Related papers: Joint Shapley values: a measure of joint feature i…
In recent years, the Shapley value and SHAP explanations have emerged as one of the most dominant paradigms for providing post-hoc explanations of black-box models. Despite their well-founded theoretical properties, many recent works have…
Shapley values provide model agnostic feature attributions for model outcome at a particular instance by simulating feature absence under a global population distribution. The use of a global population can lead to potentially misleading…
The Shapley value is the prevalent solution for fair division problems in which a payout is to be divided among multiple agents. By adopting a game-theoretic view, the idea of fair division and the Shapley value can also be used in machine…
Explainability in AI is crucial for model development, compliance with regulation, and providing operational nuance to predictions. The Shapley framework for explainability attributes a model's predictions to its input features in a…
We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…
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…
A central goal of eXplainable Artificial Intelligence (XAI) is to assign relative importance to the features of a Machine Learning (ML) model given some prediction. The importance of this task of explainability by feature attribution is…
Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its…
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…
In explainable machine learning, local post-hoc explanation algorithms and inherently interpretable models are often seen as competing approaches. This work offers a partial reconciliation between the two by establishing a correspondence…
We study an index to measure the popularity of artists in music streaming platforms. This index, which can be used to allocate the amount raised via paid subscriptions among participating artists, is based on the Shapley value, a…
While Explainable Artificial Intelligence (XAI) is increasingly expanding more areas of application, little has been applied to make deep Reinforcement Learning (RL) more comprehensible. As RL becomes ubiquitous and used in critical and…
Motivated by the problem of utility allocation in a portfolio under a Markowitz mean-variance choice paradigm, we propose an allocation criterion for the variance of the sum of $n$ possibly dependent random variables. This criterion, the…
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,…
We study a class of probabilistic cooperative games which can be treated as an extension of the classical cooperative games with transferable utilities. The coalitions have an exogenous probability of being realized. This probability…
Shapley data valuation provides a principled, axiomatic framework for assigning importance to individual datapoints, and has gained traction in dataset curation, pruning, and pricing. However, it is a combinatorial measure that requires…
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…
This paper explores the application of Shapley Value Regression in dissecting marketing performance at channel-partner level, complementing channel-level Marketing Mix Modeling (MMM). Utilizing real-world data from the financial services…
Understanding why a model makes a certain prediction can be as crucial as the prediction's accuracy in many applications. However, the highest accuracy for large modern datasets is often achieved by complex models that even experts struggle…
Predominately in explainable artificial intelligence (XAI) research, the Shapley value (SV) is applied to determine feature attributions for any black box model. Shapley interaction indices extend the SV to define any-order feature…