Related papers: On Shapley value for measuring importance of depen…
Shapley effects are attracting increasing attention as sensitivity measures. When the value function is the conditional variance, they account for the individual and higher order effects of a model input. They are also well defined under…
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…
Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…
Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…
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…
Recent publications have suggested using the Shapley value for anomaly localization for sensor data systems. Using a reasonable mathematical anomaly model for full control, experiments indicate that using a single fixed term in the Shapley…
Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…
We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…
We propose a variant of the Shapley value, the group Shapley value, to interpret counterfactual simulations in structural economic models by quantifying the importance of different components. Our framework compares two sets of parameters,…
The Shapley value is commonly illustrated by roll call votes in which players support or reject a proposal in sequence. If all sequences are equiprobable, a voter's Shapley value can be interpreted as the probability of being pivotal, i.e.,…
In this paper we investigate the problem of quantifying the contribution of each variable to the satisfying assignments of a Boolean function based on the Shapley value. Our main result is a polynomial-time equivalence between computing…
The complex nature of artificial neural networks raises concerns on their reliability, trustworthiness, and fairness in real-world scenarios. The Shapley value -- a solution concept from game theory -- is one of the most popular explanation…
We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…
Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…
Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…
There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…
Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…
This paper develops a rigorous argument for why the use of Shapley values in explainable AI (XAI) will necessarily yield provably misleading information about the relative importance of features for predictions. Concretely, this paper…
This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-level \textit{Shapley curves} to measure the true variable…