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The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects. These inputs can be unlikely, physically…

Machine Learning · Computer Science 2023-04-14 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…

Machine Learning · Computer Science 2020-10-05 Masayoshi Mase , Art B. Owen , Benjamin Seiler

Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation…

Machine Learning · Computer Science 2020-03-24 Jinfei Liu

Shapley value is a classic notion from game theory, historically used to quantify the contributions of individuals within groups, and more recently applied to assign values to data points when training machine learning models. Despite its…

Machine Learning · Computer Science 2020-02-28 Amirata Ghorbani , Michael P. Kim , James Zou

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

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

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

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

This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the…

Machine Learning · Statistics 2022-12-09 Andreas Brandsæter , Ingrid K. Glad

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Collaborative machine learning enables multiple data owners to jointly train models for improved predictive performance. However, ensuring incentive compatibility and fair contribution-based rewards remains a critical challenge. Prior work…

Computer Science and Game Theory · Computer Science 2025-10-16 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…

Machine Learning · Computer Science 2020-08-13 Sisi Ma , Roshan Tourani

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…

Methodology · Statistics 2023-03-13 Isabella Verdinelli , Larry Wasserman

Not all real-world data are labeled, and when labels are not available, it is often costly to obtain them. Moreover, as many algorithms suffer from the curse of dimensionality, reducing the features in the data to a smaller set is often of…

Machine Learning · Computer Science 2022-05-19 Chiara Balestra , Florian Huber , Andreas Mayr , Emmanuel Müller

The Shapley value, which is arguably the most popular approach for assigning a meaningful contribution value to players in a cooperative game, has recently been used intensively in explainable artificial intelligence. Its meaningfulness is…

Machine Learning · Computer Science 2024-01-31 Patrick Kolpaczki , Viktor Bengs , Maximilian Muschalik , Eyke Hüllermeier

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

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

We investigate the application of the Shapley value to quantifying the contribution of a tuple to a query answer. The Shapley value is a widely known numerical measure in cooperative game theory and in many applications of game theory for…

Databases · Computer Science 2023-06-22 Ester Livshits , Leopoldo Bertossi , Benny Kimelfeld , Moshe Sebag

We consider the problem of payoff division in indivisible coalitional games, where the value of the grand coalition is a natural number. This number represents a certain quantity of indivisible objects, such as parliamentary seats, kidney…

Computer Science and Game Theory · Computer Science 2026-04-02 Mikołaj Czarnecki , Michał Korniak , Oskar Skibski , Piotr Skowron

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan
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