Related papers: mSHAP: SHAP Values for Two-Part Models

Explaining machine learning (ML) predictions has become crucial as ML models are increasingly deployed in high-stakes domains such as healthcare. While SHapley Additive exPlanations (SHAP) is widely used for model interpretability, it fails…

Model agnostic feature attribution algorithms (such as SHAP and LIME) are ubiquitous techniques for explaining the decisions of complex classification models, such as deep neural networks. However, since complex classification models…

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

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:…

Financial forecasting plays an important role in making informed decisions for financial stakeholders, specifically in the stock exchange market. In a traditional setting, investors commonly rely on the equity research department for…

Shapley additive explanations (SHAP) are widely recognised as computationally intractable for neural networks, since they induce an exponential search space over the input features. In this work, we take a first step towards scaling exact…

Many state-of-the-art methods for safety assessment and motion planning for automated driving require estimation of the probability of collision (POC). To estimate the POC, a shape approximation of the colliding actors and probability…

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…

The broader ambition of this article is to popularize an approach for the fair distribution of the quantity of a system's output to its subsystems, while allowing for underlying complex subsystem level interactions. Particularly, we present…

SHAP is one of the most popular local feature-attribution methods. Given a function f and an input x, it quantifies each feature's contribution to f(x). Recently, SHAP has been increasingly used for global insights: practitioners average…

When using machine learning techniques in decision-making processes, the interpretability of the models is important. Shapley additive explanation (SHAP) is one of the most promising interpretation methods for machine learning models.…

Hyperparameter optimization (HPO) is a crucial step in achieving strong predictive performance. Yet, the impact of individual hyperparameters on model generalization is highly context-dependent, prohibiting a one-size-fits-all solution and…

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,…

Statistical Shape Modeling (SSM) is a quantitative method for analyzing morphological variations in anatomical structures. These analyses often necessitate building models on targeted anatomical regions of interest to focus on specific…

Two-part models and Tweedie generalized linear models (GLMs) have been used to model loss costs for short-term insurance contract. For most portfolios of insurance claims, there is typically a large proportion of zero claims that leads to…

While SHAP (SHapley Additive exPlanations) and other feature attribution methods are commonly employed to explain model predictions, their application within information retrieval (IR), particularly for complex outputs such as ranked lists,…

Accurate forecasting of an insurer's outstanding liabilities is vital for the solvency of insurance companies and the financial stability of the insurance sector. For health and disability insurance, the liabilities are intimately linked…

A novel numerical method for the estimation of large time-varying parameter (TVP) models is proposed. The updating and smoothing estimates of the TVP model are derived within the context of generalised linear least squares and through…

Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we for the first time propose the matrix elliptical factor…

Feature selection is a crucial step in building machine learning models. This process is often achieved with accuracy as an objective, and can be cumbersome and computationally expensive for large-scale datasets. Several additional model…