GeoShapley: A Game Theory Approach to Measuring Spatial Effects in Machine Learning Models

Abstract

This article introduces GeoShapley, a game theory approach to measuring spatial effects in machine learning models. GeoShapley extends the Nobel Prize–winning Shapley value framework in game theory by conceptualizing location as a player in a model prediction game, which enables the quantification of the importance of location and the synergies between location and other features in a model. GeoShapley is a model-agnostic approach and can be applied to statistical or black-box machine learning models in various structures. The interpretation of GeoShapley is directly linked with spatially varying coefficient models for explaining spatial effects and additive models for explaining non-spatial effects. Using simulated data, GeoShapley values are validated against known data-generating processes and are used for cross-comparison of seven statistical and machine learning models. An empirical example of house price modeling is used to illustrate GeoShapley’s utility and interpretation with real-world data. The method is available as an open source Python package named geoshapley.