୹۱ী ؀ೠ ੑ۱੄ tӝৈبu à 5PCFDPOUJOVFEj
  5. ஠஠য়ߛ௼੄ 9"*  ࠂ੟ೞҊ ׮নೠ ࢎӝ ಁఢਸ ೞաೞա ଺ইࢲ ݽפఠ݂ೞӝ

    য۰ਕਃ L  بݫੋ ૑ध੉ա ࢤпೞח оࢸ ҃೷੸ਵ۽ ୓ٙೠ ֢ೞ਋ܳ ঌ۰઱दݶ ୭؀ೠ Ѩૐ оמೞب۾ ѐߊ೧ࠁѷणפ׮ э੉ ٜ݅যࠊਃ J ࣗ࠺੗ࠁഐप "*प
  6. ஠஠য়ߛ௼੄ 9"* è AI 이상거래 예측 확률 : 약 67%

    è 실제 3일 뒤 사고 접수, 보상 처리 건 17세 남학생, mini 카드로 금요일 아침 6시 30분 아이스크림 할인점에서 약 7,000원 결제 AI
  7. ஠஠য়ߛ௼੄ 9"* è "* ੉࢚Ѣې ৘ஏ ഛܫ  ড 

    è पઁ ੌ ٍ ࢎҊ ੽ࣻ ࠁ࢚ ୊ܻ Ѥ ࣁ թ೟ࢤ NJOJ ஠٘۽ Әਃੌ ইஜ द ࠙ ই੉झ௼ܿ ೡੋ੼ীࢲ ড  ਗ Ѿઁ "* 8):
  8. ஠஠য়ߛ௼੄ 9"* ✔ ࣁ ✔ NJOJ஠٘ ✔ ই੉झ௼ܿ ೡੋ੼ ࣁ

    թ೟ࢤ NJOJ ஠٘۽ Әਃੌ ইஜ द ࠙ ই੉झ௼ܿ ೡੋ੼ীࢲ ড  ਗ Ѿઁ
  9. ஠஠য়ߛ௼੄ 9"* ژې ஘ҳٜ੉ ই੉झ௼ܿ ೡੋ੼ীࢲ ࣗ࠺ೞח ಁఢ ࣁ թ೟ࢤ

    NJOJ ஠٘۽ Әਃੌ ইஜ द ࠙ী ই੉झ௼ܿ ೡੋ੼ীࢲ ড  ਗ੉ Ѿઁؽ … Ѿઁ दр
  10. ஠஠য়ߛ௼੄ 9"* ࣁ թ೟ࢤ NJOJ ஠٘۽ Әਃੌ ইஜ द ࠙ী

    ই੉झ௼ܿ ೡੋ੼ীࢲ ড  ਗ੉ Ѿઁؽ ژې ஘ҳٜ੉ ই੉झ௼ܿ ೡੋ੼ীࢲ ࣗ࠺ೞח ಁఢ … Ѿઁ Әঘ
  11. ஠஠য়ߛ௼੄ 9"* ੋҕ૑מ ݽ؛ ੉࢚Ѣې ఐ૑ Ѿҗ ࢎӝഛܫ ড 

    "* അস ੹ޙо ੉࢚Ѣې ಁఢ ౵ঈ ,FSOFM4)"1 ӝ߈ ੉࢚Ѣې ఐ૑ Ѿҗ ੉ਬ ࢑୹
  12. ஠஠য়ߛ௼੄ 9"* ੋҕ૑מ ݽ؛ ੉࢚Ѣې ఐ૑ Ѿҗ ࢎӝഛܫ ড 

    "* അস ੹ޙо ੉࢚Ѣې ಁఢ ౵ঈ ,FSOFM4)"1 ӝ߈ ੉࢚Ѣې ఐ૑ Ѿҗ ੉ਬ ࢑୹ ࣗਃदр  _ ୡ
  13. ஠஠য়ߛ௼੄ 9"* ੋҕ૑מ ݽ؛ ੉࢚Ѣې ఐ૑ Ѿҗ ࢎӝഛܫ ড 

    "* അস ੹ޙо ੉࢚Ѣې ಁఢ ౵ঈ ,FSOFM4)"1 ӝ߈ ੉࢚Ѣې ఐ૑ Ѿҗ ੉ਬ ࢑୹ ୡ ޷݅ оࣘച ೙ਃ
  14. ஠஠য়ߛ௼੄ 9"* ੋҕ૑מ ݽ؛ ੉࢚Ѣې ఐ૑ Ѿҗ ࢎӝഛܫ ড 

    "* അস ੹ޙо ੉࢚Ѣې ಁఢ ౵ঈ ,FSOFM4)"1 ӝ߈ ੉࢚Ѣې ఐ૑ Ѿҗ ੉ਬ ࢑୹ ୡ ޷݅ оࣘച ೙ਃ 3%.PUJWBUJPO
  15. .-0QT प ࢲ࠺झ ੸ਊ .POJUPSJOH 4ZTUFN %PNBJO&YQFSU  Ѿҗ Ѩૐ

     بݫੋ ૑ध  ҃೷ "*.PEFM 5SBOTBDUJPO &WFOU %BUB1SPD %BUB4DJFOUJTU j
  16. .-0QT प ࢲ࠺झ ੸ਊ .POJUPSJOH 4ZTUFN %PNBJO&YQFSU  Ѿҗ Ѩૐ

     بݫੋ ૑ध  ҃೷ "*.PEFM 5SBOTBDUJPO &WFOU %BUB1SPD ழޭפா੉࣌ ࠺ਊ ֫਺ j %BUB4DJFOUJTU  ݽ؛ ٣ߡӦ XՐ੐হח  ࢿמ ѐࢶ X֢য়۱
  17. .-0QT प ࢲ࠺झ ੸ਊ .POJUPSJOH 4ZTUFN %PNBJO&YQFSU  Ѿҗ Ѩૐ

     بݫੋ ૑ध  ҃೷ "*.PEFM 5SBOTBDUJPO &WFOU %BUB1SPD оࣘച 9"* %BUB4DJFOUJTU j
  18. प ࢲ࠺झ ੸ਊ 5SBOTBDUJPO &WFOU .-0QT "*.PEFM %BUB1SPD оࣘച 9"*

    .POJUPSJOH 4ZTUFN %PNBJO&YQFSU  Ѿҗ Ѩૐ  بݫੋ ૑ध  ҃೷ %BUB4DJFOUJTU j
  19. प ࢲ࠺झ ੸ਊ 5SBOTBDUJPO &WFOU .-0QT "*.PEFM %BUB1SPD %PNBJO&YQFSU 

    Ѿҗ Ѩૐ   بݫੋ ૑ध  ҃೷  %BUB4DJFOUJTU  ݽ؛ ٣ߡӦ X9"*  ࢿמ ѐࢶ X9"* ਗഝೠ ழޭפா੉࣌  *5*OUFSOBM"VEJU5FBN  "*Ѣߡքझ ળࣻ ੼Ѩ  ݽ؛ ಞೱࢿ ੉ग ੼Ѩ оࣘച 9"* .POJUPSJOH 4ZTUFN j
  20. प ࢲ࠺झ ੸ਊ 9"* ঌҊ્ܻ 9"*Ѿҗ ࢑୹ ࣘب MBUFODZ ߛ௼

    "*ݽ؛  ߛ௼ "* ݽ؛  ߛ௼ "*ݽ؛  ,FSOFM4)"1 CBTFMJOF Y Y Y оࣘച ,FSOFM4)"1 3% ױ҅ 4".4)"1 3%ױ҅
  21. प ࢲ࠺झ ੸ਊ 9"* ঌҊ્ܻ 9"*Ѿҗ ࢑୹ ࣘب MBUFODZ ߛ௼

    "*ݽ؛  ߛ௼ "* ݽ؛  ߛ௼ "*ݽ؛  ,FSOFM4)"1 CBTFMJOF Y Y Y оࣘച ,FSOFM4)"1 3% ױ҅ Y ‚  Y ‚  Y ‚  4".4)"1 3%ױ҅
  22. प ࢲ࠺झ ੸ਊ XAI 알고리즘 XAI 결과 산출 속도 (latency)

    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)
  23. प ࢲ࠺झ ੸ਊ 9"* ঌҊ્ܻ 9"*Ѿҗ ࢑୹ ࣘب MBUFODZ ߛ௼

    "*ݽ؛  ߛ௼ "* ݽ؛  ߛ௼ "*ݽ؛  ,FSOFM4)"1 CBTFMJOF Y Y Y оࣘച ,FSOFM4)"1 3% ױ҅ Y ‚  Y ‚  Y ‚  4".4)"1 3%ױ҅ Y ‚  Y ‚  Y ‚  )PX t"*ܳ ޖट ߑߨਵ۽ ࢸݺ೮ਵݴ যڌѱ оࣘച ೠѤоਃ u
  24. प ࢲ࠺झ ੸ਊ 9"* ঌҊ્ܻ 9"*Ѿҗ ࢑୹ ࣘب MBUFODZ ߛ௼

    "*ݽ؛  ߛ௼ "* ݽ؛  ߛ௼ "*ݽ؛  ,FSOFM4)"1 CBTFMJOF Y Y Y оࣘച ,FSOFM4)"1 3% ױ҅ Y ‚  Y ‚  Y ‚  4".4)"1 3%ױ҅ Y ‚  Y ‚  Y ‚  4)"1 4)BQMFZ "EEJUJWF FY1MBOBUJPOT
  25. 4)"1 ਷ ഈ۱ѱ੐੉ۿ DPBMJUJPOBMHBNFUIFPSZ ઺ীࢲ п ѱ੐ ଵৈ੗ QMBZFS ীѱ

    ࣻ੊੄ ߓ׼ QBZPVU ਸ tҕ੿ೞѱ ߓ࠙uೞח ߑߨਵ۽ ੜ ঌ۰૓ 4IBQMFZ7BMVFܳ ӝ߈ਵ۽ ೠ׮ ݠन۞׬ ޙઁܳ ഈ۱੸ ѱ੐ ޙઁ۽ ࠺ਬೞݶ ৘ஏч 𝑦̂ ª QBZPVU ਸ ࢑୹ೞח ঌҊ્ܻ 𝑓 ª DPBMJUJPOBMHBNF ী ߸ࣻо ੑ۱ 𝑋𝑝 ª QMBZFS عਸ ٸ п ੑ۱߸ࣻо ৘ஏчী ӝৈೠ ੿بܳ ҕ੿ೞѱ ஏ੿ೠ Ѿҗ 𝛽𝑝 ª 4IBQMFZ 7BMVF ܳ ଺ח Ѫ ੉୊ۢ 4IBQMFZWBMVFߑߨۿਸ 9"*ޙઁী 1SBDUJDBMೞѱ ਽ਊೠ ঌҊ્ܻ੉ 4)"1 4)BQMFZ "EEJUJWFFY1MBOBUJPOT ੉׮ 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1  ಪ ֢੉݅ ੉ۿ࢚ ࢚ࣻ  ֢߰ ҃ઁ೟࢚ ࢚ࣻ  -MPZE4IBQMFZ _
  26. ! β!! 𝑓, 𝑥 = ' 4IBQMFZ7BMVFT   

       4VCTFU      j 4VCTFU )JHIFS XFJHIU -PXFS XFJHIU 4VCTFU )JHIFS XFJHIU     
  27. ! β!! 𝑓, 𝑥 = ' 4IBQMFZ7BMVFT   

       4VCTFU      j 4VCTFU )JHIFS XFJHIU -PXFS XFJHIU 4VCTFU )JHIFS XFJHIU     
  28. ! β!! 𝑓, 𝑥 = ' 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 

         4VCTFU      j 4VCTFU )JHIFS XFJHIU -PXFS XFJHIU 4VCTFU )JHIFS XFJHIU      𝑥" 𝑥# 𝑥$ 𝑥" 𝑥# 𝑥$
  29. 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 ! β# 𝑓, 𝑥 = 3 %⊆'\

    # 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
  30. 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 ! β# 𝑓, 𝑥 = 3 %⊆'\

    # 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
  31. 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 ! β# 𝑓, 𝑥 = 3 %⊆'\

    # 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
  32. 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 ϕ# 𝑓, 𝑥 = 3 %⊆'\ #

    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
  33. ݽٚ оמೠ ઑ೤ী ؀ೠ ӝৈب ҅࢑ਸ ਤ೧ ݒ਋ ݆਷ ҅࢑

    ࠺ਊ ࣗਃ 4)BQMFZ "EEJUJWFFY1MBOBUJPOT 4)"1 ϕ# 𝑓, 𝑥 = 3 %⊆'\ # 1! 𝑆 ! 𝐹 − 𝑆 − 1 ! 𝐹 ! 𝑓%∪ # (𝑥%∪ # ) − 𝑓% (𝑥% ) ೠ҅੼
  34. ,FSOFM4)"1 Approximation of Shapley value 4BNQMJOH ⋮ оמೠ 'FBUVSF4VCTFU 2!ѐ

    𝑋 ∈ 0(𝑎𝑏𝑠𝑒𝑛𝑡), 1(𝑝𝑟𝑒𝑠𝑒𝑛𝑡) ! Y = 𝜙! + 𝜙" 𝑋" + 𝜙# 𝑋# + 𝜙$ 𝑋$ + 𝜙% 𝑋%
  35. ,FSOFM4)"1 Coalition 𝒛     Feature 𝒙 

       Coalition 𝒛!     Feature 𝒉𝒙 (𝒛!)     "CTFOU
  36. ,FSOFM4)"1 Coalition 𝒛     Feature 𝒙 

       Coalition 𝒛!     Feature 𝒉𝒙 (𝒛!)     "CTFOU
  37. ,FSOFM4)"1 Coalition 𝒛     Feature 𝒙 

       ⋮ 𝒇 𝒉𝒙 𝒛𝟏 # Coalition 𝒛𝟏     Coalition 𝒛𝟐     Coalition 𝒛𝒌     𝒇 𝒉𝒙 𝒛𝟐 # 𝒇 𝒉𝒙 𝒛𝒌 # ⋮ 𝐿 𝑓, 𝑔, π"" = 5 #"∈% 𝑓 ℎ" 𝑧& − 𝑔 𝑧& ' 𝜋"" 𝑧& -PTTGVODUJPOUPNJOJNJ[F 8FJHIUJOH,FSOFM 𝑔 𝑧H = 𝜙I + 0 JKL M 𝜙J 𝑧J H FYQMBOBUJPONPEFMUIBUJTBMJOFBSGVODUJPOPGCJOBSZWBSJBCMFT where : 𝑧" ∈ 0, 1 #, M is the number of simplified input features 𝜙 = Shapley value
  38. ,FSOFM4)"1 Exact Shapley Value KernelSHAP 장점 - 특징별 중요도를 정확히

    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
  39. ,FSOFM4)"1 &YBDU4IBQMFZ7BMVF ,FSOFM4)"1 ੢੼  ౠ૚߹ ઺ਃبܳ ੿ഛ൤ ҅࢑ оמೣ

     ࢠ೒ ࣻо ݆ਸࣻ۾ &YBDU 4IBQMFZ7BMVF৬ Ӕࢎೣ  &YBDU 4IBQMFZ7BMVFࠁ׮ ҅࢑ दр ױ୷  .PEFM"HOPTUJDೠ ߑߨۿ ױ੼ - 𝟐𝐅 ݅ఀ੄ ҃਋੄ ࣻܳ Ҋ۰೧ঠೞӝ ٸޙী ҅࢑ ࣘبо וܿ  &YBDU 4IBQMFZ 7BMVFী Ӕࢎೞӝ ਤ೧ࢲח ݆਷ ࢠ೒ ࣻܳ ೙ਃ۽ ೣ à ҅࢑ दр ૐо оࣘച ؀࢚ ݽ؛
  40. оࣘച ߑউ ઑࢎ 9"*ঌҊ્ܻ оࣘച োҳ ੢੼ ױ੼ ূ૑פয݂ ӝ߈

     ӝઓ 9"*ঌҊ્ܻҗ زੌೠ Ѿҗܳ ب୹ೞݴ ҅࢑दр ױ୷ оמ  ҳഅػ ௏٘ী ٮۄࢲ оࣘച оמ ৈࠗ Ѿ੿ ঌҊ્ܻ ӝ߈ "NPSUJ[FE  ҅࢑ दр ௼ѱ ױ୷ оמ  न҃ݎ ݽ؛ਸ ࢎਊೞӝ ٸޙী ӝઓ 9"* ঌҊ્ܻ੄ ࢸݺ۱ ࠁઓ੉ য۰਑ /POBNPSUJ[FE  "NPSUJ[FEߑߨۿ ؀࠺ ࢸݺ۱ਸ ࠁઓೡ ࣻ ੓਺  "NPSUJ[FEߑߨۿ ؀࠺ ҅࢑दр ѐࢶী ೠ҅о ੓਺ ೞ٘ਝয ӝ߈  ӝઓ 9"*ঌҊ્ܻ੄ ࢸݺ۱ਸ ࠁઓ оמೣ  ೞ٘ਝয ੢࠺੄ ઁড੉ ઓ੤
  41. оࣘച ߑউ ઑࢎ ੢੼ ױ੼ ূ૑פয݂ ӝ߈  ӝઓ 9"*ঌҊ્ܻҗ

    زੌೠ Ѿҗܳ ب୹ೞݴ ҅࢑दр ױ୷ оמ  ҳഅػ ௏٘ী ٮۄࢲ оࣘച оמ ৈࠗ Ѿ੿ ঌҊ્ܻ ӝ߈ "NPSUJ[FE  ҅࢑ दр ௼ѱ ױ୷ оמ  न҃ݎ ݽ؛ਸ ࢎਊೞӝ ٸޙী ӝઓ 9"* ঌҊ્ܻ੄ ࢸݺ۱ ࠁઓ੉ য۰਑ /POBNPSUJ[FE  "NPSUJ[FEߑߨۿ ؀࠺ ࢸݺ۱ਸ ࠁઓೡ ࣻ ੓਺  "NPSUJ[FEߑߨۿ ؀࠺ ҅࢑दр ѐࢶী ೠ҅о ੓਺ ೞ٘ਝয ӝ߈  ӝઓ 9"*ঌҊ્ܻ੄ ࢸݺ۱ਸ ࠁઓ оמೣ  ೞ٘ਝয ੢࠺੄ ઁড੉ ઓ੤ 9"*ঌҊ્ܻ оࣘച োҳ
  42. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ ੿ഛب $PTJOF4JNJMBSJUZ 5PQ4JHOFE3BOL"HSFFNFOU ࣘب ࢸݺ दр

    ױ୷ rୡ ޷݅s r'BTU4)"1 ؀࠺ ࢿמ ೱ࢚s 9"*ঌҊ્ܻ оࣘച োҳ
  43. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ $PTJOF4JNJMBSJUZ 𝐶𝑜𝑠𝑖𝑛𝑒 𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑖𝑡𝑦(𝐴, 𝐵) = cos

    Θ = 𝐴 ⋅ 𝐵 𝐴 𝐵 = ∑()* + 𝐴( 𝐵( ∑ ()* + 𝐴( ' ⋅ ∑ ()* + 𝐵( ' 9"*ঌҊ્ܻ оࣘച োҳ ف ߭ఠр пب੄ ௏ࢎੋчਸ ੉ਊ೧ ஏ੿ػ ߭ఠр ਬࢎب
  44. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ 5PQ,4JHOFE3BOL"HSFFNFOU 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸, ,

    𝐸- , 𝑘) = | ⋃.∈/ 𝑓 𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 }| 𝑘 ࢚ਤ ,ѐ ઺ ҕా ౠ૚ਸ ನೣೞח૑ ৈࠗ زੌ ࠗഐ ৈࠗ زੌ ࣽਤ ৈࠗ 9"*ঌҊ્ܻ оࣘച োҳ ف ࢸݺѾҗ੄ ࢚ਤ ,ѐ ౠ૚ GFBUVSF ૘೤ীࢲ زੌೠ ౠࢿ ӝৈب ࠗഐ ৬ ࣽਤо ҕా੸ਵ۽ ನೣػ ౠ૚ٜ੄ ࠺ਯ
  45. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ Rank feature Shapley value 1 Feature

    A 0.9 2 Feature B 0.8 3 Feature C 0.7 4 Feature D 0.6 5 Feature E 0.5 ࢸݺ ݽ؛ 1੄ Ѿҗ(𝐸!) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ Rank feature Shapley value 1 Feature A 0.85 2 Feature B 0.8 3 Feature D 0.75 4 Feature E 0.6 5 Feature F 0.55 ࢸݺ ݽ؛ 2੄ Ѿҗ(𝐸" ) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸! , 𝐸" , 𝑘) = ⋃#∈% 𝒇|𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 𝑘 9"*ঌҊ્ܻ оࣘച োҳ
  46. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ Rank feature Shapley value 1 Feature

    A 0.9 2 Feature B 0.8 3 Feature C 0.7 4 Feature D 0.6 5 Feature E 0.5 Rank feature Shapley value 1 Feature A 0.85 2 Feature B 0.8 3 Feature D 0.75 4 Feature E 0.6 5 Feature F 0.55 ࢚ਤ ,ѐ ઺ ҕా ౠ૚ਸ ನೣೞח૑ ৈࠗ ࢸݺ ݽ؛ 1੄ Ѿҗ(𝐸!) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ ࢸݺ ݽ؛ 2੄ Ѿҗ(𝐸" ) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸! , 𝐸" , 𝑘) = ⋃#∈% 𝒇|𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 𝑘 9"*ঌҊ્ܻ оࣘച োҳ
  47. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ Rank feature Shapley value 1 Feature

    A 0.9 2 Feature B 0.8 3 Feature C 0.7 4 Feature D 0.6 5 Feature E 0.5 Rank feature Shapley value 1 Feature A 0.85 2 Feature B 0.8 3 Feature D 0.75 4 Feature E 0.6 5 Feature F 0.55 زੌ ࠗഐ ৈࠗ ࢸݺ ݽ؛ 1੄ Ѿҗ(𝐸!) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ ࢸݺ ݽ؛ 2੄ Ѿҗ(𝐸" ) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸! , 𝐸" , 𝑘) = ⋃#∈% 𝒇|𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 𝑘 9"*ঌҊ્ܻ оࣘച োҳ
  48. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ Rank feature Shapley value 1 Feature

    A 0.9 2 Feature B 0.8 3 Feature C 0.7 4 Feature D 0.6 5 Feature E 0.5 Rank feature Shapley value 1 Feature A 0.85 2 Feature B 0.8 3 Feature D 0.75 4 Feature E 0.6 5 Feature F 0.55 ࢸݺ ݽ؛ 1੄ Ѿҗ(𝐸!) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ ࢸݺ ݽ؛ 2੄ Ѿҗ(𝐸" ) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ زੌ ࣽਤ ৈࠗ 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸! , 𝐸" , 𝑘) = ⋃#∈% 𝒇|𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 𝑘 9"*ঌҊ્ܻ оࣘച োҳ
  49. оࣘച ঌҊ્ܻ ಣо૑಴ ࢶ੿ Rank feature Shapley value 1 Feature

    A 0.9 2 Feature B 0.8 3 Feature C 0.7 4 Feature D 0.6 5 Feature E 0.5 Rank feature Shapley value 1 Feature A 0.85 2 Feature B 0.8 3 Feature D 0.75 4 Feature E 0.6 5 Feature F 0.55 = 𝟐/𝟓 ࢸݺ ݽ؛ 1੄ Ѿҗ(𝐸!) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ ࢸݺ ݽ؛ 2੄ Ѿҗ(𝐸" ) ࢚ਤ 5ѐ੄ ౠ૚җ Ӓ ࣽਤ 𝑇𝑜𝑝 − 𝑘 𝑆𝑖𝑔𝑛𝑒𝑑𝑅𝑎𝑛𝑘𝐴𝑔𝑟𝑒𝑒𝑚𝑒𝑛𝑡(𝐸! , 𝐸" , 𝑘) = ⋃#∈% 𝒇|𝒇 ∈ 𝑻𝑭 𝑬𝒂 , 𝒌 ∧ 𝒇 ∈ 𝑻𝑭 𝑬𝒃 , 𝒌 ∧ 𝑺 𝑬𝒂 , 𝒇 = 𝑺 𝑬𝒃 , 𝒇 ∧ 𝑹 𝑬𝒂 , 𝒇 = 𝑹 𝑬𝒃 , 𝒇 𝑘 9"*ঌҊ્ܻ оࣘച োҳ
  50. ஠஠য়ߛ௼ पؘ੉ఠ оࣘചػ 9"*ঌҊ્ܻ ѐߊ '%4ݽ؛ оࣘചػ 9"*ঌҊ્ܻ ੸ਊ ஠஠য়ߛ௼

    9"*$ '%4ݽ؛ ஠஠য়ߛ௼ ۄ੉࠳ ݽ؛ ੸ਊद 9"*ঌҊ્ܻ оࣘച ഛੋ оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ #BOL"DDPVOU'SBVE #"'  %BUB
  51. ৡۄੋ ਷೯ ҅ઝ ѐࢸ ࢎӝఐ૑ܳ ਤೠ ҕѐ ؘ੉ఠࣇ ؘ੉ఠ ࠛӐഋ

    ߸ࣻ ઙܨ ١ पઁ ؘ੉ఠ৬ ݒ਋ ਬࢎೠ ഋక оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ #BOL"DDPVOU'SBVE #"'  %BUB
  52. ஠஠য়ߛ௼੄ ੉࢚ఐ૑ ࢎਊ ݽ؛ ঌҊ્ܻ ,FSOFM4)"1 ঌҊ્ܻ ੉ਊ ஠஠য়ߛ௼੄ पؘ੉ఠܳ

    ࢸݺೞחؘ _ୡ ࣗਃ ,FSOFM4)"1 ঌҊ્ܻ ੉ਊ #BOL"DDPVOU'SBVE ؘ੉ఠܳ ࢸݺೞחؘ ୡ ࣗਃ оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ '%4ݽ؛
  53. ,FSOFM4)"1੄ ੿ഛبܳ ਬ૑ೞݴ оࣘചػ ঌҊ્ܻ ѐߊ ӝઓ ,FSOFM4)"1਷ ҅࢑ী ࢎਊೞח

    ࢠ೒ ࣻী ٮۄ ੿ഛب৬ ҅࢑ࣘبী ௾ ৔ೱਸ ޷ஜ ,FSOFM4)"1਷ .PEFM"HOPTUJDߑߨۿ оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ оࣘചػ 9"*ঌҊ્ܻ ѐߊ
  54. оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ #BOL"DDPVOU'SBVE #"'  %BUB

    оࣘചػ 9"*ঌҊ્ܻ ѐߊ 9"*$ '%4ݽ؛ ஠஠য়ߛ௼ पؘ੉ఠ '%4ݽ؛ оࣘചػ 9"*ঌҊ્ܻ ੸ਊ ஠஠য়ߛ௼ ஠஠য়ߛ௼ ۄ੉࠳ ݽ؛ ੸ਊद 9"*ঌҊ્ܻ оࣘച ഛੋ
  55. оࣘച ঌҊ્ܻ ѐߊ ূ૑פয݂ ӝ߈ ঌҊ્ܻ ӝ߈ 'BTU4)"1 ѐࢶ ,FSOFM4)"1

    ѐࢶ ੿ഛب ࣘب ӝઓ ,FSOFM4)"1 ࢸݺ۱ ࠁઓ оࣘച ୭؀ 9"*ঌҊ્ܻ оࣘച োҳ
  56. оࣘച ঌҊ્ܻ ѐߊ • ,FSOFM4)"1੄ ࢸݺ۱ ࠁઓ • ,FSOFM4)"1 ؀࠺

    ҅࢑ ࣘب ࡅܴ • ੿ഛب ഛࠁܳ ਤ೧ ݆਷ ࢠ೒ ࣻо ೙ਃ ੢੼ ױ੼ оࣘച ,FSOFM4)"1 9"*ঌҊ્ܻ оࣘച োҳ
  57. оࣘച ঌҊ્ܻ ѐߊ ߓؘ҃੉ఠ 𝒇 𝒉𝒙 𝒛𝟏 ! 𝒇 𝒉𝒙

    𝒛𝟐 ! 𝒇 𝒉𝒙 𝒛𝒌 ! ⋮ 9"*ঌҊ્ܻ оࣘച োҳ • ӝઓ ,FSOFM4)"1 "QQSPYJNBUJPO 𝑓 ℎ! 𝑧"
  58. оࣘച ঌҊ્ܻ ѐߊ ҅࢑ ࣘب ੷ೞ "QQSPYJNBUJPO 𝑓 ℎ! 𝑧"

    ߓؘ҃੉ఠ 𝒇 𝒉𝒙 𝒛𝟏 ! 𝒇 𝒉𝒙 𝒛𝟐 ! 𝒇 𝒉𝒙 𝒛𝒌 ! ⋮ • ӝઓ ,FSOFM4)"1 9"*ঌҊ્ܻ оࣘച োҳ
  59. оࣘച ঌҊ્ܻ ѐߊ ߓؘ҃੉ఠ 𝒇 𝒉𝒙 𝒛𝟏 ! 𝒇 𝒉𝒙

    𝒛𝟐 ! 𝒇 𝒉𝒙 𝒛𝒌 ! ⋮ ҅࢑ ࣘب ೱ࢚ • 'BTU4)"1 ؀ܻ ݽ؛ о۰૓ ੑ۱чী ؀೧ࢲ ࢸݺ ؀࢚ ݽ؛җ э਷ чਸ ୹۱ೞب۾ ೟णೠ न҃ݎ ݽ؛ ӝ߈੄ ؀ܻ ݽ؛ 9"*ঌҊ્ܻ оࣘച োҳ
  60. оࣘച ঌҊ્ܻ ѐߊ ؀ܻ ݽ؛ ࢸݺ ؀࢚ ݽ؛ ؀ܻݽ؛ਸ ੉ਊೞৈ

    4IBQMFZWBMVFܳ ৘ஏೞب۾ ೟णೠ न҃ݎ ݽ؛ ӝ߈੄ ࢸݺ ݽ؛ ࢸݺ ݽ؛ о۰૓ ੑ۱чী ؀೧ࢲ ࢸݺ ؀࢚ ݽ؛җ э਷ чਸ ୹۱ೞب۾ ೟णೠ न҃ݎ ݽ؛ ӝ߈੄ ؀ܻ ݽ؛ 9"*ঌҊ્ܻ оࣘച োҳ • 'BTU4)"1
  61. оࣘച ঌҊ્ܻ ѐߊ • ,FSOFM4)"1 ؀࠺ ҅࢑ ࣘب ࡅܴ •

    ,FSOFM4)"1 ؀࠺ ࢸݺ۱ ੷ೞ ੢੼ ױ੼ 'BTU4)"1 9"*ঌҊ્ܻ оࣘച োҳ
  62. оࣘച ,FSOFM4)"1 'BTU4)"1 ূ૑פয݂ ӝ߈ оࣘച ঌҊ્ܻ ӝ߈ оࣘച 4".4)"1

    4VSSPHBUFGPS"NPSUJ[FE.BSHJOBM4)"1 оࣘച ঌҊ્ܻ ѐߊ 9"*ঌҊ્ܻ оࣘച োҳ
  63. оࣘച ঌҊ્ܻ ѐߊ 𝒇 × ≈ ߓ҃ ؘ੉ఠ ؘ੉ఠ о઺஖

    𝒈 ؀ܻݽ؛ 9"*ঌҊ્ܻ оࣘച োҳ
  64. оࣘച ঌҊ્ܻ ѐߊ • ,FSOFM4)"1 ؀࠺ ҅࢑ ࣘب ࡅܴ •

    'BTU4)"1 ؀࠺ ࢸݺ۱ ֫਺ • 'BTU4)"1 ؀࠺ ҅࢑ ࣘب וܿ ੢੼ ױ੼ 4".4)"1 9"*ঌҊ્ܻ оࣘച োҳ
  65. ,FSOFM4)"1 җ੄ r҅࢑ ࣘبs ࠺Ү 100% 42% ≪ 1% 10%

    ,FSOFM4)"1 CBTFMJOF оࣘച ,FSOFM4)"1 'BTU4)"1 4".4)"1 0VST 9"*؀࢚ ஠஠য়ߛ௼ "*ࢲ࠺झ  ݽ؛ ࢑୹ޛ  
  66. ,FSOFM4)"1 җ੄ rࢸݺ য়ରs ࠺Ү 1.00 1.00 0.24 0.92 ,FSOFM4)"1

    CBTFMJOF оࣘച ,FSOFM4)"1 'BTU4)"1 4".4)"1 0VST $PTJOF4JNJMBSJUZ 5PQ4JHOFE3BOL"HSFFNFOU 1.00 1.00 0.02 0.69 ,FSOFM4)"1 CBTFMJOF оࣘച ,FSOFM4)"1 'BTU4)"1 4".4)"1 0VST 9"*؀࢚ ஠஠য়ߛ௼ "*ࢲ࠺झ  ݽ؛ ࢑୹ޛ    
  67.  ࢸݺоמ ੋҕ૑מ F9QMBJOBCMF "*חj  t#MBDLCPYuۄ ܻࠛח "*੄ ੑ

    ୹۱ ࢚ҙҙ҅ܳ ࢸݺೡ ࣻ ੓ח ߑߨۿ  9"*ܳ ా೧ ਋ܻחj  ੋҕ૑מ੄ न܉ࢿਸ ѨૐೞҊ ࢿמਸ ѐࢶೞחؘ ഝਊ ೡ ࣻ ੓ਵݴ  ಽҊ੗ ೞח ޙઁ੄ %PNBJO&YQFSU৬ ࣗాೞݴ ૑ध ֢ೞ਋ оࢸਸ ݽ؛ ѐߊী ੸ਊೡ ࣻ ੓ѱ ೣ  पઁ "*ࢲ࠺झী ഝਊೞӝ ਤೠ ࢑೟ഈ۱ 3%ࣻ೯  ,FSOFM4)"1 ӝળ ࣘبח ୭؀ ߓ ࡅܰݶࢲ ࢶ೯ োҳੋ 'BTU4)"1 ࠁ׮ ੿ഛೠ 9"*ঌҊ્ܻ ѐߊ 정리
  68.  -VOECFSH 4 -FF 4  "6OJGJFE"QQSPBDIUP*OUFSQSFUJOH.PEFM1SFEJDUJPOT/FVS*14   4IBQMFZ

    -4  "7BMVFGPSO1FSTPO(BNFT$POUSJCVUJPOTUPUIF5IFPSZPG(BNFT ". 7PMVNF** m   $IVBOH :/ 8BOH ( :BOH ' -JV ; $BJ 9 %V . )V 9  &GGJDJFOUYBJ UFDIOJRVFT"UBYPOPNJDTVSWFZ BS9JW QSFQSJOUBS9JW  +FTVT 4 1PNCBM + "MWFT % $SV[ " 4BMFJSP 1 3JCFJSP 3 j#J[BSSP 1  5VSOJOHUIF5BCMFT#JBTFE *NCBMBODFE  %ZOBNJD5BCVMBS%BUBTFUTGPS.-&WBMVBUJPO /FVS*14   +FUIBOJ / 4VEBSTIBO . $PWFSU *$ -FF 4* 3BOHBOBUI 3  'BTU4)"13FBM5JNF4IBQMFZ7BMVF &TUJNBUJPO *$-3 ଵҊ ޙ೴
  69. 2"