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Recent publications have suggested using the Shapley value for anomaly localization for sensor data systems. Using a reasonable mathematical anomaly model for full control, experiments indicate that using a single fixed term in the Shapley…

Machine Learning · Computer Science 2026-05-15 Xubin Fang , Rick S. Blum , Franziska Freytag

We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a wide range of other sampling methods one might devise. We…

Computation · Statistics 2018-07-12 Matthias C. M. Troffaes

Shapley values originated in cooperative game theory but are extensively used today as a model-agnostic explanation framework to explain predictions made by complex machine learning models in the industry and academia. There are several…

Machine Learning · Statistics 2024-04-15 Lars Henry Berge Olsen , Ingrid Kristine Glad , Martin Jullum , Kjersti Aas

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the…

Machine Learning · Statistics 2022-12-09 Andreas Brandsæter , Ingrid K. Glad

Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…

Machine Learning · Computer Science 2020-08-13 Sisi Ma , Roshan Tourani

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

Missing data is a prevalent issue that can significantly impair model performance and explainability. This paper briefly summarizes the development of the field of missing data with respect to Explainable Artificial Intelligence and…

Machine Learning · Computer Science 2025-01-23 Tuan L. Vo , Thu Nguyen , Luis M. Lopez-Ramos , Hugo L. Hammer , Michael A. Riegler , Pal Halvorsen

We consider the dataset valuation problem, that is, the problem of quantifying the incremental gain, to some relevant pre-defined utility of a machine learning task, of aggregating an individual dataset to others. The Shapley value is a…

Artificial Intelligence · Computer Science 2025-02-25 Felipe Garrido-Lucero , Benjamin Heymann , Maxime Vono , Patrick Loiseau , Vianney Perchet

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…

Machine Learning · Computer Science 2023-04-03 Raoul Heese , Sascha Mücke , Matthias Jakobs , Thore Gerlach , Nico Piatkowski

A feature-based model explanation denotes how much each input feature contributes to a model's output for a given data point. As the number of proposed explanation functions grows, we lack quantitative evaluation criteria to help…

Machine Learning · Computer Science 2020-05-05 Umang Bhatt , Adrian Weller , José M. F. Moura

With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…

Machine Learning · Computer Science 2026-01-14 R. Teal Witter , Yurong Liu , Christopher Musco

Most network studies rely on an observed network that differs from the underlying network which is obfuscated by measurement errors. It is well known that such errors can have a severe impact on the reliability of network metrics,…

Social and Information Networks · Computer Science 2020-01-09 Christoph Martin , Peter Niemeyer

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…

Computation · Statistics 2024-09-11 Logan Bell , Nikhil Devanathan , Stephen Boyd

In this work, we develop an importance sampling estimator by coupling the reduced-order model and the generative model in a problem setting of uncertainty quantification. The target is to estimate the probability that the quantity of…

Machine Learning · Statistics 2024-12-20 Xiaoliang Wan , Shuangqing Wei

This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…

Methodology · Statistics 2014-02-26 M. -N. Tran , C. Strickland , M. K. Pitt , R. Kohn

Feature importance techniques have enjoyed widespread attention in the explainable AI literature as a means of determining how trained machine learning models make their predictions. We consider Shapley value based approaches to feature…

Machine Learning · Computer Science 2022-10-06 Mattia Villani , Joshua Lockhart , Daniele Magazzeni

Quantifying the inconsistency of a database is motivated by various goals including reliability estimation for new datasets and progress indication in data cleaning. Another goal is to attribute to individual tuples a level of…

Databases · Computer Science 2023-06-22 Ester Livshits , Benny Kimelfeld

Data valuation has found various applications in machine learning, such as data filtering, efficient learning and incentives for data sharing. The most popular current approach to data valuation is the Shapley value. While popular for its…

Machine Learning · Computer Science 2023-11-10 Lauren Watson , Zeno Kujawa , Rayna Andreeva , Hao-Tsung Yang , Tariq Elahi , Rik Sarkar

Data valuation, or the valuation of individual datum contributions, has seen growing interest in machine learning due to its demonstrable efficacy for tasks such as noisy label detection. In particular, due to the desirable axiomatic…

Machine Learning · Computer Science 2022-11-15 Stephanie Schoch , Haifeng Xu , Yangfeng Ji
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