Metamodels SHAP Analysis: Unearthing Data Interactions

Author(s)

Alik Vodyanov, MSc, Thomas Padgett, MSc, PhD, Cerys Mitchell, PhD, Philip McEwan, BSc, PhD.
HEOR Ltd, Cardiff, United Kingdom.
OBJECTIVES: Neural network-based metamodels have been shown to accurately reproduce the results of complex health economic models. SHapley Additive exPlanations (SHAP) is a technique that can be used to explain the output of a neural network. This study demonstrates the use of SHAP analysis to interpret the outputs of neural network-based metamodels to ascertain and elucidate relationships and drivers within the underlying health economic models, increasing model transparency and facilitating the quantification of uncertainty within outcomes such as cost-effectiveness.
METHODS: A neural network-based metamodel was fitted to a dynamic prevalence model of chronic kidney disease (CKD) between 2024 and 2060, based on a system of ordinary differential equations (ODEs). Latin hypercube sampling was used to generate training and test sets of 20,000 and 10,000 model scenarios, respectively. SHAP analysis was then carried out on the neural network to quantify the influence of 40 metamodel data inputs on the 8 model outcomes in the year 2060 including total population, total excess deaths, total ESKD-related deaths and total numbers of conservative care, peritoneal dialysis, haemodialysis, home haemodialysis and transplant cases.
RESULTS: The neural network-based metamodel accurately reproduced the results of the dynamic prevalence model, with an overall mean absolute percentage error of 0.223% using the test set. SHAP analysis indicated that each outcome was influenced by different drivers with a shared commonality of increased sensitivity to changes in parameters related to older age groups.
CONCLUSIONS: SHAP analysis is a useful technique to elucidate sensitivities within neural networks and can serve to ascertain and quantify sensitivities within health economic models via neural network-based metamodels. There is a potential to use this approach to complement conventional deterministic and probabilistic sensitivity analyses, especially when distributional knowledge of inputs is missing or where interactivity between parameters should be characterised.

Conference/Value in Health Info

2025-11, ISPOR Europe 2025, Glasgow, Scotland

Value in Health, Volume 28, Issue S2

Code

MSR146

Topic

Economic Evaluation, Health Technology Assessment, Methodological & Statistical Research

Topic Subcategory

Artificial Intelligence, Machine Learning, Predictive Analytics

Disease

Urinary/Kidney Disorders

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