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This paper discusses an application of Shapley values in the causal inference field, specifically on how to select the top confounder variables for coarsened exact matching method in a scalable way. We use a dataset from an observational…

Machine Learning · Statistics 2022-06-08 Jilei Yang , Wentao Su

Deep neural networks have gained momentum based on their accuracy, but their interpretability is often criticised. As a result, they are labelled as black boxes. In response, several methods have been proposed in the literature to explain…

Machine Learning · Computer Science 2022-07-05 Cosimo Izzo , Aldo Lipani , Ramin Okhrati , Francesca Medda

The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…

Artificial Intelligence · Computer Science 2020-02-10 Mukund Sundararajan , Amir Najmi

"How much is my data worth?" is an increasingly common question posed by organizations and individuals alike. An answer to this question could allow, for instance, fairly distributing profits among multiple data contributors and determining…

Machine Learning · Computer Science 2023-03-07 Ruoxi Jia , David Dao , Boxin Wang , Frances Ann Hubis , Nick Hynes , Nezihe Merve Gurel , Bo Li , Ce Zhang , Dawn Song , Costas Spanos

Artificial Neural Networks have shown impressive success in very different application cases. Choosing a proper network architecture is a critical decision for a network's success, usually done in a manual manner. As a straightforward…

Artificial Intelligence · Computer Science 2019-04-18 Julian Stier , Gabriele Gianini , Michael Granitzer , Konstantin Ziegler

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…

Machine Learning · Statistics 2024-08-19 Daniel de Marchi , Michael Kosorok , Scott de Marchi

Identifying dynamically influential nodes in biological networks is a central problem in systems biology, particularly for prioritizing intervention targets in gene regulatory networks. In this paper, we propose a Shapley-value-based…

Molecular Networks · Quantitative Biology 2026-04-13 Giang Pham , Silvia Giulia Galfrè , Paolo Milazzo

Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its…

Machine Learning · Statistics 2021-12-21 Christopher Frye , Colin Rowat , Ilya Feige

Although Shapley values have been shown to be highly effective for identifying harmful training instances, dataset size and model complexity constraints limit the ability to apply Shapley-based data valuation to fine-tuning large…

Computation and Language · Computer Science 2023-06-21 Stephanie Schoch , Ritwick Mishra , Yangfeng Ji

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Statistics Theory · Mathematics 2017-03-22 Art B. Owen , Clémentine Prieur

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

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

Feature attribution for kernel methods is often heuristic and not individualised for each prediction. To address this, we turn to the concept of Shapley values~(SV), a coalition game theoretical framework that has previously been applied to…

Machine Learning · Statistics 2022-05-27 Siu Lun Chau , Robert Hu , Javier Gonzalez , Dino Sejdinovic

Albeit the ubiquitous use of Graph Neural Networks (GNNs) in machine learning (ML) prediction tasks involving graph-structured data, their interpretability remains challenging. In explainable artificial intelligence (XAI), the Shapley Value…

Shapley values have become a cornerstone of explainable AI, but they are computationally expensive to use, especially when features are dependent. Evaluating them requires approximating a large number of conditional expectations, either via…

Artificial Intelligence · Computer Science 2026-02-11 Lars Henry Berge Olsen , Dennis Christensen

Deep learning is a powerful tool whose applications in quantitative finance are growing every day. Yet, artificial neural networks behave as black boxes and this hinders validation and accountability processes. Being able to interpret the…

Pricing of Securities · Quantitative Finance 2021-04-20 Damiano Brigo , Xiaoshan Huang , Andrea Pallavicini , Haitz Saez de Ocariz Borde

We propose a novel Shapley value approach to help address neural networks' interpretability and "vanishing gradient" problems. Our method is based on an accurate analytical approximation to the Shapley value of a neuron with ReLU…

Machine Learning · Statistics 2019-09-18 Yadong Li , Xin Cui

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and…

Machine Learning · Statistics 2024-12-06 Andreas Joseph

Deep neural networks have achieved impressive performance in a variety of tasks over the last decade, such as autonomous driving, face recognition, and medical diagnosis. However, prior works show that deep neural networks are easily…

Cryptography and Security · Computer Science 2022-10-24 Jiyang Guan , Zhuozhuo Tu , Ran He , Dacheng Tao

Shapley values are widely used to explain black-box models, but they are costly to calculate because they require many model evaluations. We introduce FastSHAP, a method for estimating Shapley values in a single forward pass using a learned…

Machine Learning · Statistics 2022-03-24 Neil Jethani , Mukund Sudarshan , Ian Covert , Su-In Lee , Rajesh Ranganath