🤖 AI Summary
This work addresses the high variance and poor stability of feature attribution methods caused by gradient noise. To overcome these limitations, the authors propose a deterministic attribution framework based on linear interpolation path sampling. By establishing the equivalence between path sampling and weighted integrated gradients, the method reformulates stochastic estimation as a Riemann sum, enabling efficient and stable attribution computation. Theoretical analysis demonstrates that, under smooth models, the proposed approach improves the error convergence rate from $O(m^{-1/2})$ to $O(m^{-1})$. Moreover, under uniform sampling, it rigorously reduces attribution variance by one-third while preserving both linearity and implementation invariance.
📝 Abstract
We introduce path-sampled integrated gradients (PS-IG), a framework that generalizes feature attribution by computing the expected value over baselines sampled along the linear interpolation path. We prove that PS-IG is mathematically equivalent to path-weighted integrated gradients, provided the weighting function matches the cumulative distribution function of the sampling density. This equivalence allows the stochastic expectation to be evaluated via a deterministic Riemann sum, improving the error convergence rate from $O(m^{-1/2})$ to $O(m^{-1})$ for smooth models. Furthermore, we demonstrate analytically that PS-IG functions as a variance-reducing filter against gradient noise - strictly lowering attribution variance by a factor of 1/3 under uniform sampling - while preserving key axiomatic properties such as linearity and implementation invariance.