Efficient Game-Theoretic Explanations for Tree-Based Ensembles via Owen Values

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A bstract Shapley-value-based explanations, notably SHAP (SHapley Additive exPlanations), have gained prominence as a principled game-theoretic framework for local explanations and global feature importance. While exact Shapley value computation is exponential in feature count, TreeExplainer exploits the recursive structure of decision trees to achieve polynomial-time computation for tree-based ensembles. In many scientific applications, however, features are naturally organized into a priori groups reflecting domain knowledge, requiring explanations both across and within groups. The Owen value extends the Shapley value through a two-stage allocation rule that incorporates group structure while preserving fairness properties; yet, efficient algorithms for its computation remain limited. In this paper, we propose exact and Monte Carlo algorithms for computing Owen values in tree-based ensembles by combining hierarchy-guided group aggregation with tree-aware dynamic programming. The exact algorithm computes Owen values without sampling under the path-dependent characteristic function, which approximates the conditional expectation, whereas the Monte Carlo algorithm provides a scalable approximation that is unbiased for any prespecified sampling budget and converges almost surely as the sampling budget increases. We also provide global importance measures and visualization tools for structured, multi-resolution explanations. The proposed algorithms and tools are collectively referred to as TreeOwen. Through simulation experiments, we demonstrate the numerical accuracy and substantial computational gains of TreeOwen. We illustrate its practical utility using immunotherapy metagenomic data, showing how microbial genera (groups) and species (features) contribute to patient recovery.