做模型可解释性研究的团队终于有了一个能对抗随机波动的归因指标——RoSHAP 通过分布建模让特征排序更稳定，做特征筛选和模型审计的开发者可以直接用。
特征归因分析在解释机器学习模型时，常因数据分割、随机种子等随机因素导致结果不稳定。本文提出 RoSHAP 框架，通过 Bootstrap 重采样和核密度估计建模特征重要性得分的分布，并证明聚合得分渐近服从高斯分布，大幅降低计算成本。RoSHAP 指标同时奖励活跃、强且稳定的特征，在模拟和真实实验中优于单次归因方法。使用 RoSHAP 筛选的特征构建的模型，在预测性能接近全特征模型的同时，显著减少了特征数量。该框架提升了模型的可解释性和稳定性，为可靠的数据驱动决策提供了支持。
RoSHAP: A Distributional Framework and Robust Metric for Stable Feature Attribution
Feature attribution analysis is critical for interpreting machine learning models and supporting reliable data-driven decisions. However, feature attribution measures often exhibit stochastic variation: different train--test splits, random seeds, or model-fitting procedures can produce substantially different attribution values and feature rankings. This paper proposes a framework for incorporating stochastic nature of feature attribution and a robust attribution metric, RoSHAP, for stable feature ranking based on the SHAP metric. The proposed framework models the distribution of feature attribution scores and estimates it through bootstrap resampling and kernel density estimation. We show that, under mild regularity conditions, the aggregated feature attribution score is asymptotically Gaussian, which greatly reduces the computational cost of distribution estimation. The RoSHAP summarizes the distribution of SHAP into a robust feature-ranking criterion that simultaneously rewards features that are active, strong, and stable. Through simulations and real-data experiments, the proposed framework and RoSHAP outperform standard single-run attribution measures in identifying signal features. In addition, models built using RoSHAP-selected features achieve predictive performance comparable to full-feature models while using substantially fewer predictors. The proposed RoSHAP approach improves the stability and interpretability of machine learning models, enabling reliable and consistent insights for analysis.