Related papers: A Baseline for Shapley Values in MLPs: from Missin…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…