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Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable,…

Machine Learning · Statistics 2026-05-29 Joseph Paillard , Angel Reyero Lobo , Denis A. Engemann , Bertrand Thirion

Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…

Methodology · Statistics 2025-05-27 Akira Horiguchi , Matthew T. Pratola

The Shapley value provides a principled framework for fairly distributing rewards among participants according to their individual contributions. While prior work has applied this concept to data valuation in machine learning, existing…

Computer Science and Game Theory · Computer Science 2026-01-22 Zhuofan Jia , Jian Pei

Explaining complex or seemingly simple machine learning models is an important practical problem. We want to explain individual predictions from a complex machine learning model by learning simple, interpretable explanations. Shapley values…

Machine Learning · Statistics 2020-02-07 Kjersti Aas , Martin Jullum , Anders Løland

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

It is becoming increasingly important to explain complex, black-box machine learning models. Although there is an expanding literature on this topic, Shapley values stand out as a sound method to explain predictions from any type of machine…

Machine Learning · Statistics 2020-07-03 Annabelle Redelmeier , Martin Jullum , Kjersti Aas

Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…

Machine Learning · Computer Science 2023-06-21 Joran Michiels , Maarten De Vos , Johan Suykens

The Shapley value is a ubiquitous framework for attribution in machine learning, encompassing feature importance, data valuation, and causal inference. However, its exact computation is generally intractable, necessitating efficient…

Machine Learning · Computer Science 2026-02-03 Fabian Fumagalli , Landon Butler , Justin Singh Kang , Kannan Ramchandran , R. Teal Witter

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

The rapid advancement and widespread adoption of machine learning-driven technologies have underscored the practical and ethical need for creating interpretable artificial intelligence systems. Feature importance, a method that assigns…

Machine Learning · Computer Science 2023-12-07 Nimrod Harel , Uri Obolski , Ran Gilad-Bachrach

Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…

Machine Learning · Statistics 2022-04-15 Indranil Basu , Subhadip Maji

Explainability in yield prediction helps us fully explore the potential of machine learning models that are already able to achieve high accuracy for a variety of yield prediction scenarios. The data included for the prediction of yields…

Machine Learning · Computer Science 2023-04-17 Florian Huber , Hannes Engler , Anna Kicherer , Katja Herzog , Reinhard Töpfer , Volker Steinhage

Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature…

The true population-level importance of a variable in a prediction task provides useful knowledge about the underlying data-generating mechanism and can help in deciding which measurements to collect in subsequent experiments. Valid…

Methodology · Statistics 2025-10-23 Brian D. Williamson , Jean Feng

Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…

Artificial Intelligence · Computer Science 2020-07-01 I. Elizabeth Kumar , Suresh Venkatasubramanian , Carlos Scheidegger , Sorelle Friedler

Feature importance scores are ubiquitous tools for understanding the predictions of machine learning models. However, many popular attribution methods suffer from high instability due to random sampling. Leveraging novel ideas from…

Machine Learning · Statistics 2025-07-08 Jeremy Goldwasser , Giles Hooker

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-level \textit{Shapley curves} to measure the true variable…

Machine Learning · Statistics 2024-04-04 Ratmir Miftachov , Georg Keilbar , Wolfgang Karl Härdle

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