Related papers: Variance Allocation and Shapley Value

Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations. We use it to evaluate algorithmic fairness, using the well known…

Cooperative game theory has become a cornerstone of post-hoc interpretability in machine learning, largely through the use of Shapley values. Yet, despite their widespread adoption, Shapley-based methods often rest on axiomatic…

In cooperative games with transferable utilities, the Shapley value is an extreme case of marginalism while the Equal Division rule is an extreme case of egalitarianism. The Shapley value does not assign anything to the non-productive…

The Shapley value is a common tool in game theory to evaluate the importance of a player in a cooperative setting. In a geometric context, it provides a way to measure the contribution of a geometric object in a set towards some function on…

Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…

The Shapley value---probably the most important normative payoff division scheme in coalitional games---has recently been advocated as a useful measure of centrality in networks. However, although this approach has a variety of real-world…

In many multi-agent settings, participants can form teams to achieve collective outcomes that may far surpass their individual capabilities. Measuring the relative contributions of agents and allocating them shares of the reward that…

What is the value of an individual model in an ensemble of binary classifiers? We answer this question by introducing a class of transferable utility cooperative games called \textit{ensemble games}. In machine learning ensembles,…

Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…

This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the…

We study the cost sharing problem for cooperative games in situations where the cost function $C$ is not available via oracle queries, but must instead be derived from data, represented as tuples $(S, C(S))$, for different subsets $S$ of…

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…

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…

In Network games under cooperative framework, the position value is a link based allocation rule. It is obtained from the Shapley value of an associated cooperative game where the links of the network are considered players. The Shapley…

Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique…

Shapley value has recently become a popular way to explain the predictions of complex and simple machine learning models. This paper is discusses the factors that influence Shapley value. In particular, we explore the relationship between…

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

We study the Shapley value in weighted voting games. The Shapley value has been used as an index for measuring the power of individual agents in decision-making bodies and political organizations, where decisions are made by a majority vote…

How to design a fair and reasonable allocation plan for the common revenue of the alliance is considered in this paper. We regard the common revenue to be allocated as an exogenous variable which will not participate in the subsequent…

Every weighted tree corresponds naturally to a cooperative game that we call a "tree game"; it assigns to each subset of leaves the sum of the weights of the minimal subtree spanned by those leaves. In the context of phylogenetic trees, the…