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Graph sparsification is a key technique for improving inference efficiency in Graph Neural Networks by removing edges with minimal impact on predictions. GNN explainability methods generate local importance scores, which can be aggregated…

Machine Learning · Computer Science 2025-07-29 Selahattin Akkas , Ariful Azad

When using machine learning techniques in decision-making processes, the interpretability of the models is important. Shapley additive explanation (SHAP) is one of the most promising interpretation methods for machine learning models.…

Machine Learning · Computer Science 2022-08-08 Yasunobu Nohara , Toyoshi Inoguchi , Chinatsu Nojiri , Naoki Nakashima

Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…

Machine Learning · Statistics 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

Shapley values, which were originally designed to assign attributions to individual players in coalition games, have become a commonly used approach in explainable machine learning to provide attributions to input features for black-box…

Machine Learning · Computer Science 2023-03-24 Che-Ping Tsai , Chih-Kuan Yeh , Pradeep Ravikumar

In explainable machine learning, local post-hoc explanation algorithms and inherently interpretable models are often seen as competing approaches. This work offers a partial reconciliation between the two by establishing a correspondence…

Machine Learning · Computer Science 2023-02-24 Sebastian Bordt , Ulrike von Luxburg

We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur

In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

Statistics Theory · Mathematics 2022-09-12 Matieyendou Lamboni

The R package "sensobol" provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several…

Computation · Statistics 2021-12-06 Arnald Puy , Samuele Lo Piano , Andrea Saltelli , Simon A. Levin

This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

We introduce a new global sensitivity measure, the global activity scores. The measure is based on finite differences of the underlying function, in contrast to several sensitivity measures in the literature that are based on derivatives of…

Statistics Theory · Mathematics 2026-04-08 Ruilong Yue , Giray Ökten

A shortcoming of black-box supervised learning models is their lack of interpretability or transparency. To facilitate interpretation, post-hoc global variable importance measures (VIMs) are widely used to assign to each predictor or input…

Methodology · Statistics 2025-12-25 Jingyu Zhu , Daniel W. Apley

Global sensitivity analysis (GSA) is frequently used to analyze the influence of uncertain parameters in mathematical models and simulations. In principle, tools from GSA may be extended to analyze the influence of parameters in statistical…

Computation · Statistics 2018-06-29 Joseph Hart , Julie Bessac , Emil Constantinescu

The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning predictive algorithms fed with tabular data, text or images,…

Machine Learning · Statistics 2025-06-06 Pedro Delicado , Cristian Pachón-García

A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobol' index typically measures the influence of some inputs…

Statistics Theory · Mathematics 2025-07-22 Thierry Klein , Agnès Lagnoux , Paul Rochet , Thi Mong Ngoc Nguyen

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

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions.…

Machine Learning · Statistics 2026-04-22 Shijie Zhong , Jiangfeng Fu

Albeit the ubiquitous use of Graph Neural Networks (GNNs) in machine learning (ML) prediction tasks involving graph-structured data, their interpretability remains challenging. In explainable artificial intelligence (XAI), the Shapley Value…

In this paper we address the problem of efficient estimation of Sobol sensitivy indices. First, we focus on general functional integrals of conditional moments of the form $\E(\psi(\E(\varphi(Y)|X)))$ where $(X,Y)$ is a random vector with…

Statistics Theory · Mathematics 2012-03-15 Sébastien Da Veiga , Fabrice Gamboa

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander