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Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

Methodology · Statistics 2024-10-21 Niklas Pfister , Jonas Peters

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

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…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

Functional linear regression gets its popularity as a statistical tool to study the relationship between function-valued response and exogenous explanatory variables. However, in practice, it is hard to expect that the explanatory variables…

Econometrics · Economics 2026-01-21 Dakyung Seong , Won-Ki Seo

Aspect-based sentiment analysis (ABSA), exploring sentiment polarity of aspect-given sentence, is a fine-grained task in the field of nature language processing. Previously researches typically tend to predict polarity based on the meaning…

Computation and Language · Computer Science 2021-11-23 Zijian Zhang , Chenxin Zhang , Jiangfeng Li , Qinpei Zhao

Shapley value is a classic notion from game theory, historically used to quantify the contributions of individuals within groups, and more recently applied to assign values to data points when training machine learning models. Despite its…

Machine Learning · Computer Science 2020-02-28 Amirata Ghorbani , Michael P. Kim , James Zou

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

Measuring individual productivity (or equivalently distributing the overall productivity) in a network structure of workers displaying peer effects has been a subject of ongoing interest in many areas ranging from academia to industry. In…

Computer Science and Game Theory · Computer Science 2024-02-07 N. Allouch , Luis A. Guardiola , A. Meca

Existing feature attribution methods like SHAP often suffer from global dependence, failing to capture true local model behavior. This paper introduces VARSHAP, a novel model-agnostic local feature attribution method which uses the…

Machine Learning · Computer Science 2025-06-10 Mateusz Gajewski , Mikołaj Morzy , Adam Karczmarz , Piotr Sankowski

We consider a global representation of a regression or classification function by decomposing it into the sum of main and interaction components of arbitrary order. We propose a new identification constraint that allows for the extraction…

Machine Learning · Computer Science 2023-02-24 Munir Hiabu , Joseph T. Meyer , Marvin N. Wright

In allocation problems, a given set of goods are assigned to agents in such a way that the social welfare is maximised, that is, the largest possible global worth is achieved. When goods are indivisible, it is possible to use money…

Computer Science and Game Theory · Computer Science 2017-09-14 Francesco Lupia , Angelo Mendicelli , Andrea Ribichini , Francesco Scarcello , Marco Schaerf

When using machine learning techniques in decision-making processes, the interpretability of the models is important. In the present paper, we adopted the Shapley additive explanation (SHAP), which is based on fair profit allocation among…

Machine Learning · Computer Science 2022-03-03 Yasunobu Nohara , Koutarou Matsumoto , Hidehisa Soejima , Naoki Nakashima

Explainable machine learning techniques have gained increasing attention in engineering applications, especially in aerospace design and analysis, where understanding how input variables influence data-driven models is essential. Partial…

We introduce two families of stochastic interventions with discrete treatments that connect causal modeling to cost-sensitive decision making. The interventions arise from a cost-penalized information projection of the independent product…

Methodology · Statistics 2026-01-21 Johan de Aguas

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…

Machine Learning · Statistics 2023-02-28 Muhammad Faaiz Taufiq , Patrick Blöbaum , Lenon Minorics

We propose a notion of causal influence that describes the `intrinsic' part of the contribution of a node on a target node in a DAG. By recursively writing each node as a function of the upstream noise terms, we separate the intrinsic…

Artificial Intelligence · Computer Science 2024-06-07 Dominik Janzing , Patrick Blöbaum , Atalanti A. Mastakouri , Philipp M. Faller , Lenon Minorics , Kailash Budhathoki

How to design a fair and reasonable allocation plan for the common revenue of the alliance is considered in this paper. We regard the common revenue to be allocated as an exogenous variable which will not participate in the subsequent…

Computer Science and Game Theory · Computer Science 2024-09-16 Xinyu Wanga , Qianwei Zhanga , Binwei Guib , Yingdi Zhaoa