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fixes formula
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christophM committed Feb 21, 2019
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2 changes: 1 addition & 1 deletion manuscript/05.9-agnostic-shapley.Rmd
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Expand Up @@ -221,7 +221,7 @@ The Shapley value is defined via a value function val of players in S.

The Shapley value of a feature value is its contribution to the payout, weighted and summed over all possible feature value combinations:

$$\phi_j(val)=\sum_{S\subseteq\{x_{1},\ldots,x_{p}\}\setminus\{x_j\}}\frac{|S|!\left(p-|S|-1\right)!}{p!}\left(val\left(S\cup\{x_j}\right)-val(S)\right)$$
$$\phi_j(val)=\sum_{S\subseteq\{x_{1},\ldots,x_{p}\}\setminus\{x_j\}}\frac{|S|!\left(p-|S|-1\right)!}{p!}\left(val\left(S\cup\{x_j\}\right)-val(S)\right)$$

where S is a subset of the features used in the model, x is the vector of feature values of the instance to be explained and p the number of features.
$val_x(S)$ is the prediction for feature values in set S that are marginalized over features that are not included in set S:
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