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Shapley value has recently become a popular way to explain the predictions of complex and simple machine learning models. This paper is discusses the factors that influence Shapley value. In particular, we explore the relationship between…

Machine Learning · Statistics 2021-11-24 Harsh Kumar , Jithu Chandran

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

Feature attributions based on the Shapley value are popular for explaining machine learning models; however, their estimation is complex from both a theoretical and computational standpoint. We disentangle this complexity into two factors:…

Machine Learning · Computer Science 2022-07-18 Hugh Chen , Ian C. Covert , Scott M. Lundberg , Su-In Lee

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

Shapley value is a widely used tool in explainable artificial intelligence (XAI), as it provides a principled way to attribute contributions of input features to model outputs. However, estimation of Shapley value requires capturing…

Machine Learning · Computer Science 2025-11-05 Cheng Lu , Jiusun Zeng , Yu Xia , Jinhui Cai , Shihua Luo

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

Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the…

Machine Learning · Statistics 2023-11-09 Quay Au , Julia Herbinger , Clemens Stachl , Bernd Bischl , Giuseppe Casalicchio

The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning predictive algorithms fed with tabular data, text or images,…

Machine Learning · Statistics 2025-06-06 Pedro Delicado , Cristian Pachón-García

Towards a future where machine learning systems will integrate into every aspect of people's lives, researching methods to interpret such systems is necessary, instead of focusing exclusively on enhancing their performance. Enriching the…

Machine Learning · Computer Science 2021-12-21 Ioannis Mollas , Nick Bassiliades , Ioannis Vlahavas , Grigorios Tsoumakas

Cooperative game theory has become a cornerstone of post-hoc interpretability in machine learning, largely through the use of Shapley values. Yet, despite their widespread adoption, Shapley-based methods often rest on axiomatic…

Machine Learning · Statistics 2025-06-18 Marouane Il Idrissi , Agathe Fernandes Machado , Arthur Charpentier

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

We propose Group Shapley, a metric that extends the classical individual-level Shapley value framework to evaluate the importance of feature groups, addressing the structured nature of predictors commonly found in business and economic…

Machine Learning · Statistics 2025-01-07 Jingyi Wang , Ying Chen , Paolo Giudici

Feature selection remains a major challenge in medical prediction, where existing approaches such as LASSO often lack robustness and interpretability. We introduce GRASP, a novel framework that couples Shapley value driven attribution with…

Machine Learning · Computer Science 2026-05-01 Yuheng Luo , Shuyan Li , Zhong Cao

Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…

Machine Learning · Computer Science 2020-10-26 Ramin Okhrati , Aldo Lipani

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

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

Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…

Machine Learning · Computer Science 2023-06-21 Joran Michiels , Maarten De Vos , Johan Suykens

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

Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…

Machine Learning · Statistics 2022-04-15 Indranil Basu , Subhadip Maji

Shapley values are extensively used in explainable artificial intelligence (XAI) as a framework to explain predictions made by complex machine learning (ML) models. In this work, we focus on conditional Shapley values for predictive models…

Machine Learning · Statistics 2023-12-07 Lars Henry Berge Olsen