Related papers: Shapley value confidence intervals for attributing…
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…
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…
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…
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…
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…
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…
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 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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…