SHAP

TL;DR for operators A forecasting dashboard can correctly report that an earlier observation influenced a prediction and still give the wrong impression about how that influence enters the model. Amadeo Tunyi’s paper, The Failures of Marginal Influence-Based Attribution Methods for Global Time Series Explanations, argues that familiar scalar attribution methods cannot in general recover the model’s direct temporal dependency structure.1 Marginal methods can assign importance to an earlier variable whose influence is entirely mediated through a later, autocorrelated observation. Gradient methods can report sensitivity that exists only outside the support of the data the model actually sees. ...

Graphing the Invisible: How Community Detection Makes AI Explanations Human-Scale Auditors like lists. Models, inconveniently, do not behave like lists. A credit model may tell you that income mattered, education mattered, job type mattered, age mattered, and postcode-adjacent variables mattered. A fraud model may produce the same kind of feature ranking, only with device fingerprints and transaction timings instead of employment history. The dashboard looks satisfyingly crisp: bars, scores, explanations, probably a tasteful shade of corporate blue. Then the real question arrives: which of these variables are acting together? ...