Tractable Shapley Values and Interactions via Tensor Networks
About
We show how to replace the O(2^n) coalition enumeration over n features behind Shapley values and Shapley-style interaction indices with a few-evaluation scheme on a tensor-network (TN) surrogate: TN-SHAP. The key idea is to represent a predictor's local behavior as a factorized multilinear map, so that coalitional quantities become linear probes of a coefficient tensor. TN-SHAP replaces exhaustive coalition sweeps with just a small number of targeted evaluations to extract order-k Shapley interactions. In particular, both order-1 (single-feature) and order-2 (pairwise) computations have cost O(n*poly(chi) + n^2), where chi is the TN's maximal cut rank. We provide theoretical guarantees on the approximation error and tractability of TN-SHAP. On UCI datasets, our method matches enumeration on the fitted surrogate while reducing evaluation by orders of magnitude and achieves 25-1000x wall-clock speedups over KernelSHAP-IQ at comparable accuracy, while amortizing training across local cohorts.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Shapley interaction estimation | Diabetes | Cosine Similarity99.37 | 50 | |
| Interaction value estimation | Diabetes (test) | Time (s)0.0028 | 34 | |
| Runtime analysis | Synthetic Multilinear Functions | Runtime (ms)3.5 | 10 | |
| Top-K feature recovery | poly5 synthetic function D=50 | Top-K Accuracy84 | 1 | |
| Top-K feature recovery | poly5 synthetic function D=100 | Top-K Accuracy90 | 1 | |
| Top-K feature recovery | poly10 D=50 | Top-K Accuracy64 | 1 | |
| Top-K feature recovery | poly10 synthetic function D=100 | Top-K Accuracy76 | 1 | |
| Top-K feature recovery | sqexp synthetic function D=50 | Top-K Recovery85 | 1 | |
| Top-K feature recovery | sqexp synthetic function D=100 | Top-K Accuracy98 | 1 |