AGOP-IxG: A Gradient Covariance Filter for Local Feature Attribution on Tabular Data, with a Controlled Benchmark
For AutoML practitioners needing fast and faithful local explanations on tabular data, AGOP-IxG offers a computationally efficient alternative to SHAP with competitive attribution fidelity.
The paper proposes AGOP-IxG, a fast per-sample feature attribution method for tabular classifiers, and evaluates it against SHAP, Integrated Gradients, InputXGradient, and LIME on synthetic and real benchmarks. AGOP-IxG achieves top Spearman rank correlation and noise feature mass on all synthetic tasks while being 350x-1650x faster than SHAP.
Automated machine learning pipelines increasingly produce models whose predictions must be explained to end users, auditors, and downstream decision systems. The most widely used feature attribution methods (SHAP, Integrated Gradients, LIME) are typically chosen by convention rather than measured fidelity, because rigorous evaluation is impeded by the absence of ground-truth attribution on real data. We propose AGOP-IxG, a fast per-sample attribution method for tabular classifiers that pre-multiplies the per-sample gradient by a top-$K$ rank-truncated Average Gradient Outer Product matrix, and evaluate it against four widely-used baselines on a controlled tabular benchmark designed for AutoML practitioners. In Part 1, we construct three synthetic multi-class tabular tasks (linear, sparse nonlinear, interaction-based) where ground-truth attribution per sample is analytically or numerically derivable, and compare five methods: AGOP-IxG, SHAP (DeepExplainer), Integrated Gradients, InputXGradient, and LIME. AGOP-IxG leads on Spearman rank correlation and noise feature mass on all three synthetic datasets, and on top-$k$ precision on the interaction dataset. Across all settings, AGOP-IxG is approximately $350\times$ to $1{,}650\times$ faster than SHAP. In Part 2, we evaluate global faithfulness on Adult Income and Credit Card Default using the ROAR protocol; the methods cluster within $\sim 1.7\%$ relative AUC, consistent with AGOP-IxG being optimized for per-sample local attribution rather than global feature ranking.