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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…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

Many important questions about a model cannot be answered just by explaining how much each feature contributes to its output. To answer a broader set of questions, we generalize a popular, mathematically well-grounded explanation technique,…

Machine Learning · Computer Science 2020-06-16 Dillon Bowen , Lyle Ungar

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

Explainability and fairness have mainly been considered separately, with recent exceptions trying the explain the sources of unfairness. This paper shows that the Shapley value can be used to both define and explain unfairness, under…

Machine Learning · Computer Science 2026-03-31 Fadoua Amri-Jouidel , Emmanuel Kemel , Stéphane Mussard

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

Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…

Machine Learning · Statistics 2018-02-27 Fredrik D. Johansson , Nathan Kallus , Uri Shalit , David Sontag

Quantifying the uncertainty of predictions is a core problem in modern statistics. Methods for predictive inference have been developed under a variety of assumptions, often -- for instance, in standard conformal prediction -- relying on…

Methodology · Statistics 2024-09-13 Edgar Dobriban , Mengxin Yu

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,…

Computer Science and Game Theory · Computer Science 2025-11-20 Xi Zheng , Xiangyu Chang , Ruoxi Jia , Yong Tan

Originally introduced in cooperative game theory, Shapley values have become a very popular tool to explain machine learning predictions. Based on Shapley's fairness axioms, every input (feature component) gets a credit how it contributes…

Machine Learning · Statistics 2025-08-19 Michael Mayer , Mario V. Wüthrich

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

Machine Learning · Computer Science 2019-12-05 Fabian Hinder , André Artelt , Barbara Hammer

In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…

Machine Learning · Computer Science 2023-11-02 Gleb Bazhenov , Denis Kuznedelev , Andrey Malinin , Artem Babenko , Liudmila Prokhorenkova

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.…

Machine Learning · Computer Science 2023-07-06 Torty Sivill , Peter Flach

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

In machine learning, disparity metrics are often defined by measuring the difference in the performance or outcome of a model, across different sub-populations (groups) of datapoints. Thus, the inputs to disparity quantification consist of…

Computer Vision and Pattern Recognition · Computer Science 2022-04-15 Shervin Ardeshir , Cristina Segalin , Nathan Kallus

Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the…

Machine Learning · Statistics 2023-11-09 Quay Au , Julia Herbinger , Clemens Stachl , Bernd Bischl , Giuseppe Casalicchio

Integrated gradients are widely employed to evaluate the contribution of input features in classification models because it satisfies the axioms for attribution of prediction. This method, however, requires an appropriate baseline for…

Machine Learning · Computer Science 2018-11-28 Kazuki Tachikawa , Yuji Kawai , Jihoon Park , Minoru Asada

The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. While there do exist…

Machine Learning · Computer Science 2020-06-24 Fabian Hinder , Barbara Hammer

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

In this paper we introduce a metric aimed at helping machine learning practitioners quickly summarize and communicate the overall importance of each feature in any black-box machine learning prediction model. Our proposed metric, based on a…

Methodology · Statistics 2019-08-27 Nickalus Redell

Over the last few years, the Shapley value, a solution concept from cooperative game theory, has found numerous applications in machine learning. In this paper, we first discuss fundamental concepts of cooperative game theory and axiomatic…

Machine Learning · Computer Science 2022-05-27 Benedek Rozemberczki , Lauren Watson , Péter Bayer , Hao-Tsung Yang , Olivér Kiss , Sebastian Nilsson , Rik Sarkar