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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

Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique…

Machine Learning · Computer Science 2021-12-21 Thomas W. Campbell , Heinrich Roder , Robert W. Georgantas , Joanna Roder

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

Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…

Machine Learning · Computer Science 2023-03-31 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Jesse Read

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

Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations. We use it to evaluate algorithmic fairness, using the well known…

Machine Learning · Computer Science 2021-05-20 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

We propose a variant of the Shapley value, the group Shapley value, to interpret counterfactual simulations in structural economic models by quantifying the importance of different components. Our framework compares two sets of parameters,…

Econometrics · Economics 2024-10-10 Yongchan Kwon , Sokbae Lee , Guillaume A. Pouliot

Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…

Machine Learning · Statistics 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

Numerous works propose post-hoc, model-agnostic explanations for learning to rank, focusing on ordering entities by their relevance to a query through feature attribution methods. However, these attributions often weakly correlate or…

Information Retrieval · Computer Science 2025-02-25 Tanya Chowdhury , Yair Zick , James Allan

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 selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

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

Collaborative machine learning enables multiple data owners to jointly train models for improved predictive performance. However, ensuring incentive compatibility and fair contribution-based rewards remains a critical challenge. Prior work…

Computer Science and Game Theory · Computer Science 2025-10-16 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

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

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

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

Shapley values are today extensively used as a model-agnostic explanation framework to explain complex predictive machine learning models. Shapley values have desirable theoretical properties and a sound mathematical foundation in the field…

Machine Learning · Statistics 2022-08-16 Lars Henry Berge Olsen , Ingrid Kristine Glad , Martin Jullum , Kjersti Aas
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