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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

In this work, we examine Asymmetric Shapley Values (ASV), a variant of the popular SHAP additive local explanation method. ASV proposes a way to improve model explanations incorporating known causal relations between variables, and is also…

Machine Learning · Computer Science 2023-10-17 Domokos M. Kelen , Mihály Petreczky , Péter Kersch , András A. Benczúr

Feature importance techniques have enjoyed widespread attention in the explainable AI literature as a means of determining how trained machine learning models make their predictions. We consider Shapley value based approaches to feature…

Machine Learning · Computer Science 2022-10-06 Mattia Villani , Joshua Lockhart , Daniele Magazzeni

Data Shapley has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. It can effectively identify helpful or harmful data points for a learning algorithm. In this paper, we…

Machine Learning · Computer Science 2022-01-20 Yongchan Kwon , James Zou

Explainability in AI is crucial for model development, compliance with regulation, and providing operational nuance to predictions. The Shapley framework for explainability attributes a model's predictions to its input features in a…

Machine Learning · Computer Science 2021-12-21 Christopher Frye , Damien de Mijolla , Tom Begley , Laurence Cowton , Megan Stanley , Ilya Feige

A variety of recent papers discuss the application of Shapley values, a concept for explaining coalitional games, for feature attribution in machine learning. However, the correct way to connect a machine learning model to a coalitional…

Machine Learning · Computer Science 2020-06-30 Hugh Chen , Joseph D. Janizek , Scott Lundberg , Su-In Lee

Explainable machine learning methods have been accompanied by substantial development. Despite their success, the existing approaches focus more on the general framework with no prior domain expertise. High-stakes financial sectors have…

Computational Finance · Quantitative Finance 2024-08-13 Dangxing Chen , Jingfeng Chen , Weicheng Ye

This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-level \textit{Shapley curves} to measure the true variable…

Machine Learning · Statistics 2024-04-04 Ratmir Miftachov , Georg Keilbar , Wolfgang Karl Härdle

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

While graphs and abstract data structures can be large and complex, practical instances are often regular or highly structured. If the instance has sufficient structure, we might hope to compress the object into a more succinct…

Computational Complexity · Computer Science 2024-12-02 Shreya Gupta , Boyang Huang , Russell Impagliazzo , Stanley Woo , Christopher Ye

The attribution problem, that is the problem of attributing a model's prediction to its base features, is well-studied. We extend the notion of attribution to also apply to feature interactions. The Shapley value is a commonly used method…

Computer Science and Game Theory · Computer Science 2020-02-11 Kedar Dhamdhere , Ashish Agarwal , Mukund Sundararajan

Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…

Machine Learning · Computer Science 2020-08-13 Sisi Ma , Roshan Tourani

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

Dimensionality reduction (DR) techniques have been consistently supporting high-dimensional data analysis in various applications. Besides the patterns uncovered by these techniques, the interpretation of DR results based on each feature's…

Machine Learning · Computer Science 2021-03-11 Wilson Estécio Marcílio Júnior , Danilo Medeiros Eler

We present a method to compute the Shapley values of reconstruction errors of principal component analysis (PCA), which is particularly useful in explaining the results of anomaly detection based on PCA. Because features are usually…

Machine Learning · Statistics 2020-02-25 Naoya Takeishi

Shapley additive explanations (SHAP) are widely recognised as computationally intractable for neural networks, since they induce an exponential search space over the input features. In this work, we take a first step towards scaling exact…

Machine Learning · Computer Science 2026-05-26 David Boetius , Shahaf Bassan , Guy Katz , Stefan Leue , Tobias Sutter

Shapley values, a game theoretic concept, has been one of the most popular tools for explaining Machine Learning (ML) models in recent years. Unfortunately, the two most common approaches, conditional and marginal, to calculating Shapley…

Computer Science and Game Theory · Computer Science 2024-09-11 Ilya Rozenfeld

The application of Shapley values to high-dimensional, time-series-like data is computationally challenging - and sometimes impossible. For $N$ inputs the problem is $2^N$ hard. In image processing, clusters of pixels, referred to as…

Quantitative Methods · Quantitative Biology 2024-09-30 Lauren Elborough , Duncan Taylor , Melissa Humphries

Probabilistic databases play a crucial role in the management and understanding of uncertain data. However, incorporating probabilities into the semantics of incomplete databases has posed many challenges, forcing systems to sacrifice…

Databases · Computer Science 2015-03-17 Michael Wick , Andrew McCallum , Gerome Miklau

In clinical prediction settings the importance of a high-dimensional feature like genomics is often assessed by evaluating the change in predictive performance when adding it to a set of traditional clinical variables. This approach is…

Machine Learning · Statistics 2026-03-06 Mark A. van de Wiel , Jeroen Goedhart , Martin Jullum , Kjersti Aas