Related papers: Shapley Decomposition of R-Squared in Machine Lear…
Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models. As the…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…
In anomaly detection, the degree of irregularity is often summarized as a real-valued anomaly score. We address the problem of attributing such anomaly scores to input features for interpreting the results of anomaly detection. We…
Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…
In the context of supervised parametric models, we introduce the concept of e-values. An e-value is a scalar quantity that represents the proximity of the sampling distribution of parameter estimates in a model trained on a subset of…
Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation…
Shapley values have emerged as a widely accepted and trustworthy tool, grounded in theoretical axioms, for addressing challenges posed by black-box models like deep neural networks. However, computing Shapley values encounters exponential…
We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…
Developing modern machine learning (ML) applications is data-centric, of which one fundamental challenge is to understand the influence of data quality to ML training -- "Which training examples are 'guilty' in making the trained ML model…
Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…
Shapley value is a widely used tool in explainable artificial intelligence (XAI), as it provides a principled way to attribute contributions of input features to model outputs. However, estimation of Shapley value requires capturing…
Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…
This paper proposes a uniqueness Shapley measure to compare the extent to which different variables are able to identify a subject. Revealing the value of a variable on subject $t$ shrinks the set of possible subjects that $t$ could be. The…
Interpretable machine learning has been focusing on explaining final models that optimize performance. The current state-of-the-art is the Shapley additive explanations (SHAP) that locally explains variable impact on individual predictions,…
Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…
Traditional machine learning (ML) algorithms, such as multiple regression, require human analysts to make decisions on how to treat the data. These decisions can make the model building process subjective and difficult to replicate for…
To reduce the heavy computational burden of reactive power optimization of distribution networks, machine learning models are receiving increasing attention. However, most machine learning models (e.g., neural networks) are usually…
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…
Shapley values have become one of the most popular feature attribution explanation methods. However, most prior work has focused on post-hoc Shapley explanations, which can be computationally demanding due to its exponential time complexity…
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…