title: On Locality of Local Explanation Models
abstract: Shapley values provide model agnostic feature attributions for model outcome at a particular instance by simulating feature 
  absence under a global population distribution. The use of a global population can lead to potentially misleading results when local model behaviour is of interest. Hence we consider the formulation of  neighbourhood reference distributions that improve the local interpretability of Shapley values. By doing so, we find that the Nadaraya-Watson estimator, a well-studied kernel regressor, can be expressed as a self-normalised importance sampling estimator. Empirically, we observe that Neighbourhood Shapley values identify meaningful sparse  feature relevance attributions that provide insight into local model behaviour, complimenting conventional Shapley analysis. They also increase on-manifold explainability and robustness to the construction of adversarial classifiers. 
authors: Sahra Ghalebikesabi Lucile Ter-Minassian Karla DiazOrdaz Christopher C. Holmes
hIndex: Christopher C. Holmes 8