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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

We consider an investment process that includes a number of features, each of which can be active or inactive. Our goal is to attribute or decompose an achieved performance to each of these features, plus a baseline value. There are many…

Computational Finance · Quantitative Finance 2021-02-12 Nicholas Moehle , Stephen Boyd , Andrew Ang

The Shapley value has become popular in the Explainable AI (XAI) literature, thanks, to a large extent, to a solid theoretical foundation, including four "favourable and fair" axioms for attribution in transferable utility games. The…

Machine Learning · Computer Science 2021-02-23 Daniel Fryer , Inga Strümke , Hien Nguyen

The problem of explaining the behavior of deep neural networks has recently gained a lot of attention. While several attribution methods have been proposed, most come without strong theoretical foundations, which raises questions about…

Machine Learning · Computer Science 2019-06-24 Marco Ancona , Cengiz Öztireli , Markus Gross

The family of methods collectively known as classifier chains has become a popular approach to multi-label learning problems. This approach involves linking together off-the-shelf binary classifiers in a chain structure, such that class…

Machine Learning · Computer Science 2021-02-15 Jesse Read , Bernhard Pfahringer , Geoff Holmes , Eibe Frank

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

Machine Learning · Statistics 2021-02-19 Yongchan Kwon , Manuel A. Rivas , James Zou

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

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

Attribution scores can be applied in data management to quantify the contribution of individual items to conclusions from the data, as part of the explanation of what led to these conclusions. In Artificial Intelligence, Machine Learning,…

Databases · Computer Science 2024-01-15 Leopoldo Bertossi , Benny Kimelfeld , Ester Livshits , Mikaël Monet

Recent advances in game informatics have enabled us to find strong strategies across a diverse range of games. However, these strategies are usually difficult for humans to interpret. On the other hand, research in Explainable Artificial…

Multiagent Systems · Computer Science 2024-03-13 Satoru Fujii

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…

Machine Learning · Computer Science 2022-05-27 Benedek Rozemberczki , Lauren Watson , Péter Bayer , Hao-Tsung Yang , Olivér Kiss , Sebastian Nilsson , Rik Sarkar

Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…

Methodology · Statistics 2025-05-27 Akira Horiguchi , Matthew T. Pratola

We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…

Machine Learning · Computer Science 2020-10-05 Masayoshi Mase , Art B. Owen , Benjamin Seiler

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

Explainable artificial intelligence (XAI) aims to help human decision-makers in understanding complex machine learning (ML) models. One of the hallmarks of XAI are measures of relative feature importance, which are theoretically justified…

Artificial Intelligence · Computer Science 2024-02-12 Joao Marques-Silva , Xuanxiang Huang

Explainable AI (XAI) is critical for ensuring transparency, accountability, and trust in machine learning systems as black-box models are increasingly deployed within high-stakes domains. Among XAI methods, Shapley values are widely used…

Machine Learning · Computer Science 2025-02-19 Jiaxin Xu , Hung Chau , Angela Burden

SHAP scores represent the proposed use of the well-known Shapley values in eXplainable Artificial Intelligence (XAI). Recent work has shown that the exact computation of SHAP scores can produce unsatisfactory results. Concretely, for some…

Machine Learning · Computer Science 2024-12-20 Olivier Letoffe , Xuanxiang Huang , Joao Marques-Silva

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…

Machine Learning · Computer Science 2023-08-01 Vincent Lemaire , Fabrice Clérot , Marc Boullé

Feature attribution methods identify which features of an input most influence a model's output. Most widely-used feature attribution methods (such as SHAP, LIME, and Grad-CAM) are "class-dependent" methods in that they generate a feature…

Machine Learning · Computer Science 2023-02-28 Neil Jethani , Adriel Saporta , Rajesh Ranganath

While Explainable Artificial Intelligence (XAI) is increasingly expanding more areas of application, little has been applied to make deep Reinforcement Learning (RL) more comprehensible. As RL becomes ubiquitous and used in critical and…

Artificial Intelligence · Computer Science 2021-10-05 Alexandre Heuillet , Fabien Couthouis , Natalia Díaz-Rodríguez