Related papers: SHAFF: Fast and consistent SHApley eFfect estimate…

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…

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…

Originally rooted in game theory, the Shapley Value (SV) has recently become an important tool in machine learning research. Perhaps most notably, it is used for feature attribution and data valuation in explainable artificial intelligence.…

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…

Shapley values are a standard tool for explaining predictions of tree ensembles, with Path-Dependent SHAP being the most widely used variant. Despite substantial progress, existing methods still exhibit trade-offs between depth-dependent…

Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a…

SHAP (SHapley Additive exPlanation) values are one of the leading tools for interpreting machine learning models, with strong theoretical guarantees (consistency, local accuracy) and a wide availability of implementations and use cases.…

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…

Shapley value is a widely used tool in explainable artificial intelligence (XAI), as it provides a principled way to attribute contributions of input features to model outputs. However, estimation of Shapley value requires capturing…

Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

Algorithmic decisions in critical domains such as hiring, college admissions, and lending are often based on rankings. Given the impact of these decisions on individuals, organizations, and population groups, it is essential to understand…

Recently, several fast algorithms have been proposed to decompose predicted value into Shapley values, enabling individualized feature contribution analysis in tree models. While such local decomposition offers valuable insights, it…

Changes in input distribution can induce shifts in the average predictions of machine learning models. Such prediction shifts may impact downstream business outcomes (e.g. a bank's loan approval rate), so understanding their causes can be…

Shapley values are widely used for model-agnostic data valuation and feature attribution, yet they implicitly assume contributors are interchangeable. This can be problematic when contributors are dependent (e.g., reused/augmented data or…

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble…

When using machine learning techniques in decision-making processes, the interpretability of the models is important. In the present paper, we adopted the Shapley additive explanation (SHAP), which is based on fair profit allocation among…