Efficient Shapley performance attribution for least-squares regression

DOI10.1007/s11222-024-10459-9zbMath1542.62004MaRDI QIDQ6581692

Logan Bell, Nikhil Devanathan, Stephen W. Boyd

Publication date: 31 July 2024

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

Monte Carloleast squaresfeature importance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Cooperative games (91A12)

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