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There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…

Methodology · Statistics 2023-03-13 Isabella Verdinelli , Larry Wasserman

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova

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…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

Case-deleted analysis is a popular method for evaluating the influence of a subset of cases on inference. The use of Monte Carlo estimation strategies in complicated Bayesian settings leads naturally to the use of importance sampling…

Computation · Statistics 2008-09-17 Ilenia Epifani , Steven N. MacEachern , Mario Peruggia

Importance sampling approximates expectations with respect to a target measure by using samples from a proposal measure. The performance of the method over large classes of test functions depends heavily on the closeness between both…

Computation · Statistics 2016-09-01 Daniel Sanz-Alonso

The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…

Machine Learning · Computer Science 2021-04-26 Ian Covert , Su-In Lee

Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the…

Machine Learning · Statistics 2023-11-09 Quay Au , Julia Herbinger , Clemens Stachl , Bernd Bischl , Giuseppe Casalicchio

The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

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…

Machine Learning · Computer Science 2021-12-21 Christopher Frye , Damien de Mijolla , Tom Begley , Laurence Cowton , Megan Stanley , Ilya Feige

Numerous offline and model-based reinforcement learning systems incorporate world models to emulate the inherent environments. A world model is particularly important in scenarios where direct interactions with the real environment is…

Machine Learning · Computer Science 2026-01-19 Rajat Ghosh , Debojyoti Dutta

The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning predictive algorithms fed with tabular data, text or images,…

Machine Learning · Statistics 2025-06-06 Pedro Delicado , Cristian Pachón-García

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based…

Machine Learning · Computer Science 2016-11-11 Philip S. Thomas , Emma Brunskill

Besides accuracy, recent studies on machine learning models have been addressing the question on how the obtained results can be interpreted. Indeed, while complex machine learning models are able to provide very good results in terms of…

Machine Learning · Computer Science 2022-11-07 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte , Michel Grabisch

Large language models (LLMs) excel on new tasks without additional training, simply by providing natural language prompts that demonstrate how the task should be performed. Prompt ensemble methods comprehensively harness the knowledge of…

Computation and Language · Computer Science 2024-12-17 Hanxi Liu , Xiaokai Mao , Haocheng Xia , Jian Lou , Jinfei Liu , Kui Ren

This paper deals with an important subject in classification problems addressed by machine learning techniques: the evaluation of the influence of each of the features on the classification of individuals. Specifically, a measure of that…

Machine Learning · Statistics 2023-04-21 L. Davila-Pena , Ignacio García-Jurado , B. Casas-Méndez

Fair credit assignment is essential in various machine learning (ML) applications, and Shapley values have emerged as a valuable tool for this purpose. However, in critical ML applications such as data valuation and feature attribution, the…

Machine Learning · Computer Science 2025-03-11 Pranoy Panda , Siddharth Tandon , Vineeth N Balasubramanian

The increasing complexity of foundational models underscores the necessity for explainability, particularly for fine-tuning, the most widely used training method for adapting models to downstream tasks. Instance attribution, one type of…

Machine Learning · Computer Science 2024-06-10 Jingtan Wang , Xiaoqiang Lin , Rui Qiao , Chuan-Sheng Foo , Bryan Kian Hsiang Low

Given a loss function $F:\mathcal{X} \rightarrow \R^+$ that can be written as the sum of losses over a large set of inputs $a_1,\ldots, a_n$, it is often desirable to approximate $F$ by subsampling the input points. Strong theoretical…

Optimization and Control · Mathematics 2020-03-20 Anant Raj , Cameron Musco , Lester Mackey

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival
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