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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…

Computation · Statistics 2021-10-13 Elmar Plischke , Giovanni Rabitti , Emanuele Borgonovo

Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

The Shapley value is widely regarded as a trustworthy attribution metric. However, when people use Shapley values to explain the attribution of input variables of a deep neural network (DNN), it usually requires a very high computational…

Machine Learning · Computer Science 2023-12-04 Lu Chen , Siyu Lou , Keyan Zhang , Jin Huang , Quanshi Zhang

The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…

Machine Learning · Computer Science 2021-04-26 Ian Covert , Su-In Lee

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

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations. We use it to evaluate algorithmic fairness, using the well known…

Machine Learning · Computer Science 2021-05-20 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

Shapley value-based data valuation methods, originating from cooperative game theory, quantify the usefulness of each individual sample by considering its contribution to all possible training subsets. Despite their extensive applications,…

Machine Learning · Computer Science 2024-05-29 Ziao Yang , Han Yue , Jian Chen , Hongfu Liu

We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

The Shapley value is the prevalent solution for fair division problems in which a payout is to be divided among multiple agents. By adopting a game-theoretic view, the idea of fair division and the Shapley value can also be used in machine…

Computer Science and Game Theory · Computer Science 2026-05-13 Guilherme Dean Pelegrina , Patrick Kolpaczki , Eyke Hüllermeier

Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its…

Machine Learning · Statistics 2021-12-21 Christopher Frye , Colin Rowat , Ilya Feige

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

Data Shapley provides a principled framework for attributing data's contribution within machine learning contexts. However, existing approaches require re-training models on different data subsets, which is computationally intensive,…

Machine Learning · Computer Science 2025-06-10 Jiachen T. Wang , Prateek Mittal , Dawn Song , Ruoxi Jia

The Shapley value (SV) has emerged as a promising method for data valuation. However, computing or estimating the SV is often computationally expensive. To overcome this challenge, Jia et al. (2019) propose an advanced SV estimation…

Machine Learning · Statistics 2023-02-23 Jiachen T. Wang , Ruoxi Jia

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

In Explainable AI (XAI), Shapley values are a popular model-agnostic framework for explaining predictions made by complex machine learning models. The computation of Shapley values requires estimating non-trivial contribution functions…

Machine Learning · Computer Science 2026-01-27 Lars Henry Berge Olsen , Martin Jullum

Feature attributions based on the Shapley value are popular for explaining machine learning models; however, their estimation is complex from both a theoretical and computational standpoint. We disentangle this complexity into two factors:…

Machine Learning · Computer Science 2022-07-18 Hugh Chen , Ian C. Covert , Scott M. Lundberg , Su-In Lee

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…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…

Machine Learning · Statistics 2023-02-28 Muhammad Faaiz Taufiq , Patrick Blöbaum , Lenon Minorics

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