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We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…

Machine Learning · Statistics 2019-11-28 Dominik Janzing , Lenon Minorics , Patrick Blöbaum

Fine-grained anomaly detection has recently been dominated by segmentation based approaches. These approaches first classify each element of the sample (e.g., image patch) as normal or anomalous and then classify the entire sample as…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Niv Cohen , Issar Tzachor , Yedid Hoshen

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

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based…

Machine Learning · Statistics 2021-04-27 Sandhya Tripathi , N. Hemachandra , Prashant Trivedi

Anomaly Detection is an unsupervised learning task aimed at detecting anomalous behaviours with respect to historical data. In particular, multivariate Anomaly Detection has an important role in many applications thanks to the capability of…

Machine Learning · Computer Science 2021-07-14 Mattia Carletti , Matteo Terzi , Gian Antonio Susto

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…

Machine Learning · Computer Science 2023-06-21 Joran Michiels , Maarten De Vos , Johan Suykens

Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…

Artificial Intelligence · Computer Science 2020-07-01 I. Elizabeth Kumar , Suresh Venkatasubramanian , Carlos Scheidegger , Sorelle Friedler

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

Machine Learning · Statistics 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra

Anomaly detection algorithms are often thought to be limited because they don't facilitate the process of validating results performed by domain experts. In Contrast, deep learning algorithms for anomaly detection, such as autoencoders,…

Machine Learning · Computer Science 2020-07-02 Liat Antwarg , Ronnie Mindlin Miller , Bracha Shapira , Lior Rokach

Standard methods for anomaly detection assume that all features are observed at both learning time and prediction time. Such methods cannot process data containing missing values. This paper studies five strategies for handling missing…

Machine Learning · Computer Science 2018-09-06 Thomas G. Dietterich , Tadesse Zemicheal

Anomaly detection plays a crucial role in various real-world applications, including healthcare and finance systems. Owing to the limited number of anomaly labels in these complex systems, unsupervised anomaly detection methods have…

Machine Learning · Computer Science 2023-10-10 Zongyuan Huang , Baohua Zhang , Guoqiang Hu , Longyuan Li , Yanyan Xu , Yaohui Jin

Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique…

Machine Learning · Computer Science 2021-12-21 Thomas W. Campbell , Heinrich Roder , Robert W. Georgantas , Joanna Roder

A common problem in various applications is the additive decomposition of the output of a function with respect to its input variables. Functions with binary arguments can be axiomatically decomposed by the famous Shapley value. For the…

Mathematical Finance · Quantitative Finance 2023-03-15 Marcus C Christiansen

Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning…

Machine Learning · Computer Science 2024-05-24 Lorenzo Perini , Maja Rudolph , Sabrina Schmedding , Chen Qiu

Not all real-world data are labeled, and when labels are not available, it is often costly to obtain them. Moreover, as many algorithms suffer from the curse of dimensionality, reducing the features in the data to a smaller set is often of…

Machine Learning · Computer Science 2022-05-19 Chiara Balestra , Florian Huber , Andreas Mayr , Emmanuel Müller

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection…

Machine Learning · Statistics 2019-09-12 Tomoharu Iwata , Machiko Toyoda , Shotaro Tora , Naonori Ueda

We present an unsupervised method for aggregating anomalies in tabular datasets by identifying the top-k tabular data quality insights. Each insight consists of a set of anomalous attributes and the corresponding subsets of records that…

Machine Learning · Computer Science 2025-01-14 Manisha Padala , Lokesh Nagalapatti , Atharv Tyagi , Ramasuri Narayanam , Shiv Kumar Saini

Additive feature explanations rely primarily on game-theoretic notions such as the Shapley value by viewing features as cooperating players. The Shapley value's popularity in and outside of explainable AI stems from its axiomatic…

Machine Learning · Computer Science 2025-07-23 Patrick Kolpaczki , Tim Nielen , Eyke Hüllermeier

Machine learning techniques can automatically identify outliers in massive datasets, much faster and more reproducible than human inspection ever could. But finding such outliers immediately leads to the question: which features render this…

Machine Learning · Computer Science 2023-11-01 Jeff Shen , Peter Melchior