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In anomaly detection, the degree of irregularity is often summarized as a real-valued anomaly score. We address the problem of attributing such anomaly scores to input features for interpreting the results of anomaly detection. We…

Machine Learning · Computer Science 2023-07-24 Naoya Takeishi , Yoshinobu Kawahara

Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…

Artificial Intelligence · Computer Science 2020-02-10 Mukund Sundararajan , Amir Najmi

We consider an investment process that includes a number of features, each of which can be active or inactive. Our goal is to attribute or decompose an achieved performance to each of these features, plus a baseline value. There are many…

Computational Finance · Quantitative Finance 2021-02-12 Nicholas Moehle , Stephen Boyd , Andrew Ang

This work explores the novel idea of learning a submodular scoring function to improve the specificity/selectivity of existing feature attribution methods. Submodular scores are natural for attribution as they are known to accurately model…

Machine Learning · Computer Science 2022-02-23 Piyushi Manupriya , Tarun Ram Menta , J. Saketha Nath , Vineeth N Balasubramanian

Feature attribution methods are popular in interpretable machine learning. These methods compute the attribution of each input feature to represent its importance, but there is no consensus on the definition of "attribution", leading to…

Machine Learning · Computer Science 2021-12-16 Yilun Zhou , Serena Booth , Marco Tulio Ribeiro , Julie Shah

In recent years, machine learning models have achieved great success at the expense of highly complex black-box structures. By using axiomatic attribution methods, we can fairly allocate the contributions of each feature, thus allowing us…

Computational Finance · Quantitative Finance 2025-06-10 Dangxing Chen

The attribution problem, that is the problem of attributing a model's prediction to its base features, is well-studied. We extend the notion of attribution to also apply to feature interactions. The Shapley value is a commonly used method…

Computer Science and Game Theory · Computer Science 2020-02-11 Kedar Dhamdhere , Ashish Agarwal , Mukund Sundararajan

This paper re-examines the Shapley value methods for attribution analysis in the area of online advertising. As a credit allocation solution in cooperative game theory, Shapley value method directly quantifies the contribution of online…

Econometrics · Economics 2018-04-17 Kaifeng Zhao , Seyed Hanif Mahboobi , Saeed R. Bagheri

In this article, we provide an axiomatic characterization of feature attribution for multi-output predictors within the Shapley framework. While SHAP explanations are routinely computed independently for each output coordinate, the…

The causal effect of showing an ad to a potential customer versus not, commonly referred to as "incrementality", is the fundamental question of advertising effectiveness. In digital advertising three major puzzle pieces are central to…

Machine Learning · Computer Science 2022-08-30 Randall Lewis , Jeffrey Wong

Attribution methods provide an insight into the decision-making process of machine learning models, especially deep neural networks, by assigning contribution scores to each individual feature. However, the attribution problem has not been…

Machine Learning · Computer Science 2023-02-28 Huiqi Deng , Na Zou , Mengnan Du , Weifu Chen , Guocan Feng , Xia Hu

Blame attribution is one of the key aspects of accountable decision making, as it provides means to quantify the responsibility of an agent for a decision making outcome. In this paper, we study blame attribution in the context of…

Artificial Intelligence · Computer Science 2022-01-26 Stelios Triantafyllou , Adish Singla , Goran Radanovic

The proliferation of complex, black-box AI models has intensified the need for techniques that can explain their decisions. Feature attribution methods have become a popular solution for providing post-hoc explanations, yet the field has…

Machine Learning · Computer Science 2025-11-13 Xinpeng Li , Kai Ming Ting

Feature attribution methods identify which features of an input most influence a model's output. Most widely-used feature attribution methods (such as SHAP, LIME, and Grad-CAM) are "class-dependent" methods in that they generate a feature…

Machine Learning · Computer Science 2023-02-28 Neil Jethani , Adriel Saporta , Rajesh Ranganath

The similarity of feature representations plays a pivotal role in the success of problems related to domain adaptation. Feature similarity includes both the invariance of marginal distributions and the closeness of conditional distributions…

Machine Learning · Computer Science 2022-01-10 Ammar Shaker , Shujian Yu , Daniel Oñoro-Rubio

Feature attribution methods are a popular approach to explain the behavior of machine learning models. They assign importance scores to each input feature, quantifying their influence on the model's prediction. However, evaluating these…

Machine Learning · Computer Science 2025-06-02 Magamed Taimeskhanov , Damien Garreau

Despite their ubiquitous use, Shapley value feature attributions can be misleading due to feature interaction in both model and data. We propose an alternative attribution approach, Shapley Sets, which awards value to sets of features.…

Machine Learning · Computer Science 2023-07-06 Torty Sivill , Peter Flach

Interpretability is an important area of research for safe deployment of machine learning systems. One particular type of interpretability method attributes model decisions to input features. Despite active development, quantitative…

Machine Learning · Computer Science 2019-11-06 Mengjiao Yang , Been Kim

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…

Machine Learning · Computer Science 2023-03-31 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Jesse Read
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