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As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been…
In this dissertation, we analyze the computational properties of game-theoretic centrality measures. The key idea behind game-theoretic approach to network analysis is to treat nodes as players in a cooperative game, where the value of each…
The Shapley value is a game-theoretic notion for wealth distribution that is nowadays extensively used to explain complex data-intensive computation, for instance, in network analysis or machine learning. Recent theoretical works show that…
There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…
As data emerges as a vital driver of technological and economic advancements, a key challenge is accurately quantifying its value in algorithmic decision-making. The Shapley value, a well-established concept from cooperative game theory,…
The idea of approximating the Shapley value of an n-person game by Monte Carlo simulation was first suggested by Mann and Shapley (1960) and they also introduced four different heuristical methods to reduce the estimation error. Since 1960,…
For reinforcement learning systems to be widely adopted, their users must understand and trust them. We present a theoretical analysis of explaining reinforcement learning using Shapley values, following a principled approach from game…
A number of techniques have been proposed to explain a machine learning model's prediction by attributing it to the corresponding input features. Popular among these are techniques that apply the Shapley value method from cooperative game…
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:…
Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian…
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…
Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…
Attribution scores can be applied in data management to quantify the contribution of individual items to conclusions from the data, as part of the explanation of what led to these conclusions. In Artificial Intelligence, Machine Learning,…
Data is a critical asset for training large language models (LLMs), alongside compute resources and skilled workers. While some training data is publicly available, substantial investment is required to generate proprietary datasets, such…
The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…
We propose the study of computing the Shapley value for a new class of cooperative games that we call budgeted games, and investigate in particular knapsack budgeted games, a version modeled after the classical knapsack problem. In these…
This paper concerns the analysis of the Shapley value in matching games. Matching games constitute a fundamental class of cooperative games which help understand and model auctions and assignments. In a matching game, the value of a…
One of the long-debated issues in coalitional game theory is how to extend the Shapley value to games with externalities (partition-function games). When externalities are present, not only can a player's marginal contribution - a central…
Shapley values have become increasingly popular in the machine learning literature thanks to their attractive axiomatisation, flexibility, and uniqueness in satisfying certain notions of `fairness'. The flexibility arises from the myriad…