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Description
Is KernelShap not Baseline Shapley?
Question
Is Captum's KernelShap actually implementing Baseline Shapley (BShap) rather than the original marginal KernelSHAP from Lundberg & Lee (2017)?
Key Difference
Original KernelSHAP (marginal):
Samples missing features from training data:
Makes independence assumption to enable sampling from marginals.
Involves multiple model evaluations per coalition.
Captum's KernelShap:
Uses fixed baseline (default: zeros):
where b is the baseline value
No sampling - just direct evaluation with baseline substitution
One model evaluation per coalition
Equivalent to Baseline Shapley with Shapley kernel weighting
So, the Captum implementation makes no independence assumption. Something I think is important to understand when interpreting the output.
Lundberg & Lee (2017): A Unified Approach to Interpreting Model Predictions
Sundararajan et al. (2020): The Many Shapley Values for Model Explanation