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Shapley values have been used extensively in machine learning, not only to explain black box machine learning models, but among other tasks, also to conduct model debugging, sensitivity and fairness analyses and to select important features…

Machine Learning · Computer Science 2024-11-22 Iqbal Madakkatel , Elina Hyppönen

Feature selection is an essential process in machine learning, especially when dealing with high-dimensional datasets. It helps reduce the complexity of machine learning models, improve performance, mitigate overfitting, and decrease…

Machine Learning · Computer Science 2024-10-10 Egor Kraev , Baran Koseoglu , Luca Traverso , Mohammed Topiwalla

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

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…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Feature selection aims to identify the most pattern-discriminative feature subset. In prior literature, filter (e.g., backward elimination) and embedded (e.g., Lasso) methods have hyperparameters (e.g., top-K, score thresholding) and tie to…

Machine Learning · Computer Science 2024-03-07 Wangyang Ying , Dongjie Wang , Haifeng Chen , Yanjie Fu

Decision trees are well-known due to their ease of interpretability. To improve accuracy, we need to grow deep trees or ensembles of trees. These are hard to interpret, offsetting their original benefits. Shapley values have recently become…

Machine Learning · Computer Science 2023-01-26 Peng Yu , Chao Xu , Albert Bifet , Jesse Read

Along with the flourish of the information age, massive amounts of data are generated day by day. Due to the large-scale and high-dimensional characteristics of these data, it is often difficult to achieve better decision-making in…

Machine Learning · Computer Science 2023-04-04 Peican Zhu , Xin Hou , Keke Tang , Zhen Wang , Feiping Nie

Feature selection has drawn much attention over the last decades in machine learning because it can reduce data dimensionality while maintaining the original physical meaning of features, which enables better interpretability than feature…

Machine Learning · Computer Science 2022-09-27 Yiwen Liao , Jochen Rivoir , Raphaël Latty , Bin Yang

Unpacking and comprehending how black-box machine learning algorithms make decisions has been a persistent challenge for researchers and end-users. Explaining time-series predictive models is useful for clinical applications with high…

Machine Learning · Computer Science 2023-05-09 Amin Nayebi , Sindhu Tipirneni , Chandan K Reddy , Brandon Foreman , Vignesh Subbian

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Algorithmic fairness is of utmost societal importance, yet state-of-the-art large-scale machine learning models require training with massive datasets that are frequently biased. In this context, pre-processing methods that focus on…

Machine Learning · Computer Science 2024-06-12 Adrian Arnaiz-Rodriguez , Nuria Oliver

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

Feature selection is a crucial step in building machine learning models. This process is often achieved with accuracy as an objective, and can be cumbersome and computationally expensive for large-scale datasets. Several additional model…

Machine Learning · Computer Science 2024-03-15 Shubham Sharma , Sanghamitra Dutta , Emanuele Albini , Freddy Lecue , Daniele Magazzeni , Manuela Veloso

Feature selection is an important task in many problems occurring in pattern recognition, bioinformatics, machine learning and data mining applications. The feature selection approach enables us to reduce the computation burden and the…

Machine Learning · Computer Science 2016-08-30 Hadi Zare , Mojtaba Niazi

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…

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…

Machine Learning · Computer Science 2022-09-28 Yongchan Kwon , James Zou

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

Trajectory analysis is not only about obtaining movement data, but it is also of paramount importance in understanding the pattern in which an object moves through space and time, as well as in predicting its next move. Due to the…

Machine Learning · Computer Science 2025-06-26 Chanuka Don Samarasinghage , Dhruv Gulabani

High-dimensional datasets depict a challenge for learning tasks in data mining and machine learning. Feature selection is an effective technique in dealing with dimensionality reduction. It is often an essential data processing step prior…

Machine Learning · Computer Science 2023-09-18 Gustavo Sosa-Cabrera , Santiago Gómez-Guerrero , Miguel García-Torres , Christian E. Schaerer

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
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