English
Related papers

Related papers: A Comparative Study of Methods for Estimating Cond…

200 papers

Meteorological factors (MF) are crucial in day-ahead load forecasting as they significantly influence the electricity consumption behaviors of consumers. Numerous studies have incorporated MF into the load forecasting model to achieve…

Machine Learning · Computer Science 2025-01-07 Yangze Zhou , Guoxin Lin , Gonghao Zhang , Yi Wang

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

We propose the study of computing the Shapley value for a new class of cooperative games that we call budgeted games, and investigate in particular knapsack budgeted games, a version modeled after the classical knapsack problem. In these…

Computer Science and Game Theory · Computer Science 2014-09-19 Smriti Bhagat , Anthony Kim , S. Muthukrishnan , Udi Weinsberg

With water quality management processes, identifying and interpreting relationships between features, such as location and weather variable tuples, and water quality variables, such as levels of bacteria, is key to gaining insights and…

Artificial Intelligence · Computer Science 2022-12-12 Conor Muldoon , Levent Görgü , John J. O'Sullivan , Wim G. Meijer , Gregory M. P. O'Hare

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

Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian…

Machine Learning · Computer Science 2022-06-15 Lucas Agussurja , Xinyi Xu , Bryan Kian Hsiang Low

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

This paper re-examines the Shapley value methods for attribution analysis in the area of online advertising. As a credit allocation solution in cooperative game theory, Shapley value method directly quantifies the contribution of online…

Econometrics · Economics 2018-04-17 Kaifeng Zhao , Seyed Hanif Mahboobi , Saeed R. Bagheri

In recent years, many Machine Learning (ML) explanation techniques have been designed using ideas from cooperative game theory. These game-theoretic explainers suffer from high complexity, hindering their exact computation in practical…

Machine Learning · Computer Science 2024-04-22 Konstandinos Kotsiopoulos , Alexey Miroshnikov , Khashayar Filom , Arjun Ravi Kannan

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

Quantifying the importance of each training point to a learning task is a fundamental problem in machine learning and the estimated importance scores have been leveraged to guide a range of data workflows such as data summarization and…

Machine Learning · Computer Science 2021-04-27 Ruoxi Jia , Fan Wu , Xuehui Sun , Jiacen Xu , David Dao , Bhavya Kailkhura , Ce Zhang , Bo Li , Dawn Song

Originally rooted in game theory, the Shapley Value (SV) has recently become an important tool in machine learning research. Perhaps most notably, it is used for feature attribution and data valuation in explainable artificial intelligence.…

Interpretability is central for scientific machine learning, as understanding \emph{why} models make predictions enables hypothesis generation and validation. While tabular foundation models show strong performance, existing explanation…

Machine Learning · Computer Science 2026-04-01 Luan Borges Teodoro Reis Sena , Francisco Galuppo Azevedo

The information decomposition problem requires an additive decomposition of the mutual information between the input and target variables into nonnegative terms. The recently introduced solution to this problem, Information Attribution,…

Information Theory · Computer Science 2022-07-13 Tomáš Kroupa , Sara Vannucci , Tomáš Votroubek

Many important questions about a model cannot be answered just by explaining how much each feature contributes to its output. To answer a broader set of questions, we generalize a popular, mathematically well-grounded explanation technique,…

Machine Learning · Computer Science 2020-06-16 Dillon Bowen , Lyle Ungar

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

In explainable machine learning, local post-hoc explanation algorithms and inherently interpretable models are often seen as competing approaches. This work offers a partial reconciliation between the two by establishing a correspondence…

Machine Learning · Computer Science 2023-02-24 Sebastian Bordt , Ulrike von Luxburg

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

The Shapley value is a common tool in game theory to evaluate the importance of a player in a cooperative setting. In a geometric context, it provides a way to measure the contribution of a geometric object in a set towards some function on…

Computational Geometry · Computer Science 2020-02-14 Shuhao Tan

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based…

Machine Learning · Statistics 2021-04-27 Sandhya Tripathi , N. Hemachandra , Prashant Trivedi
‹ Prev 1 8 9 10 Next ›