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When using machine learning techniques in decision-making processes, the interpretability of the models is important. In the present paper, we adopted the Shapley additive explanation (SHAP), which is based on fair profit allocation among…

Machine Learning · Computer Science 2022-03-03 Yasunobu Nohara , Koutarou Matsumoto , Hidehisa Soejima , Naoki Nakashima

In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different variances of its input random variables. These indices are…

Statistics Theory · Mathematics 2018-01-11 Nazih Benoumechiara , Kevin Elie-Dit-Cosaque

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…

Methodology · Statistics 2023-04-05 Marco Morucci , Cynthia Rudin , Alexander Volfovsky

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Shapley values are a cornerstone of explainable AI, yet their proliferation into competing formulations has created a fragmented landscape with little consensus on practical deployment. While theoretical differences are well-documented,…

Machine Learning · Computer Science 2026-04-27 Inês Oliveira e Silva , Sérgio Jesus , Iker Perez , Rita P. Ribeiro , Carlos Soares , Hugo Ferreira , Pedro Bizarro

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

Methodology · Statistics 2026-04-30 Kun Ren , Wen Su , Li Liu , Ian W. McKeague , Xingqiu Zhao

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

Econometrics · Economics 2020-02-26 Byunghoon Kang

Deep reinforcement learning (RL) has shown remarkable success in complex domains, however, the inherent black box nature of deep neural network policies raises significant challenges in understanding and trusting the decision-making…

Machine Learning · Computer Science 2025-01-20 Peilang Li , Umer Siddique , Yongcan Cao

The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…

Artificial Intelligence · Computer Science 2020-02-10 Mukund Sundararajan , Amir Najmi

A feature-based model explanation denotes how much each input feature contributes to a model's output for a given data point. As the number of proposed explanation functions grows, we lack quantitative evaluation criteria to help…

Machine Learning · Computer Science 2020-05-05 Umang Bhatt , Adrian Weller , José M. F. Moura

To tackle interpretability in deep learning, we present a novel framework to jointly learn a predictive model and its associated interpretation model. The interpreter provides both local and global interpretability about the predictive…

Machine Learning · Computer Science 2022-02-24 Jayneel Parekh , Pavlo Mozharovskyi , Florence d'Alché-Buc

Shapley values, a gold standard for feature attribution in Explainable AI, face two key challenges. First, the canonical Shapley framework assumes that the worth function is additive, yet real-world payoff constructions--driven by…

Machine Learning · Computer Science 2026-03-10 Jialai She

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…

Machine Learning · Statistics 2024-04-04 Ratmir Miftachov , Georg Keilbar , Wolfgang Karl Härdle

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Statistics Theory · Mathematics 2017-03-22 Art B. Owen , Clémentine Prieur

The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence,…

Methodology · Statistics 2021-02-15 Kjersti Aas , Thomas Nagler , Martin Jullum , Anders Løland

When quantitative models are used to support decision-making on complex and important topics, understanding a model's ``reasoning'' can increase trust in its predictions, expose hidden biases, or reduce vulnerability to adversarial attacks.…

Machine Learning · Computer Science 2019-07-09 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

Model explanations can be valuable for interpreting and debugging predictive models. We study a specific kind called Concept Explanations, where the goal is to interpret a model using human-understandable concepts. Although popular for…

Machine Learning · Computer Science 2024-04-08 Vihari Piratla , Juyeon Heo , Katherine M. Collins , Sukriti Singh , Adrian Weller

Time series forecasting models often lack interpretability, limiting their adoption in domains requiring explainable predictions. We propose \textsc{FreqLens}, an interpretable forecasting framework that discovers and attributes predictions…

Machine Learning · Computer Science 2026-02-10 Chi-Sheng Chen , Xinyu Zhang , En-Jui Kuo , Guan-Ying Chen , Qiuzhe Xie , Fan Zhang

A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper proposes a novel ensemble approach based on Shapley values, a…

Applications · Statistics 2026-03-05 G. Bimonte , M. Russolillo , Y. Yang , H. L. Shang

Predictions are the currency of a machine learning model, and to understand the model's behavior over segments of a dataset, or over time, is an important problem in machine learning research and practice. There currently is no systematic…

Machine Learning · Computer Science 2021-02-17 Aalok Shanbhag , Avijit Ghosh , Josh Rubin
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