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Shapley additive explanations (SHAP) are widely recognised as computationally intractable for neural networks, since they induce an exponential search space over the input features. In this work, we take a first step towards scaling exact…

Machine Learning · Computer Science 2026-05-26 David Boetius , Shahaf Bassan , Guy Katz , Stefan Leue , Tobias Sutter

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

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

Predictive Process Analytics is becoming an essential aid for organizations, providing online operational support of their processes. However, process stakeholders need to be provided with an explanation of the reasons why a given process…

Because of their strong theoretical properties, Shapley values have become very popular as a way to explain predictions made by black box models. Unfortuately, most existing techniques to compute Shapley values are computationally very…

Machine Learning · Computer Science 2022-08-29 Arne Gevaert , Yvan Saeys

Despite impressive capabilities and outstanding performance, deep neural networks (DNNs) have captured increasing public concern about their security problems, due to their frequently occurred erroneous behaviors. Therefore, it is necessary…

Machine Learning · Computer Science 2022-11-22 Haibo Jin , Ruoxi Chen , Haibin Zheng , Jinyin Chen , Yao Cheng , Yue Yu , Xianglong Liu

Deep learning models are favored in many research and industry areas and have reached the accuracy of approximating or even surpassing human level. However they've long been considered by researchers as black-box models for their…

Machine Learning · Computer Science 2020-10-16 Xiaojian Wang , Jingyuan Wang , Ke Tang

Deep neural networks (DNNs) are famous for their high prediction accuracy, but they are also known for their black-box nature and poor interpretability. We consider the problem of variable selection, that is, selecting the input variables…

Machine Learning · Statistics 2019-09-18 Zixuan Song , Jun Li

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

Deep learning is a powerful tool whose applications in quantitative finance are growing every day. Yet, artificial neural networks behave as black boxes and this hinders validation and accountability processes. Being able to interpret the…

Pricing of Securities · Quantitative Finance 2021-04-20 Damiano Brigo , Xiaoshan Huang , Andrea Pallavicini , Haitz Saez de Ocariz Borde

The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence,…

Methodology · Statistics 2021-02-15 Kjersti Aas , Thomas Nagler , Martin Jullum , Anders Løland

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

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

Changes in input distribution can induce shifts in the average predictions of machine learning models. Such prediction shifts may impact downstream business outcomes (e.g. a bank's loan approval rate), so understanding their causes can be…

Machine Learning · Computer Science 2026-04-14 Tom Bewley , Salim I. Amoukou , Emanuele Albini , Saumitra Mishra , Manuela Veloso

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes". The difficulty of interpreting the…

Machine Learning · Statistics 2020-01-22 Enguerrand Horel , Virgile Mison , Tao Xiong , Kay Giesecke , Lidia Mangu

Developing modern machine learning (ML) applications is data-centric, of which one fundamental challenge is to understand the influence of data quality to ML training -- "Which training examples are 'guilty' in making the trained ML model…

Machine Learning · Computer Science 2022-04-28 Bojan Karlaš , David Dao , Matteo Interlandi , Bo Li , Sebastian Schelter , Wentao Wu , Ce Zhang

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

Shapley values are extensively used in explainable artificial intelligence (XAI) as a framework to explain predictions made by complex machine learning (ML) models. In this work, we focus on conditional Shapley values for predictive models…

Machine Learning · Statistics 2023-12-07 Lars Henry Berge Olsen

Graph neural networks (GNNs) are popular machine learning models for graphs with many applications across scientific domains. However, GNNs are considered black box models, and it is challenging to understand how the model makes…

Machine Learning · Computer Science 2025-01-20 Selahattin Akkas , Ariful Azad

This paper aims to explain deep neural networks (DNNs) from the perspective of multivariate interactions. In this paper, we define and quantify the significance of interactions among multiple input variables of the DNN. Input variables with…

Machine Learning · Computer Science 2021-02-04 Hao Zhang , Yichen Xie , Longjie Zheng , Die Zhang , Quanshi Zhang
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