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This work focuses on developing efficient post-hoc explanations for quantum AI algorithms. In classical contexts, the cooperative game theory concept of the Shapley value adapts naturally to post-hoc explanations, where it can be used to…

Quantum Physics · Physics 2025-04-18 Iain Burge , Michel Barbeau , Joaquin Garcia-Alfaro

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

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

Shapley values are widely recognized as a principled method for attributing importance to input features in machine learning. However, the exact computation of Shapley values scales exponentially with the number of features, severely…

Machine Learning · Computer Science 2025-08-21 Majid Mohammadi , Krikamol Muandet , Ilaria Tiddi , Annette Ten Teije , Siu Lun Chau

Measuring the value of individual samples is critical for many data-driven tasks, e.g., the training of a deep learning model. Recent literature witnesses the substantial efforts in developing data valuation methods. The primary data…

Machine Learning · Computer Science 2024-06-06 Ou Wu , Weiyao Zhu , Mengyang Li

Recent work demonstrated the existence of Boolean functions for which Shapley values provide misleading information about the relative importance of features in rule-based explanations. Such misleading information was broadly categorized…

Artificial Intelligence · Computer Science 2024-02-14 Xuanxiang Huang , Joao Marques-Silva

Explaining complex or seemingly simple machine learning models is an important practical problem. We want to explain individual predictions from a complex machine learning model by learning simple, interpretable explanations. Shapley values…

Machine Learning · Statistics 2020-02-07 Kjersti Aas , Martin Jullum , Anders Løland

Despite the popularity of Shapley Values in explaining neural text classification models, computing them is prohibitive for large pretrained models due to a large number of model evaluations. In practice, Shapley Values are often estimated…

Computation and Language · Computer Science 2023-06-01 Chenghao Yang , Fan Yin , He He , Kai-Wei Chang , Xiaofei Ma , Bing Xiang

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten

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…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

Probabilistic graphical models, such as Markov random fields (MRF), exploit dependencies among random variables to model a rich family of joint probability distributions. Sophisticated inference algorithms, such as belief propagation (BP),…

Social and Information Networks · Computer Science 2020-04-22 Yifei Liu , Chao Chen , Xi Zhang , Sihong Xie

Explainability in AI is crucial for model development, compliance with regulation, and providing operational nuance to predictions. The Shapley framework for explainability attributes a model's predictions to its input features in a…

Machine Learning · Computer Science 2021-12-21 Christopher Frye , Damien de Mijolla , Tom Begley , Laurence Cowton , Megan Stanley , Ilya Feige

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Shapley values, a game theoretic concept, has been one of the most popular tools for explaining Machine Learning (ML) models in recent years. Unfortunately, the two most common approaches, conditional and marginal, to calculating Shapley…

Computer Science and Game Theory · Computer Science 2024-09-11 Ilya Rozenfeld

We consider the dataset valuation problem, that is, the problem of quantifying the incremental gain, to some relevant pre-defined utility of a machine learning task, of aggregating an individual dataset to others. The Shapley value is a…

Artificial Intelligence · Computer Science 2025-02-25 Felipe Garrido-Lucero , Benjamin Heymann , Maxime Vono , Patrick Loiseau , Vianney Perchet

The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects. These inputs can be unlikely, physically…

Machine Learning · Computer Science 2023-04-14 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

The Shapley value has become popular in the Explainable AI (XAI) literature, thanks, to a large extent, to a solid theoretical foundation, including four "favourable and fair" axioms for attribution in transferable utility games. The…

Machine Learning · Computer Science 2021-02-23 Daniel Fryer , Inga Strümke , Hien Nguyen

The coefficient of determination, the $R^2$, is often used to measure the variance explained by an affine combination of multiple explanatory covariates. An attribution of this explanatory contribution to each of the individual covariates…

Methodology · Statistics 2020-08-11 Daniel Fryer , Inga Strumke , Hien Nguyen

The Shapley effects are global sensitivity indices: they quantify the impact of each input variable on the output variable in a model. In this work, we suggest new estimators of these sensitivity indices. When the input distribution is…

Statistics Theory · Mathematics 2020-02-14 Baptiste Broto , François Bachoc , Marine Depecker

Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a…

Machine Learning · Computer Science 2021-09-21 Pål Vegard Johnsen , Inga Strümke , Signe Riemer-Sørensen , Andrew Thomas DeWan , Mette Langaas