KernelSHAP can be misleading with correlated predictors
A concrete case study Shuyang Xiang · Follow Published in Towards Data Science · 7 min read · 12 hours ago — “Like many other permutation-based interpretation methods, the Shapley value method suffers from inclusion of unrealistic data instances when features are correlated. To simulate that a feature value is missing from a coalition, we marginalize the feature. ..When features are dependent, then we might sample feature values that do not make sense for this