Related papers: Is Shapley Explanation for a model unique?
A variety of recent papers discuss the application of Shapley values, a concept for explaining coalitional games, for feature attribution in machine learning. However, the correct way to connect a machine learning model to a coalitional…
Over the last few years, the Shapley value, a solution concept from cooperative game theory, has found numerous applications in machine learning. In this paper, we first discuss fundamental concepts of cooperative game theory and axiomatic…
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…
In clinical prediction settings the importance of a high-dimensional feature like genomics is often assessed by evaluating the change in predictive performance when adding it to a set of traditional clinical variables. This approach is…
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…
A predictive model makes outcome predictions based on some given features, i.e., it estimates the conditional probability of the outcome given a feature vector. In general, a predictive model cannot estimate the causal effect of a feature…
The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence,…
We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…
As Artificial Intelligence (AI) is having more influence on our everyday lives, it becomes important that AI-based decisions are transparent and explainable. As a consequence, the field of eXplainable AI (or XAI) has become popular in…
In order to ensure the reliability of the explanations of machine learning models, it is crucial to establish their advantages and limits and in which case each of these methods outperform. However, the current understanding of when and how…
Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…
Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…
We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…
Despite their enormous predictive power, machine learning models are often unsuitable for applications in regulated industries such as finance, due to their limited capacity to provide explanations. While model-agnostic frameworks such as…
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…
Deep Neural Networks (DNNs) have demonstrated strong capacity in supporting a wide variety of applications. Shapley value has emerged as a prominent tool to analyze feature importance to help people understand the inference process of deep…
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…
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…
Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance.…
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…