Evaluating Tree Explanation Methods for Anomaly Reasoning: A Case Study of SHAP TreeExplainer and TreeInterpreter.

2020 
Understanding predictions made by Machine Learning models is critical in many applications. In this work, we investigate the performance of two methods for explaining tree-based models- Tree Interpreter (TI) and SHapley Additive exPlanations TreeExplainer (SHAP-TE). Using a case study on detecting anomalies in job runtimes of applications that utilize cloud-computing platforms, we compare these approaches using a variety of metrics, including computation time, significance of attribution value, and explanation accuracy. We find that, although the SHAP-TE offers consistency guarantees over TI, at the cost of increased computation, consistency does not necessarily improve the explanation performance in our case study.
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