Aumann-SHAP: The Geometry of Counterfactual Interaction Explanations in Machine Learning

We introduce Aumann-SHAP, an interaction-aware framework that decomposes counterfactual transitions by restricting the model to a local hypercube connecting baseline and counterfactual features. Each hypercube is discretized into a grid to construct an induced micro-player cooperative game in which elementary grid-step moves become players. Shapley and LES values on this TU-micro-game yield geometry-aware within-pot attributions that converge to the diagonal Aumann--Shapley / Integrated Gradients limit under grid refinement, and recover equal-split Shapley as the degenerate m=1 special case. An exact grid-state closed form gives polynomial-time computation for fixed interaction order. On a synthetic benchmark with known ground truth, equal-split Shapley carries an irreducible bias while Aumann-SHAP converges to the correct decomposition. On German Credit, interaction geometry changes feature priority rankings in 12.3% of instances. On UCI Heart Disease, equal-split misattributes a cholesterol suppressor as a positive contributor, which is a sign error Aumann-SHAP corrects. On MNIST, game-theoretic attribution reaches target confidence with 3.5× fewer edits than magnitude-based ordering, with micro-game Shapley achieving the best efficiency across all budgets.