Related papers: Efficient Shapley Performance Attribution for Leas…

Attribution scores reflect how important the feature values in an input entity are for the output of a machine learning model. One of the most popular attribution scores is the SHAP score, which is an instantiation of the general Shapley…

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regression methodologies assume independence between observations,…

SHAP (SHapley Additive exPlanations) has become a popular method to attribute the prediction of a machine learning model on an input to its features. One main challenge of SHAP is the computation time. An exact computation of Shapley values…

We argue that relative importance and its equitable attribution in terms of Shapley-Owen effects is an appropriate one, and, if we accept a small number of reasonable imperatives for equitable attribution, the only way to measure fairness.…

In recent years, power analysis has become widely used in applied sciences, with the increasing importance of the replicability issue. When distribution-free methods, such as Partial Least Squares (PLS)-based approaches, are considered,…

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…

Despite the popularity of Shapley Values in explaining neural text classification models, computing them is prohibitive for large pretrained models due to a large number of model evaluations. In practice, Shapley Values are often estimated…

The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

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…

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble…

Structural Causal Models (SCM) are a powerful framework for describing complicated dynamics across the natural sciences. A particularly elegant way of interpreting SCMs is do-Shapley, a game-theoretic method of quantifying the average…

Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can…

An algorithm is proposed that enables the imposition of shape constraints on regression curves, without requiring the constraints to be written as closed-form expressions, nor assuming the functional form of the loss function. This…

The performance of Least Squares (LS) estimators is studied in isotonic, unimodal and convex regression. Our results have the form of sharp oracle inequalities that account for the model misspecification error. In isotonic and unimodal…

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…

In this paper, a Monte Carlo based approach for the quantification of the importance of the scattering input parameters with respect to the failure probability is presented. Using the basic idea of the alpha-factors of the First Order…

We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the…

We consider the nonparametric estimation of an S-shaped regression function. The least squares estimator provides a very natural, tuning-free approach, but results in a non-convex optimisation problem, since the inflection point is unknown.…

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…