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The concept of probabilistic values, such as Beta Shapley values and weighted Banzhaf values, has gained recent attention in applications like feature attribution and data valuation. However, exact computation of these values is often…

Machine Learning · Computer Science 2024-11-01 Weida Li , Yaoliang Yu

Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable,…

Machine Learning · Statistics 2026-05-29 Joseph Paillard , Angel Reyero Lobo , Denis A. Engemann , Bertrand Thirion

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

Statistics Theory · Mathematics 2021-12-03 Peter L. Cohen , Colin B. Fogarty

Variable importance is central to scientific studies, including the social sciences and causal inference, healthcare, and other domains. However, current notions of variable importance are often tied to a specific predictive model. This is…

Machine Learning · Statistics 2020-02-11 Jiayun Dong , Cynthia Rudin

Algorithmic decisions in critical domains such as hiring, college admissions, and lending are often based on rankings. Given the impact of these decisions on individuals, organizations, and population groups, it is essential to understand…

Artificial Intelligence · Computer Science 2025-07-29 Venetia Pliatsika , Joao Fonseca , Kateryna Akhynko , Ivan Shevchenko , Julia Stoyanovich

Explainable artificial intelligence (XAI) aims to help human decision-makers in understanding complex machine learning (ML) models. One of the hallmarks of XAI are measures of relative feature importance, which are theoretically justified…

Artificial Intelligence · Computer Science 2024-02-12 Joao Marques-Silva , Xuanxiang Huang

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…

Methodology · Statistics 2022-12-02 Joel L. Horowitz , Sokbae Lee

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

Sample selection improves the efficiency and effectiveness of machine learning models by providing informative and representative samples. Typically, samples can be modeled as a sample graph, where nodes are samples and edges represent…

Machine Learning · Computer Science 2025-03-04 Tianchi Xie , Jiangning Zhu , Guozu Ma , Minzhi Lin , Wei Chen , Weikai Yang , Shixia Liu

Originally rooted in game theory, the Shapley Value (SV) has recently become an important tool in machine learning research. Perhaps most notably, it is used for feature attribution and data valuation in explainable artificial intelligence.…

Explaining complex or seemingly simple machine learning models is an important practical problem. We want to explain individual predictions from a complex machine learning model by learning simple, interpretable explanations. Shapley values…

Machine Learning · Statistics 2020-02-07 Kjersti Aas , Martin Jullum , Anders Løland

We consider Bayesian inference by importance sampling when the likelihood is analytically intractable but can be unbiasedly estimated. We refer to this procedure as importance sampling squared (IS2), as we can often estimate the likelihood…

Methodology · Statistics 2016-07-26 Minh-Ngoc Tran , Marcel Scharth , Michael K. Pitt , Robert Kohn

Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures of inequality is particularly crucial. In the present paper, we propose a general class of estimators for such…

Methodology · Statistics 2014-07-01 Camelia Goga , Anne Ruiz-Gazen

Shapley value is a widely used tool in explainable artificial intelligence (XAI), as it provides a principled way to attribute contributions of input features to model outputs. However, estimation of Shapley value requires capturing…

Machine Learning · Computer Science 2025-11-05 Cheng Lu , Jiusun Zeng , Yu Xia , Jinhui Cai , Shihua Luo

Message importance measure (MIM) is applicable to characterize the importance of information in the scenario of big data, similar to entropy in information theory. In fact, MIM with a variable parameter can make an effect on the…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Yunquan Dong , Pingyi Fan

A shortcoming of black-box supervised learning models is their lack of interpretability or transparency. To facilitate interpretation, post-hoc global variable importance measures (VIMs) are widely used to assign to each predictor or input…

Methodology · Statistics 2025-12-25 Jingyu Zhu , Daniel W. Apley

Research often necessitates of samples, yet obtaining large enough samples is not always possible. When it is, the researcher may use one of two methods for deciding upon the required sample size: rules-of-thumb, quick yet uncertain, and…

Methodology · Statistics 2016-04-08 Jose D. Perezgonzalez

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix
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