Related papers: Efficient nonparametric statistical inference on p…
Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…
Shapley values are widely recognized as a principled method for attributing importance to input features in machine learning. However, the exact computation of Shapley values scales exponentially with the number of features, severely…
Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…
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…
Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…
We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary…
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…
Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…
Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…
In this paper, we develop an exact method for the determination of the minimum sample size for estimating the proportion of a finite population with prescribed margin of error and confidence level. By characterizing the behavior of the…
Message importance measure (MIM) is an important index to describe the message importance in the scenario of big data. Similar to the Shannon Entropy and Renyi Entropy, MIM is required to characterize the uncertainty of a random process and…
Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…
Explainability in yield prediction helps us fully explore the potential of machine learning models that are already able to achieve high accuracy for a variety of yield prediction scenarios. The data included for the prediction of yields…
We develop a Bayesian model-based approach to finite population estimation accounting for spatial dependence. Our innovation here is a framework that achieves inference for finite population quantities in spatial process settings. A key…
The selection of grouped variables using the random forest algorithm is considered. First a new importance measure adapted for groups of variables is proposed. Theoretical insights into this criterion are given for additive regression…
"How much is my data worth?" is an increasingly common question posed by organizations and individuals alike. An answer to this question could allow, for instance, fairly distributing profits among multiple data contributors and determining…
Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature…
Shapley effects are attracting increasing attention as sensitivity measures. When the value function is the conditional variance, they account for the individual and higher order effects of a model input. They are also well defined under…
The complex nature of artificial neural networks raises concerns on their reliability, trustworthiness, and fairness in real-world scenarios. The Shapley value -- a solution concept from game theory -- is one of the most popular explanation…
Data valuation has found various applications in machine learning, such as data filtering, efficient learning and incentives for data sharing. The most popular current approach to data valuation is the Shapley value. While popular for its…