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We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…

Methodology · Statistics 2025-04-28 Fredrik Lohne Aanes

Shapley values, a game theoretic concept, has been one of the most popular tools for explaining Machine Learning (ML) models in recent years. Unfortunately, the two most common approaches, conditional and marginal, to calculating Shapley…

Computer Science and Game Theory · Computer Science 2024-09-11 Ilya Rozenfeld

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…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects. These inputs can be unlikely, physically…

Machine Learning · Computer Science 2023-04-14 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

Explainable AI (XAI) is widely used to analyze AI systems' decision-making, such as providing counterfactual explanations for recourse. When unexpected explanations occur, users may want to understand the training data properties shaping…

Machine Learning · Computer Science 2025-03-26 André Artelt , Barbara Hammer

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…

Machine Learning · Statistics 2024-12-18 Ilya Rozenfeld

Existing methods of explainable AI and interpretable ML cannot explain change in the values of an output variable for a statistical unit in terms of the change in the input values and the change in the "mechanism" (the function transforming…

Machine Learning · Computer Science 2022-06-28 Kailash Budhathoki , George Michailidis , Dominik Janzing

Machine learning models often deteriorate in their performance when they are used to predict the outcomes over data on which they were not trained. These scenarios can often arise in real world when the distribution of data changes…

Machine Learning · Computer Science 2024-01-19 Narayanan U. Edakunni , Utkarsh Tekriwal , Anukriti Jain

The true population-level importance of a variable in a prediction task provides useful knowledge about the underlying data-generating mechanism and can help in deciding which measurements to collect in subsequent experiments. Valid…

Methodology · Statistics 2025-10-23 Brian D. Williamson , Jean Feng

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…

Machine Learning · Computer Science 2023-04-03 Raoul Heese , Sascha Mücke , Matthias Jakobs , Thore Gerlach , Nico Piatkowski

In modern data analysis, it is common to select a model before performing statistical inference. Selective inference tools make adjustments for the model selection process in order to ensure reliable inference post selection. In this paper,…

Methodology · Statistics 2025-02-24 Yumeng Wang , Snigdha Panigrahi , Xuming He

We propose Group Shapley, a metric that extends the classical individual-level Shapley value framework to evaluate the importance of feature groups, addressing the structured nature of predictors commonly found in business and economic…

Machine Learning · Statistics 2025-01-07 Jingyi Wang , Ying Chen , Paolo Giudici

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

Methodology · Statistics 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

It is evident that, currently, generative models are surpassed in quality by human professionals. However, with the advancements in Artificial Intelligence, this gap will narrow, leading to scenarios where individuals who have dedicated…

Computer Vision and Pattern Recognition · Computer Science 2024-03-28 Alex Glinsky , Alexey Sokolsky

The Shapley value is a common tool in game theory to evaluate the importance of a player in a cooperative setting. In a geometric context, it provides a way to measure the contribution of a geometric object in a set towards some function on…

Computational Geometry · Computer Science 2020-02-14 Shuhao Tan

Over the last few years, the Shapley value, a solution concept from cooperative game theory, has found numerous applications in machine learning. In this paper, we first discuss fundamental concepts of cooperative game theory and axiomatic…

Machine Learning · Computer Science 2022-05-27 Benedek Rozemberczki , Lauren Watson , Péter Bayer , Hao-Tsung Yang , Olivér Kiss , Sebastian Nilsson , Rik Sarkar

Local feature attribution methods are increasingly used to explain complex machine learning models. However, current methods are limited because they are extremely expensive to compute or are not capable of explaining a distributed series…

Machine Learning · Computer Science 2022-10-12 Hugh Chen , Scott M. Lundberg , Su-In Lee

In this paper we investigate the problem of quantifying the contribution of each variable to the satisfying assignments of a Boolean function based on the Shapley value. Our main result is a polynomial-time equivalence between computing…

Databases · Computer Science 2023-06-27 Ahmet Kara , Dan Olteanu , Dan Suciu

Reinforcement learning has achieved remarkable success in complex decision-making environments, yet its lack of transparency limits its deployment in practice, especially in safety-critical settings. Shapley values from cooperative game…

Machine Learning · Computer Science 2025-11-11 Daniel Beechey , Özgür Şimşek

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival