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1 | 1 | #' Kernel SHAP |
2 | 2 | #' |
3 | 3 | #' Efficient implementation of Kernel SHAP, see Lundberg and Lee (2017), and |
4 | | -#' Covert and Lee (2021). |
| 4 | +#' Covert and Lee (2021), abbreviated by CL21. |
5 | 5 | #' For up to \eqn{p=8} features, the resulting Kernel SHAP values are exact regarding |
6 | 6 | #' the selected background data. For larger \eqn{p}, an almost exact hybrid algorithm |
7 | 7 | #' involving iterative sampling is used, see Details. |
8 | 8 | #' |
9 | | -#' Pure iterative Kernel SHAP sampling as in Covert and Lee (2021, abbreviated by "CL21") |
| 9 | +#' Pure iterative Kernel SHAP sampling as in Covert and Lee (2021) |
10 | 10 | #' works by randomly sample \eqn{m} on-off vectors \eqn{z} so that their sum follows the |
11 | 11 | #' SHAP Kernel weight distribution (normalized to the range \eqn{\{1, \dots, p-1\}}. |
12 | 12 | #' Based on these vectors, many predictions are formed. Then, Kernel SHAP values are |
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91 | 91 | #' @param m Even number of on-off vectors sampled during one iteration. |
92 | 92 | #' The default is \eqn{2p}, except when `hybrid_degree == 0`. |
93 | 93 | #' Then it is set to \eqn{8p}. Ignored if `exact = TRUE`. |
94 | | -#' @param tol Tolerance determining when to stop. The algorithm keeps iterating until |
95 | | -#' \eqn{\text{max}(\sigma_n)/(\text{max}(\beta_n) - \text{min}(\beta_n)) < \text{tol}}, |
| 94 | +#' @param tol Tolerance determining when to stop. Following CL21, the algorithm keeps |
| 95 | +#' iterating until \eqn{\textrm{max}(\sigma_n)/(\textrm{max}(\beta_n) - \textrm{min}(\beta_n)) < \textrm{tol}}, |
96 | 96 | #' where the \eqn{\beta_n} are the SHAP values of a given observation, |
97 | | -#' and \eqn{\sigma_n} their standard errors, see CL21. |
| 97 | +#' and \eqn{\sigma_n} their standard errors. |
98 | 98 | #' For multidimensional predictions, the criterion must be satisfied for each |
99 | 99 | #' dimension separately. The stopping criterion uses the fact that standard errors |
100 | 100 | #' and SHAP values are all on the same scale. Ignored if `exact = TRUE`. |
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