English
Related papers

Related papers: Portfolio Performance Attribution via Shapley Valu…

200 papers

Interpretability is an important area of research for safe deployment of machine learning systems. One particular type of interpretability method attributes model decisions to input features. Despite active development, quantitative…

Machine Learning · Computer Science 2019-11-06 Mengjiao Yang , Been Kim

We show that any cooperative game can be represented by an assignment of costly facilities to players, in which it is intuitively obvious how to allocate the total cost in an equitable manner. This equitable solution turns out to be the…

Theoretical Economics · Economics 2024-01-19 Pradeep Dubey

Personalized item ranking has been a crucial component contributing to the performance of recommender systems. As a representative approach, pairwise ranking directly optimizes the ranking with user implicit feedback by constructing…

Information Retrieval · Computer Science 2024-07-30 Bowei He , Chen Ma

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

Numerous offline and model-based reinforcement learning systems incorporate world models to emulate the inherent environments. A world model is particularly important in scenarios where direct interactions with the real environment is…

Machine Learning · Computer Science 2026-01-19 Rajat Ghosh , Debojyoti Dutta

We propose a variant of the Shapley value, the group Shapley value, to interpret counterfactual simulations in structural economic models by quantifying the importance of different components. Our framework compares two sets of parameters,…

Econometrics · Economics 2024-10-10 Yongchan Kwon , Sokbae Lee , Guillaume A. Pouliot

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…

Machine Learning · Computer Science 2023-12-29 Jacopo Teneggi , Beepul Bharti , Yaniv Romano , Jeremias Sulam

Shapley values, originating in game theory and increasingly prominent in explainable AI, have been proposed to assess the contribution of facts in query answering over databases, along with other similar power indices such as Banzhaf…

Databases · Computer Science 2024-04-17 Pratik Karmakar , Mikaël Monet , Pierre Senellart , Stéphane Bressan

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

We consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is…

Computer Science and Game Theory · Computer Science 2017-04-10 Mustapha Ridaoui , Michel Grabisch , Christophe Labreuche

In this paper, we introduce the idea of decomposing the residuals of regression with respect to the data instances instead of features. This allows us to determine the effects of each individual instance on the model and each other, and in…

Machine Learning · Computer Science 2023-05-31 Tommy Liu , Amanda Barnard

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…

Machine Learning · Computer Science 2020-10-16 Tom Begley , Tobias Schwedes , Christopher Frye , Ilya Feige

Attribution techniques explain the outcome of an AI model by assigning a numerical score to its inputs. So far, these techniques have mainly focused on attributing importance to static input features at a single point in time, and thus fail…

Artificial Intelligence · Computer Science 2026-05-13 Paul Kobialka , Andrea Pferscher , Francesco Leofante , Erika Ábrahám , Silvia Lizeth Tapia Tarifa , Einar Broch Johnsen

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

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…

Machine Learning · Computer Science 2022-06-16 Aditya Lahiri , Kamran Alipour , Ehsan Adeli , Babak Salimi

Social intelligence, the ability to navigate complex interpersonal interactions, presents a fundamental challenge for language agents. Training such agents via reinforcement learning requires solving the credit assignment problem:…

Artificial Intelligence · Computer Science 2026-04-22 Xiachong Feng , Yi Jiang , Xiaocheng Feng , Deyi Yin , Libo Qin , Yangfan Ye , Lei Huang , Weitao Ma , Yuxuan Gu , Chonghan Qin , Bing Qin , Lingpeng Kong

While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose \textsc{Pref-SHAP}, a Shapley value-based model…

Machine Learning · Statistics 2022-11-09 Robert Hu , Siu Lun Chau , Jaime Ferrando Huertas , Dino Sejdinovic

In this paper we investigate the problem of quantifying the contribution of each variable to the satisfying assignments of a Boolean function based on the Shapley value. Our main result is a polynomial-time equivalence between computing…

Databases · Computer Science 2023-06-27 Ahmet Kara , Dan Olteanu , Dan Suciu

We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our…

Pricing of Securities · Quantitative Finance 2019-07-23 Ravi Kashyap

We investigate the distribution of the well-studied Shapley--Shubik values in weighted voting games where the agents are stochastically determined. The Shapley--Shubik value measures the voting power of an agent, in typical collective…

Computer Science and Game Theory · Computer Science 2016-01-26 Yuval Filmus , Joel Oren , Kannan Soundararajan
‹ Prev 1 8 9 10 Next ›