做模型可解释性研究的团队终于有了兼顾速度和精度的交互指数估计器——ProxySHAP 在数千特征场景下仍保持低误差，值得直接替换现有方法。
ProxySHAP 是一种新的交互指数估计方法，解决了现有方法在速度和精度之间的权衡问题。它结合了树代理模型的高样本效率和残差校正的一致性路径，理论上推导了树集成交互指数的多项式时间算法，避免了指数级复杂度。实验表明，ProxySHAP 在近似质量上达到新 SOTA，在数千特征的大规模应用中误差最低，显著优于 ProxySPEX 和 KernelSHAP-IQ。该方法为机器学习中的高阶交互分析提供了实用且准确的工具。
Proxy-Based Approximation of Shapley and Banzhaf Interactions
Shapley and Banzhaf interactions capture the complex dynamics inherent in modern machine learning applications. However, current estimators for these higher-order interactions trade off between speed and accuracy. To overcome this limitation, we introduce ProxySHAP. ProxySHAP reconciles the high sample efficiency of tree-based proxy models with a principled path to consistency via residual correction. On a theoretical level, we derive a polynomial-time generalization of interventional TreeSHAP to compute exact interaction indices for tree ensembles, successfully bypassing exponential tree-depth dependencies in prior methods. Furthermore, we formally analyze the residual adjustment strategy, characterizing the specific conditions under which Maximum Sample Reuse (MSR) corrects proxy bias without its variance scaling exponentially with interaction size. Extensive benchmarking demonstrates that ProxySHAP sets a new state-of-the-art standard for approximation quality, including in large-scale applications with thousands of features. By achieving the lowest error in both small- and large-budget regimes, ProxySHAP significantly outperforms the prior best estimators ProxySPEX and KernelSHAP-IQ, while also delivering superior performance on downstream explainability tasks.