First-Mover Bias in Gradient Boosting Explanations: Mechanism, Detection, and Resolution
arXiv:2603.22346v1 Announce Type: new Abstract: We isolate and empirically characterize first-mover bias — a path-dependent concentration of feature importance caused by sequential residual fitting in gradient boosting — as a specific mechanistic cause of the well-known instability of SHAP-based feature rankings under multicollinearity. When correlated features compete for early splits, gradient boosting creates a self-reinforcing advantage for whichever feature is selected first: subsequent trees inherit modified residuals that favor the incumbent, concentrating SHAP importance on an arbitrary feature […]