Related papers: Predictive and Causal Implications of using Shaple…

Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…

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…

Originating in game theory, Shapley values are widely used for explaining a machine learning model's prediction by quantifying the contribution of each feature's value to the prediction. This requires a scalar prediction as in binary…

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based…

What is the value of an individual model in an ensemble of binary classifiers? We answer this question by introducing a class of transferable utility cooperative games called \textit{ensemble games}. In machine learning ensembles,…

With the widespread use of sophisticated machine learning models in sensitive applications, understanding their decision-making has become an essential task. Models trained on tabular data have witnessed significant progress in explanations…

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

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…

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…

This paper develops a rigorous argument for why the use of Shapley values in explainable AI (XAI) will necessarily yield provably misleading information about the relative importance of features for predictions. Concretely, this paper…

While Shapley Values (SV) are one of the gold standard for interpreting machine learning models, we show that they are still poorly understood, in particular in the presence of categorical variables or of variables of low importance. For…

A variety of recent papers discuss the application of Shapley values, a concept for explaining coalitional games, for feature attribution in machine learning. However, the correct way to connect a machine learning model to a coalitional…

Data valuation has become an increasingly significant discipline in data science due to the economic value of data. In the context of machine learning (ML), data valuation methods aim to equitably measure the contribution of each data point…

Despite their ubiquitous use, Shapley value feature attributions can be misleading due to feature interaction in both model and data. We propose an alternative attribution approach, Shapley Sets, which awards value to sets of features.…

As the decisions made or influenced by machine learning models increasingly impact our lives, it is crucial to detect, understand, and mitigate unfairness. But even simply determining what "unfairness" should mean in a given context is…

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…

"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…

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…

A predictive model makes outcome predictions based on some given features, i.e., it estimates the conditional probability of the outcome given a feature vector. In general, a predictive model cannot estimate the causal effect of a feature…