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Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

As data emerges as a vital driver of technological and economic advancements, a key challenge is accurately quantifying its value in algorithmic decision-making. The Shapley value, a well-established concept from cooperative game theory,…

Computer Science and Game Theory · Computer Science 2025-11-20 Xi Zheng , Xiangyu Chang , Ruoxi Jia , Yong Tan

Cooperative game theory methods, notably Shapley values, have significantly enhanced machine learning (ML) interpretability. However, existing explainable AI (XAI) frameworks mainly attribute average model predictions, overlooking…

Artificial Intelligence · Computer Science 2025-05-20 Marouane Il Idrissi , Agathe Fernandes Machado , Ewen Gallic , Arthur Charpentier

Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance.…

Machine Learning · Computer Science 2022-06-29 David S. Watson

The Shapley value is a ubiquitous framework for attribution in machine learning, encompassing feature importance, data valuation, and causal inference. However, its exact computation is generally intractable, necessitating efficient…

Machine Learning · Computer Science 2026-02-03 Fabian Fumagalli , Landon Butler , Justin Singh Kang , Kannan Ramchandran , R. Teal Witter

Variable importance plays a pivotal role in interpretable machine learning as it helps measure the impact of factors on the output of the prediction model. Model agnostic methods based on the generation of "null" features via permutation…

While Shapley Values (SV) are one of the gold standard for interpreting machine learning models, we show that they are still poorly understood, in particular in the presence of categorical variables or of variables of low importance. For…

Machine Learning · Statistics 2022-04-07 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

Explainability in yield prediction helps us fully explore the potential of machine learning models that are already able to achieve high accuracy for a variety of yield prediction scenarios. The data included for the prediction of yields…

Machine Learning · Computer Science 2023-04-17 Florian Huber , Hannes Engler , Anna Kicherer , Katja Herzog , Reinhard Töpfer , Volker Steinhage

Variable importance measures (VIMs) aim to quantify the contribution of each input covariate to the predictability of a given output. With the growing interest in explainable AI, numerous VIMs have been proposed, many of which are heuristic…

Methodology · Statistics 2025-09-23 Angel Reyero-Lobo , Pierre Neuvial , Bertrand Thirion

eXplainable Artificial Intelligence (XAI) is a sub-field of Artificial Intelligence (AI) that is at the forefront of AI research. In XAI, feature attribution methods produce explanations in the form of feature importance. People often use…

Artificial Intelligence · Computer Science 2022-02-09 Jamie Duell , Monika Seisenberger , Gert Aarts , Shangming Zhou , Xiuyi Fan

What is the value of an individual model in an ensemble of binary classifiers? We answer this question by introducing a class of transferable utility cooperative games called \textit{ensemble games}. In machine learning ensembles,…

Machine Learning · Computer Science 2021-06-14 Benedek Rozemberczki , Rik Sarkar

With wide application of Artificial Intelligence (AI), it has become particularly important to make decisions of AI systems explainable and transparent. In this paper, we proposed a new Explainable Artificial Intelligence (XAI) method…

Artificial Intelligence · Computer Science 2025-04-01 Chi Zhao , Jing Liu , Elena Parilina

Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

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

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,…

Methodology · Statistics 2026-01-05 Sinan Acemoglu , Christian Kleiber , Jörg Urban

The SHAP (short for Shapley additive explanation) framework has become an essential tool for attributing importance to variables in predictive tasks. In model-agnostic settings, SHAP uses the concept of Shapley values from cooperative game…

Machine Learning · Statistics 2026-02-12 Justin Whitehouse , Ayush Sawarni , Vasilis Syrgkanis

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 consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is…

Computer Science and Game Theory · Computer Science 2017-04-10 Mustapha Ridaoui , Michel Grabisch , Christophe Labreuche

Feature attribution methods based on game theory are ubiquitous in the field of eXplainable Artificial Intelligence (XAI). Recent works proposed rigorous feature attribution using logic-based explanations, specifically targeting high-stakes…

Artificial Intelligence · Computer Science 2025-08-19 Xuanxiang Huang , Olivier Létoffé , Joao Marques-Silva

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
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