Interaction Analysis Based on Shapley Values and Extreme Gradient Boosting: A Realistic Simulation and Application to a Large Epidemiological Prospective Study

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BackgroundSHapley Additive exPlanations (SHAP) based on tree-based machine learning methods have been proposed to interpret interactions between exposures in observational studies, but their performance in realistic simulations is seldom evaluated.MethodsData from population-based cohorts in Sweden of 47,770 men and women with complete baseline information on diet and lifestyles were used to inform a realistic simulation in 3 scenarios of small (ORM = 0.75 vs. ORW = 0.70), moderate (ORM = 0.75 vs. ORW = 0.65), and large (ORM = 0.75 vs. ORW = 0.60) discrepancies in the adjusted mortality odds ratios conferred by a healthy diet among men and among women. Estimates were obtained with logistic regression (L-ORM; L-ORW) and derived from SHAP values (S-ORM; S-ORW).ResultsThe sensitivities of detecting small, moderate, and large discrepancies were 28, 83, and 100%, respectively. The sensitivities of a positive sign (L-ORW > L-ORM) in the 3 scenarios were 93, 100, and 100%, respectively. Similarly, the sensitivities of a positive discrepancy based on SHAP values (S-ORW > S-ORM) were 86, 99, and 100%, respectively.ConclusionsIn a realistic simulation study, the ability of the SHAP values to detect an interaction effect was proportional to its magnitude. In contrast, the ability to identify the sign or direction of such interaction effect was very high in all the simulated scenarios.

Keywords

• extreme gradient boosting
• Shapley values
• interaction
• simulation study
• prospective cohort design