Shapley Curves: A Smoothing Perspective
Shapley 曲线：平滑估计视角
This article fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective.We introduce population-level Shapley curves to measure the true variable importance, determined by the conditional expectation function and the distribution of covariates.Having defined the estimand, we derive minimax convergence rates and asymptotic normality under general conditions for the two leading estimation…