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With the adoption of machine learning-based solutions in routine clinical practice, the need for reliable interpretability tools has become pressing. Shapley values provide local explanations. The method gained popularity in recent years.…

Methodology · Statistics 2023-06-27 Lucile Ter-Minassian , Sahra Ghalebikesabi , Karla Diaz-Ordaz , Chris Holmes

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

The Shapley value is a game-theoretic notion for wealth distribution that is nowadays extensively used to explain complex data-intensive computation, for instance, in network analysis or machine learning. Recent theoretical works show that…

Databases · Computer Science 2022-01-04 Daniel Deutch , Nave Frost , Benny Kimelfeld , Mikaël Monet

Because of their strong theoretical properties, Shapley values have become very popular as a way to explain predictions made by black box models. Unfortuately, most existing techniques to compute Shapley values are computationally very…

Machine Learning · Computer Science 2022-08-29 Arne Gevaert , Yvan Saeys

Recent advances in game informatics have enabled us to find strong strategies across a diverse range of games. However, these strategies are usually difficult for humans to interpret. On the other hand, research in Explainable Artificial…

Multiagent Systems · Computer Science 2024-03-13 Satoru Fujii

Data valuation has become an increasingly significant discipline in data science due to the economic value of data. In the context of machine learning (ML), data valuation methods aim to equitably measure the contribution of each data point…

Machine Learning · Computer Science 2023-06-13 Xiang Li , Haocheng Xia , Jinfei Liu

Motivated by the problem of utility allocation in a portfolio under a Markowitz mean-variance choice paradigm, we propose an allocation criterion for the variance of the sum of $n$ possibly dependent random variables. This criterion, the…

Probability · Mathematics 2017-04-04 Riccardo Colini-Baldeschi , Marco Scarsini , Stefano Vaccari

Shapley values are widely used for model-agnostic data valuation and feature attribution, yet they implicitly assume contributors are interchangeable. This can be problematic when contributors are dependent (e.g., reused/augmented data or…

Machine Learning · Computer Science 2026-02-11 Kiljae Lee , Ziqi Liu , Weijing Tang , Yuan Zhang

The Shapley value provides a principled framework for fairly distributing rewards among participants according to their individual contributions. While prior work has applied this concept to data valuation in machine learning, existing…

Computer Science and Game Theory · Computer Science 2026-01-22 Zhuofan Jia , Jian Pei

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

In this paper we introduce a metric aimed at helping machine learning practitioners quickly summarize and communicate the overall importance of each feature in any black-box machine learning prediction model. Our proposed metric, based on a…

Methodology · Statistics 2019-08-27 Nickalus Redell

We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…

Machine Learning · Statistics 2019-11-28 Dominik Janzing , Lenon Minorics , Patrick Blöbaum

SHAP is a popular method for measuring variable importance in machine learning models. In this paper, we study the algorithm used to estimate SHAP scores and outline its connection to the functional ANOVA decomposition. We use this…

Methodology · Statistics 2022-11-14 Andrew Herren , P. Richard Hahn

"How much is my data worth?" is an increasingly common question posed by organizations and individuals alike. An answer to this question could allow, for instance, fairly distributing profits among multiple data contributors and determining…

Machine Learning · Computer Science 2023-03-07 Ruoxi Jia , David Dao , Boxin Wang , Frances Ann Hubis , Nick Hynes , Nezihe Merve Gurel , Bo Li , Ce Zhang , Dawn Song , Costas Spanos

As the use of complex machine learning models continues to grow, so does the need for reliable explainability methods. One of the most popular methods for model explainability is based on Shapley values. There are two most commonly used…

Machine Learning · Statistics 2024-12-18 Ilya Rozenfeld

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance.…

Machine Learning · Computer Science 2022-06-29 David S. Watson

Shapley values are today extensively used as a model-agnostic explanation framework to explain complex predictive machine learning models. Shapley values have desirable theoretical properties and a sound mathematical foundation in the field…

Machine Learning · Statistics 2022-08-16 Lars Henry Berge Olsen , Ingrid Kristine Glad , Martin Jullum , Kjersti Aas

Shapley value is a classic notion from game theory, historically used to quantify the contributions of individuals within groups, and more recently applied to assign values to data points when training machine learning models. Despite its…

Machine Learning · Computer Science 2020-02-28 Amirata Ghorbani , Michael P. Kim , James Zou

Quantifying the importance of each training point to a learning task is a fundamental problem in machine learning and the estimated importance scores have been leveraged to guide a range of data workflows such as data summarization and…

Machine Learning · Computer Science 2021-04-27 Ruoxi Jia , Fan Wu , Xuehui Sun , Jiacen Xu , David Dao , Bhavya Kailkhura , Ce Zhang , Bo Li , Dawn Song