ExplainerPFN: Towards tabular foundation models for model-free zero-shot feature importance estimations

TL;DR

ExplainerPFN is a novel zero-shot approach that predicts feature importance in tabular data without model access, using a foundation model trained on synthetic datasets to provide accurate Shapley value attributions.

Contribution

It introduces ExplainerPFN, the first zero-shot method for estimating Shapley values in tabular data without needing model access or reference explanations.

Findings

Few-shot explainers achieve high SHAP fidelity with minimal reference observations.

ExplainerPFN performs competitively with few-shot explainers relying on multiple SHAP examples.

The method is open-source and validated on real and synthetic datasets.

Abstract

Computing the importance of features in supervised classification tasks is critical for model interpretability. Shapley values are a widely used approach for explaining model predictions, but require direct access to the underlying model, an assumption frequently violated in real-world deployments. We investigate whether meaningful feature attributions can be obtained in a zero-shot setting, using only the input data distribution and no evaluations of the target model. Because multiple models can produce identical predictions yet yield different Shapley decompositions, the mapping from data to attributions is not uniquely identifiable. We therefore target attributions that are "true to the data" rather than "true to the model", learning a posterior mean attribution under a meta-training prior. To this end, we introduce ExplainerPFN, a tabular foundation model built on TabPFN, pretrained on synthetic structural causal datasets supervised with exact or near-exact Shapley values, that predicts feature attributions for unseen tabular datasets without model access, gradients, or example explanations. Our contributions are fourfold: (1) we show that few-shot surrogate explainers achieve high SHAP fidelity with as few as two reference observations; (2) we propose ExplainerPFN, the first zero-shot method for estimating Shapley-value-style feature attributions without access to the underlying model or reference explanations, providing a principled attribution where no existing explainer can be applied; (3) we release an open-source implementation including the full training pipeline and synthetic data generator; and (4) through extensive experiments on real and synthetic datasets, we show that ExplainerPFN achieves performance competitive with few-shot surrogate explainers that rely on 2-10 SHAP examples.