qshap: Fast Shapley Decomposition of R squared for Gradient-Boosted Trees

arXiv:2608.24104 · stat.ML, cs.LG · Submitted 2026-08-25 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-08-25

Updated: 2026-08-25

Code: https://github.com/catstats/Q-SHAP_R

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Shapley values — 8× in this paper · explained in 2 episodes
• Core — 4× in this paper · explained in 2 episodes
• Aggregation — 2× in this paper · explained in 1 episode
• SHAP values — 2× in this paper · explained in 2 episodes
• Uncertainty Quantification — 2× in this paper · explained in 8 episodes
• Additivity — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Comprehensive R Archive Network — 1× in this paper
• Loss Function — 1× in this paper · explained in 2 episodes
• Model-Agnostic — 1× in this paper · explained in 2 episodes

Sources

• shapr: Explaining Machine Learning Models with Conditional Shapley Values in R and Python
• QuadraSHAP: epsilon-Exact Shapley Values for Product Games in Logarithmic Parallel Time
• Quadrature-TreeSHAP: Depth-Independent TreeSHAP and Shapley Interactions

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