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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…
Variable importance in regression analyses is of considerable interest in a variety of fields. There is no unique method for assessing variable importance. However, a substantial share of the available literature employs Shapley values,…
Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…
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…
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…
Feature attributions based on the Shapley value are popular for explaining machine learning models; however, their estimation is complex from both a theoretical and computational standpoint. We disentangle this complexity into two factors:…
Data valuation -- quantifying the contribution of individual data sources to certain predictive behaviors of a model -- is of great importance to enhancing the transparency of machine learning and designing incentive systems for data…
Fair credit assignment is essential in various machine learning (ML) applications, and Shapley values have emerged as a valuable tool for this purpose. However, in critical ML applications such as data valuation and feature attribution, the…
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…
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.…
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…
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…
In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…
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…
Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…
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…
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…
We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…
As opaque black-box predictive models become more prevalent, the need to develop interpretations for these models is of great interest. The concept of variable importance and Shapley values are interpretability measures that applies to any…
Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…