On Anomaly Interpretation via Shapley Values
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Anomaly localization is an essential problem as anomaly detection is. Because a rigorous localization requires a causal model of a target system, practically we often resort to a relaxed problem of anomaly interpretation, for which we are to obtain meaningful attribution of anomaly scores to input features. In this paper, we investigate the use of the Shapley value for anomaly interpretation. We focus on the semi-supervised anomaly detection and newly propose a characteristic function, on which the Shapley value is computed, specifically for anomaly scores. The idea of the proposed method is approximating the absence of some features by minimizing an anomaly score with regard to them. We examine the performance of the proposed method as well as other general approaches to computing the Shapley value in interpreting anomaly scores. We show the results of experiments on multiple datasets and anomaly detection methods, which indicate the usefulness of the Shapley-based anomaly interpretation toward anomaly localization.
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