窗口SHAP:一个有效的框架来解释基于Shapley值的时间序列分类器
Amin Nayebi1, Sindhu Tipirneni2, Chandan K Reddy2
1Department of Systems and Industrial Engineering, University of Arizona, AZ, USA.
WindowSHAP为解释时间序列机器学习模型提供了一个新的框架,提高了临床应用的计算效率和解释质量. 这种方法通过在时间序列数据上使用Shapley值来增强对复杂预测的理解.
科学领域:
- 机器学习的可解释性
- 时间序列分析 时间序列分析
- 临床信息学 临床信息学
背景情况:
- 解释黑盒机器学习模型,特别是深度学习,仍然是一个重大挑战.
- 解释时间序列预测模型对于高风险的临床应用至关重要.
- 现有的解释方法在时间序列数据中的时间变化的特征上经常失败.
研究的目的:
- 介绍WindowSHAP,这是一个模型不可知框架,用于解释使用Shapley值的时间序列分类器.
- 解决计算复杂性,提高长时间序列数据的解释质量.
- 提供适用于临床时间序列数据的方法.
主要方法:
- 通过将时间序列数据分成连续的窗口来开发WindowSHAP.
- 实现了三个算法:静态,滑动和动态窗口SHAP.
- 根据KernelSHAP和TimeSHAP对临床数据 (TBI,重症监护) 的扰动和序列分析指标进行评估.
主要成果:
- 与KernelSHAP相比,WindowSHAP显著降低了计算复杂性,在120个时间步骤中,CPU时间减少了80%,与KernelSHAP相比.
- 在解释基于定量指标的临床时间序列分类器方面表现卓越.
- 动态WindowSHAP算法有效地关注关键时间步骤,产生更容易理解的解释.
结论:
- 窗口SHAP加速了时间序列数据的Shapley值计算.
- 该框架为临床时间序列分类器提供了更高质量的,更易于理解的解释.
- 窗口SHAP为解释医疗保健中复杂的机器学习模型提供了一个实用的解决方案.
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