phi-Table: A Statistical Explanation for Global SHAP

arXiv:2512.07578v3 Announce Type: replace-cross 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.

Source: arXiv cs.LG | 2026-05-05