Faith-Shap: The Faithful Shapley Interaction Index

Che-Ping TsaiChih-Kuan YehPradeep Ravikumar

article2023JMLR96 citations

Develops Faith-Shap, a uniquely determined feature interaction index that extends standard Shapley axioms to higher-order interactions by framing explanation as optimal polynomial approximation of the underlying game value function.

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Modern machine learning increasingly relies on complex black-box models whose decisions require clear interpretation. While standard game-theoretic attribution techniques assign importance values to individual features, they fail to explain complex feature interactions, such as relationships between words in text or groups of pixels in images. Previous attempts to quantify these interactions either introduced unnatural mathematical restrictions or sacrificed critical properties like efficiency, where attributions must sum to the model's total predicted outcome.

The article develops a principled framework to quantify feature interactions up to an arbitrary order while preserving standard game-theoretic axioms. The authors frame interaction attribution as the most faithful polynomial approximation to a model's underlying set function, leading to a unique formulation named the Faithful Shapley Interaction index, or Faith-Shap.

The research evaluates this framework across theoretical game formulations and empirical benchmarks. The approach demonstrates mathematical uniqueness under core axiomatic properties and assesses computational performance on tabular marketing data and sentiment classification using deep language models. The estimation procedure formulates attributions as a regularized weighted least-squares regression rather than relying solely on combinatorial sampling.

The findings establish that Faith-Shap uniquely satisfies linearity, symmetry, dummy player, and efficiency constraints in the interaction setting. Across synthetic and practical datasets, the weighted least-squares estimation required significantly fewer model evaluations to reach target accuracy compared to existing interaction indices, often reducing sample needs by several fold. Furthermore, empirical tests on language data confirmed that Faith-Shap accurately disentangles complementary and non-complementary word interactions without distorting individual feature values.

These results provide a mathematically sound and computationally viable method for auditing high-stakes artificial intelligence systems where feature interactions drive critical decisions. Unlike earlier methods that distorted lower-order or higher-order contributions, Faith-Shap offers a balanced, faithful representation of complex model behavior.

Organizations deploying complex models in regulated or high-impact environments should adopt polynomial approximation frameworks like Faith-Shap when individual feature attributions provide insufficient explanations. Future work should expand formal theoretical guarantees for sample-based approximations and explore alternative cooperative game concepts for interaction settings.

  • Paper: Learning to Estimate Shapley Values with Vision Transformers, Ian Connick Covert et al. (2023). This paper applies scalable estimation techniques to compute game-theoretic Shapley values in modern Vision Transformers, building on efficient attribution paradigms like those in Faith-Shap.
  • Paper: Data Shapley in One Training Run, Jiachen T. Wang et al. (2025). This work extends cooperative game-theoretic attribution concepts beyond feature spaces into efficient data-valuation frameworks for large foundation models.
  • Paper: The Dead Salmons of AI Interpretability, Maxime Méloux et al. (2025). This text provides a critical theoretical critique of identifiability and statistical fragility across feature attribution and interpretability methods, offering an important perspective following Faith-Shap.
Cover for Faith-Shap: The Faithful Shapley Interaction Index

Abstract

Shapley values, which were originally designed to assign attributions to individual players in coalition games, have become a commonly used approach in explainable machine learning to provide attributions to input features for black-box machine learning models. A key attraction of Shapley values is that they uniquely satisfy a very natural set of axiomatic properties. However, extending the Shapley value to assigning attributions to interactions rather than individual players, an interaction index, is non-trivial: as the natural set of axioms for the original Shapley values, extended to the context of interactions, no longer specify a unique interaction index. Many proposals thus introduce additional less “natural” axioms, while sacrificing the key axiom of efficiency, in order to obtain unique interaction indices. In this work, rather than introduce additional conflicting axioms, we adopt the viewpoint of Shapley values as coefficients of the most faithful linear approximation to the pseudo-Boolean coalition game value function. By extending linear to ℓ-order polynomial approximations, we can then define the general family of faithful interaction indices. We show that by additionally requiring the faithful interaction indices to satisfy interaction-extensions of the standard individual Shapley axioms (dummy, symmetry, linearity, and efficiency), we obtain a unique Faithful Shapley Interaction index, which we denote Faith-Shap, as a natural generalization of the Shapley value to interactions. We then provide some illustrative contrasts of Faith-Shap with previously proposed interaction indices, and further investigate some of its interesting algebraic properties. We further show the computational efficiency of computing Faith-Shap, together with some additional qualitative insights, via some illustrative experiments.

Table of Contents

  • 1. Introduction
  • 2. Preliminaries
  • 2.1 Notations
  • 2.2 Definitions
  • 3. Background: Axioms for Interaction Indices
  • 4. Faith-Interaction Indices
  • 4.1 Axiomatic Characterization of Faith-Interaction Indices
  • 5. Contrasting Faith-Interaction with other Interaction Indices
  • 5.1 Examples
  • 6. Computation of Faithful Shapley Interaction Index
  • 7. Algebraic Properties of Faith-Interaction Indices
  • 7.1 Cardinal Indices
  • 7.2 Multilinear Formulation
  • 7.2.1 Path Integrals
  • 7.2.2 Taylor Expansion
  • 7.2.3 Pseudo-Boolean Function Approximation
  • 8. Experiments
  • 8.1 Computational Efficiency
  • 8.2 Explanations on a Language Dataset
  • 9. Related work
  • 10. Conclusion
  • Acknowledgments
  • References
  • Appendix A. Organization
  • Appendix B. Experimental Details and Supplementary Results of Computational Efficiency
  • Appendix C. Experimental details for Language Dataset
  • Appendix D. Additional Guidance on Theorem 16
  • Appendix E. Auxiliary Theoretical Results

Knowls

  1. Knowl 1 — Faithfulness as weighted polynomial approximation

    model/method

    Let [d]={1,…,d}[d]=\{1,\ldots,d\} be the feature set, let v:2[d]→Rv:2^{[d]}\to\mathbb{R} be a coalition value function, and let ℓ∈[d]\ell\in[d] be the maximum interaction order. Faith-Interaction indices approximate every coalition value by the sum of the attributions of its subsets of order at most ℓ\ell:

    E(v,ℓ)=arg⁡min⁡E∈RSℓ  ∑S⊆[d]μ(S)(v(S)−∑T⊆S, ∣T∣≤ℓET(v,ℓ))2,E(v,\ell)=\underset{E\in\mathbb{R}^{\mathcal{S}_{\ell}}}{\arg\min}\;\sum_{S\subseteq[d]}\mu(S)\left(v(S)-\sum_{T\subseteq S,\,|T|\leq\ell}E_T(v,\ell)\right)^2,

    where Sℓ={T⊆[d]:∣T∣≤ℓ}\mathcal{S}_{\ell}=\{T\subseteq[d]:|T|\leq\ell\} and μ:2[d]→R+∪{∞}\mu:2^{[d]}\to\mathbb{R}_{+}\cup\{\infty\} weights coalitions. An infinite weight imposes the exact constraint v(S)=∑T⊆S,∣T∣≤ℓET(v,ℓ)v(S)=\sum_{T\subseteq S,|T|\leq\ell}E_T(v,\ell); a weighting function is proper when it is finite and strictly positive for every nonempty, non-full coalition. Proper weighting makes the constrained least-squares problem have a unique minimizer. Thus, Faith-Interaction indices are precisely the interaction attributions obtained by fitting an order-ℓ\ell pseudo-Boolean polynomial to the coalition value function while optionally enforcing exact values at selected coalitions.

  2. Knowl 2 — Axiomatic structure of Faith-Interaction indices

    theoretical result

    Every Faith-Interaction index is linear in the coalition value function. It satisfies interaction symmetry whenever its coalition weights are permutation-invariant, meaning μ(S)\mu(S) depends only on ∣S∣|S|; under the finite-weight setting, permutation invariance is also necessary. It satisfies the interaction dummy property when the coalition weights factor as independent feature-presence probabilities,

    μ(S)∝∏i∈Spi∏j∉S(1−pj),0<pi<1.\mu(S)\propto\prod_{i\in S}p_i\prod_{j\notin S}(1-p_j),\qquad 0<p_i<1.

    For finite weights, the simultaneous requirements of linearity, symmetry, and dummy reduce the admissible weighting functions to a two-parameter family. For a,b∈R+a,b\in\mathbb{R}_{+} with a>ba>b and positive resulting weights,

    μ(S)∝∑i=∣S∣d(d−∣S∣i−∣S∣)(−1)i−∣S∣g(a,b,i),\mu(S)\propto\sum_{i=|S|}^{d}\binom{d-|S|}{i-|S|}(-1)^{i-|S|}g(a,b,i),

    where

    g(a,b,i)={1,i=0,∏j=0i−1a(a−b)+j(b−a2)a−b+j(b−a2),1≤i≤d.g(a,b,i)=\begin{cases} 1,&i=0,\\ \displaystyle\prod_{j=0}^{i-1}\frac{a(a-b)+j(b-a^2)}{a-b+j(b-a^2)},&1\leq i\leq d. \end{cases}

    A sufficient condition ensuring positivity for every coalition is 1≥a>b≥a2>01\geq a>b\geq a^2>0. The parameters have the interpretation that aa is the total weight of coalitions containing a specified feature and bb is the total weight of coalitions containing a specified pair of features.

  3. Knowl 3 — Unique Faith-Shap interaction index

    theoretical result

    The Faith-Shap index is the unique Faith-Interaction index satisfying the interaction extensions of linearity, symmetry, dummy, and efficiency. Here, linearity means linear dependence on vv; symmetry means equally treated features receive equal interaction scores; dummy means an uninfluential feature has zero scores in every interaction containing it; and efficiency means E∅(v,ℓ)=v(∅)E_{\varnothing}(v,\ell)=v(\varnothing) and ∑∅≠S∈SℓES(v,ℓ)=v([d])−v(∅)\sum_{\varnothing\neq S\in\mathcal{S}_{\ell}}E_S(v,\ell)=v([d])-v(\varnothing). Its weighting function is

    μ(S)∝d−1(d∣S∣)∣S∣(d−∣S∣),1≤∣S∣≤d−1,\mu(S)\propto\frac{d-1}{\binom{d}{|S|}|S|(d-|S|)},\qquad 1\leq |S|\leq d-1,

    with μ(∅)=μ([d])=∞\mu(\varnothing)=\mu([d])=\infty. If a(v,S)a(v,S) denotes the Möbius coefficient

    a(v,S)=∑R⊆S(−1)∣S∣−∣R∣v(R),a(v,S)=\sum_{R\subseteq S}(-1)^{|S|-|R|}v(R),

    then the resulting closed form is

    ESF-Shap(v,ℓ)=a(v,S)+(−1)ℓ−∣S∣∣S∣ℓ+∣S∣(ℓ∣S∣)∑T⊃S∣T∣>ℓ(∣T∣−1ℓ)(∣T∣+ℓ−1ℓ+∣S∣)a(v,T),S∈Sℓ.E^{\mathrm{F\text{-}Shap}}_S(v,\ell)=a(v,S)+(-1)^{\ell-|S|}\frac{|S|}{\ell+|S|}\binom{\ell}{|S|} \sum_{\substack{T\supset S\\|T|>\ell}} \frac{\binom{|T|-1}{\ell}}{\binom{|T|+\ell-1}{\ell+|S|}}a(v,T), \qquad S\in\mathcal{S}_{\ell}.

    When ℓ=1\ell=1, Faith-Shap reduces exactly to the classical Shapley feature values. For ℓ>1\ell>1, it remains order-aware, faithful to all coalition values through the weighted regression objective, and distributes v([d])−v(∅)v([d])-v(\varnothing) across all interaction orders up to ℓ\ell.

  4. Knowl 4 — Faith-Banzhaf as the generalized-2-efficient alternative

    theoretical result

    Replacing interaction efficiency by generalized interaction 2-efficiency yields a second unique index within the Faith-Interaction class. Generalized 2-efficiency requires that when two features ii and jj are merged into one player, the attribution of a coalition containing the merged player equals the sum of the corresponding attributions for ii and jj in the original game. For d≥3d\geq3, the unique index satisfying linearity, symmetry, dummy, and generalized 2-efficiency uses uniform coalition weights μ(S)∝2−d\mu(S)\propto2^{-d} and is called Faith-Banzhaf:

    ESF-Bzf(v,ℓ)=a(v,S)+(−1)ℓ−∣S∣∑T⊇S∣T∣>ℓ(12)∣T∣−∣S∣(∣T∣−∣S∣−1ℓ−∣S∣)a(v,T),∣S∣≤ℓ.E^{\mathrm{F\text{-}Bzf}}_S(v,\ell)=a(v,S)+(-1)^{\ell-|S|} \sum_{\substack{T\supseteq S\\|T|>\ell}} \left(\frac12\right)^{|T|-|S|} \binom{|T|-|S|-1}{\ell-|S|}a(v,T), \qquad |S|\leq\ell.

    At the highest order, ∣S∣=ℓ|S|=\ell, Faith-Banzhaf equals the Banzhaf interaction value:

    ESF-Bzf(v,ℓ)=∑T⊆[d]∖S12d−∣S∣ ΔSv(T),E^{\mathrm{F\text{-}Bzf}}_S(v,\ell)= \sum_{T\subseteq[d]\setminus S}\frac{1}{2^{d-|S|}}\,\Delta_Sv(T),

    where the discrete derivative is ΔSv(T)=∑L⊆S(−1)∣S∣−∣L∣v(T∪L)\Delta_Sv(T)=\sum_{L\subseteq S}(-1)^{|S|-|L|}v(T\cup L) for disjoint SS and TT. Unlike Faith-Shap, Faith-Banzhaf does not impose interaction efficiency.

  5. Knowl 5 — Top-order Faith-Shap is a cardinal-probabilistic and beta-path index

    theoretical result

    For every maximum order ℓ\ell and every coalition SS with ∣S∣=ℓ|S|=\ell, the top-order Faith-Shap attribution is a weighted average of the discrete derivative of SS over all disjoint contexts TT:

    ESF-Shap(v,ℓ)=∑T⊆[d]∖Sp∣T∣ℓ ΔSv(T),E^{\mathrm{F\text{-}Shap}}_S(v,\ell)=\sum_{T\subseteq[d]\setminus S}p^{\ell}_{|T|}\,\Delta_Sv(T),

    with

    ptℓ=(2ℓ−1)!(ℓ+t−1)!(d−t−1)!((ℓ−1)!)2(d+ℓ−1)!,∑t=0d−ℓ(d−ℓt)ptℓ=1.p^{\ell}_{t}=\frac{(2\ell-1)!(\ell+t-1)!(d-t-1)!}{((\ell-1)!)^2(d+\ell-1)!}, \qquad \sum_{t=0}^{d-\ell}\binom{d-\ell}{t}p^{\ell}_{t}=1.

    Thus, Faith-Shap averages interaction effects across every possible context rather than evaluating them only at the empty context. Equivalently, let g:[0,1]d→Rg:[0,1]^d\to\mathbb{R} be the multilinear extension of vv,

    g(x)=∑R⊆[d]v(R)∏i∈Rxi∏i∉R(1−xi),g(x)=\sum_{R\subseteq[d]}v(R)\prod_{i\in R}x_i\prod_{i\notin R}(1-x_i),

    and let ΔSg(x)\Delta_Sg(x) denote its mixed partial derivative with respect to the coordinates in SS. The top-order Faith-Shap value is the diagonal path integral

    ESF-Shap(v,ℓ)=∫01ΔSg(x,…,x) dIx(ℓ,ℓ),E^{\mathrm{F\text{-}Shap}}_S(v,\ell)=\int_0^1\Delta_Sg(x,\ldots,x)\,dI_x(\ell,\ell),

    where Ix(ℓ,ℓ)I_x(\ell,\ell) is the cumulative distribution function of a Beta(ℓ,ℓ)\mathrm{Beta}(\ell,\ell) random variable.

  6. Knowl 6 — Sampling and computation of Faith-Shap

    algorithm

    Exact Faith-Shap computation generally requires evaluating the black-box value function on all 2d2^d coalitions. The paper proposes estimating it by weighted least squares. Given a value function vv, feature count dd, maximum order ℓ\ell, and nn sampled coalitions, draw each coalition SS with probability proportional to

    d−1(d∣S∣)∣S∣(d−∣S∣)\frac{d-1}{\binom{d}{|S|}|S|(d-|S|)}

    for 1≤∣S∣≤d−11\leq|S|\leq d-1, while enforcing the endpoint constraints E∅=v(∅)E_{\varnothing}=v(\varnothing) and ∑∣T∣≤ℓET=v([d])\sum_{|T|\leq\ell}E_T=v([d]). Solve the sampled regression, optionally with ℓ1\ell_1 regularization:

    Input: black-box value function vv, feature count dd, maximum order ℓ\ell, sample count nn
    Output: estimated attributions E^T\widehat E_T for every TT with ∣T∣≤ℓ|T|\leq\ell
    Set E∅=v(∅)E_{\varnothing}=v(\varnothing) and enforce ∑∣T∣≤ℓET=v([d])\sum_{|T|\leq\ell}E_T=v([d])
    For r=1,…,nr=1,\ldots,n
        Sample a coalition SrS_r with probability proportional to d−1(d∣Sr∣)∣Sr∣(d−∣Sr∣)\frac{d-1}{\binom{d}{|S_r|}|S_r|(d-|S_r|)}
        Evaluate the black-box model to obtain v(Sr)v(S_r)
        Add the squared residual (v(Sr)−∑T⊆Sr, ∣T∣≤ℓET)2\left(v(S_r)-\sum_{T\subseteq S_r,\,|T|\leq\ell}E_T\right)^2 to the regression objective
    End for
    Minimize the sampled objective subject to the endpoint constraints
    Return the fitted coefficients E^T\widehat E_T

    If the value function has Möbius order ℓv\ell_v, meaning a(v,R)=0a(v,R)=0 for all ∣R∣>ℓv|R|>\ell_v, exact computation of an attribution of order ∣S∣|S| requires only O ⁣(dℓv−∣S∣)O\!\left(d^{\ell_v-|S|}\right) relevant Möbius terms; in particular, it is polynomial in dd when ℓv=O(ℓ)\ell_v=O(\ell). The paper does not establish finite-sample approximation guarantees for the sampling estimator.

  7. Knowl 7 — Faith-Shap captures both diminishing and increasing returns

    data/table

    Two symmetric 11-player games were used to test whether interaction scores reflect the sign and magnitude of marginal effects. In the diminishing-return game, v(S)=0v(S)=0 for ∣S∣≤1|S|\leq1 and v(S)=∣S∣−p(∣S∣2)v(S)=|S|-p\binom{|S|}{2} otherwise. In the increasing-return wind-turbine game, v(S)=0v(S)=0 for ∣S∣=0|S|=0, v(S)=3v(S)=3 for ∣S∣=1|S|=1, and v(S)=3∣S∣−(∣S∣−2log⁡(∣S∣+1))v(S)=3|S|-(|S|-2\log(|S|+1)) for 2≤∣S∣≤112\leq|S|\leq11.

    For the diminishing-return game, the reported values for a representative singleton and pair are:

    Could not parse LaTeX table

    For the increasing-return wind-turbine game with maximum order ℓ=2\ell=2, the corresponding values are:

    Could not parse LaTeX table

    Faith-Shap assigns positive singleton effects near one and negative pair effects in the diminishing-return game, and positive pair effects in the increasing-return game. Its order-1 and order-2 scores can therefore be interpreted jointly as individual contributions plus contextual cooperation or competition; the comparison indices either lose this interpretation or concentrate too much mass at one interaction order.

  8. Knowl 8 — Faith-Shap requires fewer model evaluations in estimation experiments

    empirical result

    The computational comparison used top-order interactions with ℓ=2\ell=2, exhaustive coalition evaluation as ground truth, and averaged results over 50 inputs and 20 random seeds. The simplified IMDB experiment used 50 test examples with d=15d=15 words and a BERT sentiment model; the Portuguese bank-marketing experiment used d=17d=17 features and an XGBoost model. Faith-Shap was estimated by the sampled weighted regression with ℓ1\ell_1 regularization, using α=10−3\alpha=10^{-3} for IMDB and α=10−6\alpha=10^{-6} for bank marketing. Shapley Taylor and Shapley Interaction used permutation-based sampling.

    The number of model evaluations needed to achieve averaged squared distance below 10−310^{-3} was:

    Could not parse LaTeX table

    Across averaged squared distance, precision@10, and the synthetic sparse-function experiments, Faith-Shap was reported to reach more accurate estimates with fewer model evaluations than both permutation-based competitors.

  9. Knowl 9 — Faith-Shap exposes meaningful language interactions

    experimental setup

    The language explanation experiment used the simplified IMDB sentiment task, where the value function is the BERT-predicted probability of positive sentiment after removing words absent from a coalition. The model achieved 0.82 test accuracy. For each text, the experiment sampled 4000 coalitions, used maximum interaction order ℓ=2\ell=2, and fitted Faith-Shap with Lasso regularization α=10−3\alpha=10^{-3}.

    The strongest reported interactions included:

    Could not parse LaTeX table

    The corresponding high-magnitude interactions were the phrases “Never, forgot,” “only, good,” “headache, instead,” “appalling, waste,” and “blown, away.” The results demonstrate non-complementarity as well as complementarity: individually negative words can form a strongly positive phrase, individually positive words can form a negative phrase, and a phrase can add meaning only when its words co-occur. In comparison, the paper reports that Shapley Taylor lower-order scores are tied to single-word-versus-baseline effects and that Shapley Interaction scores are not directly comparable across orders because they lack interaction efficiency.

  10. Knowl 10 — Scope and unresolved computational limitation

    limitation

    For an unrestricted value function on dd features, exact Faith-Shap computation remains exponential because the definition aggregates information from all 2d2^d coalitions and the closed form can require exponentially many Möbius coefficients. The paper's polynomial-time observation applies only when the value function has low Möbius order. For general black-box models, the proposed weighted-regression sampler is empirical: the paper demonstrates improved evaluation efficiency but leaves formal sampling approximation bounds and alternative approximation schemes for future work.

Coverage note — Proof-only auxiliary propositions, the full Lagrangian matrix characterization, competing-index sampling pseudocode, and supplementary comparison tables were omitted because they support the main results without adding independent contributed conclusions.

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Citation

MLA
Tsai, C.-P., et al. “Faith-Shap: The Faithful Shapley Interaction Index”. Journal of Machine Learning Research, vol. 24, no. 94, 2023, pp. 1–2, https://www.jmlr.org/papers/v24/22-0202.html.
APA
Tsai, C.-P., Yeh, C.-K., & Ravikumar, P. (2023). Faith-Shap: The Faithful Shapley Interaction Index. Journal of Machine Learning Research, 24(94), 1–42. https://www.jmlr.org/papers/v24/22-0202.html
Chicago
Tsai, C.-P., C.-K. Yeh, and P. Ravikumar. 2023. “Faith-Shap: The Faithful Shapley Interaction Index”. Journal of Machine Learning Research 24 (94): 1–42. https://www.jmlr.org/papers/v24/22-0202.html.
Harvard
Tsai, C.-P., Yeh, C.-K. and Ravikumar, P. (2023) “Faith-Shap: The Faithful Shapley Interaction Index”, Journal of Machine Learning Research, 24(94), pp. 1–42. Available at: https://www.jmlr.org/papers/v24/22-0202.html.
Vancouver
1. Tsai C-P, Yeh C-K, Ravikumar P (2023) Faith-Shap: The Faithful Shapley Interaction Index. Journal of Machine Learning Research 24:1–42

BibTeX

@article{JMLR:v24:22-0202,
  author  = {Che-Ping Tsai and Chih-Kuan Yeh and Pradeep Ravikumar},
  title   = {Faith-Shap: The Faithful Shapley Interaction Index},
  journal = {Journal of Machine Learning Research},
  year    = {2023},
  volume  = {24},
  number  = {94},
  pages   = {1--42},
  url     = {http://jmlr.org/papers/v24/22-0202.html}
}
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