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Unsupervised anomaly detection from high dimensional data like mobility networks is a challenging task. Study of different approaches of feature engineering from such high dimensional data have been a focus of research in this field. This…

Machine Learning · Computer Science 2019-12-09 Urwa Muaz , Stanislav Sobolevsky

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

This paper considers an anomaly detection problem in which a detection algorithm assigns anomaly scores to multi-dimensional data points, such as cellular networks' Key Performance Indicators (KPIs). We propose an optimization framework to…

Information Theory · Computer Science 2023-09-01 Ali Maatouk , Fadhel Ayed , Wenjie Li , Yu Wang , Hong Zhu , Jiantao Ye

We study the attribution problem, that is, the problem of attributing a change in the value of a characteristic function to its independent variables. We make three contributions. First, we propose a formalization of the problem based on a…

Computer Science and Game Theory · Computer Science 2016-07-13 Yi Sun , Mukund Sundararajan

We consider an investment process that includes a number of features, each of which can be active or inactive. Our goal is to attribute or decompose an achieved performance to each of these features, plus a baseline value. There are many…

Computational Finance · Quantitative Finance 2021-02-12 Nicholas Moehle , Stephen Boyd , Andrew Ang

Attribution scores reflect how important the feature values in an input entity are for the output of a machine learning model. One of the most popular attribution scores is the SHAP score, which is an instantiation of the general Shapley…

Artificial Intelligence · Computer Science 2024-08-14 Santiago Cifuentes , Leopoldo Bertossi , Nina Pardal , Sergio Abriola , Maria Vanina Martinez , Miguel Romero

Attribution scores can be applied in data management to quantify the contribution of individual items to conclusions from the data, as part of the explanation of what led to these conclusions. In Artificial Intelligence, Machine Learning,…

Databases · Computer Science 2024-01-15 Leopoldo Bertossi , Benny Kimelfeld , Ester Livshits , Mikaël Monet

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…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

Anomaly detection methods strive to discover patterns that differ from the norm in a semantic way. This goal is ambiguous as a data point differing from the norm by an attribute e.g., age, race or gender, may be considered anomalous by some…

Computer Vision and Pattern Recognition · Computer Science 2022-07-08 Niv Cohen , Jonathan Kahana , Yedid Hoshen

Recent work demonstrated the existence of Boolean functions for which Shapley values provide misleading information about the relative importance of features in rule-based explanations. Such misleading information was broadly categorized…

Artificial Intelligence · Computer Science 2024-02-14 Xuanxiang Huang , Joao Marques-Silva

Numerous works propose post-hoc, model-agnostic explanations for learning to rank, focusing on ordering entities by their relevance to a query through feature attribution methods. However, these attributions often weakly correlate or…

Information Retrieval · Computer Science 2025-02-25 Tanya Chowdhury , Yair Zick , James Allan

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

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…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

The Shapley value, which is arguably the most popular approach for assigning a meaningful contribution value to players in a cooperative game, has recently been used intensively in explainable artificial intelligence. Its meaningfulness is…

Machine Learning · Computer Science 2024-01-31 Patrick Kolpaczki , Viktor Bengs , Maximilian Muschalik , Eyke Hüllermeier

We propose a simple yet effective method for detecting anomalous instances on an attribute graph with label information of a small number of instances. Although with standard anomaly detection methods it is usually assumed that instances…

Machine Learning · Statistics 2020-02-28 Atsutoshi Kumagai , Tomoharu Iwata , Yasuhiro Fujiwara

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 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…

Machine Learning · Computer Science 2020-10-26 Ramin Okhrati , Aldo Lipani

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

Practical anomaly detection requires applying numerous approaches due to the inherent difficulty of unsupervised learning. Direct comparison between complex or opaque anomaly detection algorithms is intractable; we instead propose a…

Machine Learning · Statistics 2021-01-08 Matthew Davidow , David Matteson

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:…

Machine Learning · Computer Science 2022-07-18 Hugh Chen , Ian C. Covert , Scott M. Lundberg , Su-In Lee