  Shapley values are among the most popular tools for explaining predictions of
blackbox machine learning models. However, their high computational cost
motivates the use of sampling approximations, inducing a considerable degree of
uncertainty. To stabilize these model explanations, we propose ControlSHAP, an
approach based on the Monte Carlo technique of control variates. Our
methodology is applicable to any machine learning model and requires virtually
no extra computation or modeling effort. On several high-dimensional datasets,
we find it can produce dramatic reductions in the Monte Carlo variability of
Shapley estimates.
