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The Shapley value is the solution concept in cooperative game theory that is most used in both theoretical as practical settings. Unfortunately, computing the Shapley value is computationally intractable in general. This paper focuses on…

Computer Science and Game Theory · Computer Science 2022-08-30 Tom C. van der Zanden , Hans L. Bodlaender , Herbert J. M. Hamers

In healthcare, making the best possible predictions with complex models (e.g., neural networks, ensembles/stacks of different models) can impact patient welfare. In order to make these complex models explainable, we present DeepSHAP for…

Machine Learning · Computer Science 2019-11-28 Hugh Chen , Scott Lundberg , Su-In Lee

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…

Machine Learning · Statistics 2024-08-19 Daniel de Marchi , Michael Kosorok , Scott de Marchi

Unpacking and comprehending how black-box machine learning algorithms make decisions has been a persistent challenge for researchers and end-users. Explaining time-series predictive models is useful for clinical applications with high…

Machine Learning · Computer Science 2023-05-09 Amin Nayebi , Sindhu Tipirneni , Chandan K Reddy , Brandon Foreman , Vignesh Subbian

Local feature attribution methods are increasingly used to explain complex machine learning models. However, current methods are limited because they are extremely expensive to compute or are not capable of explaining a distributed series…

Machine Learning · Computer Science 2022-10-12 Hugh Chen , Scott M. Lundberg , Su-In Lee

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…

Machine Learning · Computer Science 2023-11-10 Lauren Watson , Zeno Kujawa , Rayna Andreeva , Hao-Tsung Yang , Tariq Elahi , Rik Sarkar

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…

Computer Science and Game Theory · Computer Science 2014-09-19 Smriti Bhagat , Anthony Kim , S. Muthukrishnan , Udi Weinsberg

Fair credit assignment is essential in various machine learning (ML) applications, and Shapley values have emerged as a valuable tool for this purpose. However, in critical ML applications such as data valuation and feature attribution, the…

Machine Learning · Computer Science 2025-03-11 Pranoy Panda , Siddharth Tandon , Vineeth N Balasubramanian

The Shapley value is arguably the most central normative solution concept in cooperative game theory. It specifies a unique way in which the reward from cooperation can be "fairly" divided among players. While it has a wide range of real…

Computer Science and Game Theory · Computer Science 2014-02-14 Sasan Maleki , Long Tran-Thanh , Greg Hines , Talal Rahwan , Alex Rogers

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…

Machine Learning · Computer Science 2023-04-17 Florian Huber , Hannes Engler , Anna Kicherer , Katja Herzog , Reinhard Töpfer , Volker Steinhage

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

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

Shapley values are ubiquitous in interpretable Machine Learning due to their strong theoretical background and efficient implementation in the SHAP library. Computing these values previously induced an exponential cost with respect to the…

Machine Learning · Computer Science 2022-12-06 Gabriel Laberge , Yann Pequignot

Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…

Machine Learning · Statistics 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

The Shapley value---probably the most important normative payoff division scheme in coalitional games---has recently been advocated as a useful measure of centrality in networks. However, although this approach has a variety of real-world…

Computer Science and Game Theory · Computer Science 2014-02-05 Tomasz Pawel Michalak , Karthik V Aadithya , Piotr L. Szczepanski , Balaraman Ravindran , Nicholas R. Jennings

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

We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…

Computation · Statistics 2024-09-11 Logan Bell , Nikhil Devanathan , Stephen Boyd

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Machine Learning · Computer Science 2021-06-18 Lev V. Utkin , Andrei V. Konstantinov , Kirill A. Vishniakov

This paper introduces GeoShapley, a game theory approach to measuring spatial effects in machine learning models. GeoShapley extends the Nobel Prize-winning Shapley value framework in game theory by conceptualizing location as a player in a…

Machine Learning · Computer Science 2025-02-21 Ziqi Li

Feature selection is an essential process in machine learning, especially when dealing with high-dimensional datasets. It helps reduce the complexity of machine learning models, improve performance, mitigate overfitting, and decrease…

Machine Learning · Computer Science 2024-10-10 Egor Kraev , Baran Koseoglu , Luca Traverso , Mohammed Topiwalla
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