An empirical study of the effect of background data size on the stability of SHapley Additive exPlanations (SHAP) for deep learning models

Authors: Han Yuan, Mingxuan Liu, Lican Kang, Chenkui Miao, Ying Wu

License: CC BY 4.0

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The interpretation of machine learning (ML) models is becoming increasingly important, and SHapley Additive exPlanations (SHAP) is one external method that provides both instance and model-level explanations for deep learning (DL) models. However, the effect of background dataset size on SHAP's stability remains unexplored. In an empirical study using the MIMIC-III dataset, researchers found that SHAP values and variable rankings fluctuate when using different background datasets acquired from random sampling, indicating that users cannot blindly trust SHAP's interpretation. The fluctuations decrease with an increase in the background dataset size. Additionally, there is a U-shape in the stability assessment of SHAP variable rankings, demonstrating that it is more reliable in ranking the most and least important variables compared to moderately important ones. Overall, this study suggests that users should consider how background data affects SHAP results and opt for larger dataset sizes to mitigate fluctuations in SHAP's stability. To ensure reliable results from their interpretations of ML models using SHAP, users should use larger datasets when possible. The code used in this study is publicly accessible.
AI-generated keywords: SHAP Machine Learning Deep Learning MIMIC-III Stability

Abstract: Nowadays, the interpretation of why a machine learning (ML) model makes certain inferences is as crucial as the accuracy of such inferences. Some ML models like the decision tree possess inherent interpretability that can be directly comprehended by humans. Others like artificial neural networks (ANN), however, rely on external methods to uncover the deduction mechanism. SHapley Additive exPlanations (SHAP) is one of such external methods, which requires a background dataset when interpreting ANNs. Generally, a background dataset consists of instances randomly sampled from the training dataset. However, the sampling size and its effect on SHAP remain to be unexplored. In our empirical study on the MIMIC-III dataset, we show that the two core explanations - SHAP values and variable rankings fluctuate when using different background datasets acquired from random sampling, indicating that users cannot unquestioningly trust the one-shot interpretation from SHAP. Luckily, such fluctuation decreases with the increase of the background dataset size. Also, we notice an U-shape in the stability assessment of SHAP variable rankings, demonstrating that SHAP is more reliable in ranking the most and least important variables compared to moderately important ones. Overall, our results suggest that users should take into account how background data affects SHAP results, with improved SHAP stability as the background sample size increases.

Submitted to arXiv on 24 Apr. 2022

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