$\phi$-Table: A Statistical Explanation for Global SHAP

arXiv stat.ML / 5/5/2026

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Key Points

  • The paper argues that common global SHAP summaries (feature-importance rankings) lack information about directionality, uncertainty, and how faithfully the summary reflects the model’s actual response.
  • It introduces the “$-table,” a SHAP-based statistical explanation table for tabular black-box regression that augments rankings with a standardized linear surrogate fitted to the model output f(X).
  • The $-table reports not only SHAP importance but also surrogate coefficients, uncertainty summaries, surrogate fidelity to the original model, and bootstrap stability of coefficients.
  • Experiments across synthetic, semi-synthetic, and real datasets show the method extends SHAP from ranking-only explanations to a more complete global explanation by separating direction, uncertainty, fidelity, and stability.
  • Coefficients are interpreted as projections of the fitted model response onto the SHAP-selected feature set, providing a clearer directional statistical story than rankings alone.

Abstract

Global SHAP explanations are typically presented as feature-importance rankings, which identify variables that matter to a black-box model but do not indicate whether their effects admit clear directional summaries, how uncertain those summaries are, or how faithfully they represent the fitted response. This paper proposes the \phi-table, a SHAP-based statistical explanation table for tabular black-box regression models. The procedure selects features by SHAP importance and fits a standardized linear surrogate to the fitted model response f(X), reporting SHAP importance together with model-response coefficients, uncertainty summaries, surrogate fidelity, and bootstrap coefficient stability. The resulting coefficients are interpreted as projections of the fitted model response onto the SHAP-selected feature set. Across synthetic, semi-synthetic, and real-data experiments, the \phi-table extends ranking-only SHAP into a statistical global explanation by exposing direction, uncertainty, fidelity, and stability as distinct components of fitted model behavior.