The interventional approach estimates SHAP feature contributions by breaking dependencies between features according to causal-inference assumptions. It is especially useful when tabular predictors are strongly collinear, though it can take longer and may no longer reconstruct the model’s original predictions exactly. section 7.3
Use the approach when:
- Strong feature collinearity makes ordinary contribution estimates less reliable. section 7.3
- More truthful-to-model contribution estimates matter more than exact prediction reconstruction. section 7.3
- Longer SHAP computation times are acceptable for improved interpretive reliability. section 7.3
from shap import TreeExplainer explainer = TreeExplainer(model_pipeline['xgb'], data=Xt, model_output='raw', feature_perturbation='interventional') interventional_shap_values = explainer.shap_values(Xt)
Configures SHAP TreeExplainer with model output and interventional feature perturbation, then computes interventional SHAP values. section 7.3
