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We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…

Methodology · Statistics 2025-04-28 Fredrik Lohne Aanes

Model interpretability is crucial for understanding and trusting the decisions made by complex machine learning models, such as those built with XGBoost. SHAP (SHapley Additive exPlanations) values have become a popular tool for…

Human-Computer Interaction · Computer Science 2026-03-04 Xianlong Zeng , Kewen Zhu

Time-series forecasts are essential for planning and decision-making in many domains. Explainability is key to building user trust and meeting transparency requirements. Shapley Additive Explanations (SHAP) is a popular explainable AI…

Machine Learning · Computer Science 2025-12-24 Matthias Hertel , Sebastian Pütz , Ralf Mikut , Veit Hagenmeyer , Benjamin Schäfer

In Machine Learning, the $\mathsf{SHAP}$-score is a version of the Shapley value that is used to explain the result of a learned model on a specific entity by assigning a score to every feature. While in general computing Shapley values is…

Artificial Intelligence · Computer Science 2023-03-31 Marcelo Arenas , Pablo Barceló , Leopoldo Bertossi , Mikaël Monet

Interpretability is central for scientific machine learning, as understanding \emph{why} models make predictions enables hypothesis generation and validation. While tabular foundation models show strong performance, existing explanation…

Machine Learning · Computer Science 2026-04-01 Luan Borges Teodoro Reis Sena , Francisco Galuppo Azevedo

The SHAP (short for Shapley additive explanation) framework has become an essential tool for attributing importance to variables in predictive tasks. In model-agnostic settings, SHAP uses the concept of Shapley values from cooperative game…

Machine Learning · Statistics 2026-02-12 Justin Whitehouse , Ayush Sawarni , Vasilis Syrgkanis

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…

Machine Learning · Computer Science 2026-05-07 Ron Wettenstein , Rory Mitchell , Peng Yu

Tree-based algorithms such as random forests and gradient boosted trees continue to be among the most popular and powerful machine learning models used across multiple disciplines. The conventional wisdom of estimating the impact of a…

Machine Learning · Statistics 2022-01-03 Markus Loecher , Qi Wu

Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique…

Machine Learning · Computer Science 2021-12-21 Thomas W. Campbell , Heinrich Roder , Robert W. Georgantas , Joanna Roder

A very popular model-agnostic technique for explaining predictive models is the SHapley Additive exPlanation (SHAP). The two most popular versions of SHAP are a conditional expectation version and an unconditional expectation version (the…

Machine Learning · Computer Science 2023-07-21 Ronald Richman , Mario V. Wüthrich

Shapley values have several desirable, theoretically well-supported, properties for explaining black-box model predictions. Traditionally, Shapley values are computed post-hoc, leading to additional computational cost at inference time. To…

Machine Learning · Computer Science 2025-07-16 Amr Alkhatib , Roman Bresson , Henrik Boström , Michalis Vazirgiannis

Ensemble-based modifications of the well-known SHapley Additive exPlanations (SHAP) method for the local explanation of a black-box model are proposed. The modifications aim to simplify SHAP which is computationally expensive when there is…

Machine Learning · Computer Science 2021-03-08 Lev V. Utkin , Andrei V. Konstantinov

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Machine Learning · Computer Science 2021-06-18 Lev V. Utkin , Andrei V. Konstantinov , Kirill A. Vishniakov

Decision-tree ensembles are a cornerstone of predictive modeling, and SHAP is a standard framework for interpreting their predictions. Among its variants, Background SHAP offers high accuracy by modeling missing features using a background…

Machine Learning · Computer Science 2026-04-14 Ron Wettenstein , Alexander Nadel , Udi Boker

In the domain of black-box model extraction, conventional methods reliant on soft labels or surrogate datasets struggle with scaling to high-dimensional input spaces and managing the complexity of an extensive array of interrelated classes.…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Somnath Sendhil Kumar , Yuvaraj Govindarajulu , Pavan Kulkarni , Manojkumar Parmar

Despite significant progress in intelligent fault diagnosis (IFD), the lack of interpretability remains a critical barrier to practical industrial applications, driving the growth of interpretability research in IFD. Post-hoc…

Machine Learning · Computer Science 2025-04-08 Qian Chen , Xingjian Dong , Zhike Peng , Guang Meng

SHAP is a popular method for measuring variable importance in machine learning models. In this paper, we study the algorithm used to estimate SHAP scores and outline its connection to the functional ANOVA decomposition. We use this…

Methodology · Statistics 2022-11-14 Andrew Herren , P. Richard Hahn

Explainable Artificial Intelligence (XAI) has become an increasingly important area of research, particularly as machine learning models are deployed in high-stakes domains. Among various XAI approaches, SHAP (SHapley Additive exPlanations)…

Artificial Intelligence · Computer Science 2026-04-15 Latifa Dwiyanti , Sergio Ryan Wibisono , Hidetaka Nambo

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

Tree-based models have been successfully applied to a wide variety of tasks, including time series forecasting. They are increasingly in demand and widely accepted because of their comparatively high level of interpretability. However, many…

Machine Learning · Computer Science 2024-01-03 Matthias Jakobs , Amal Saadallah