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Related papers: Probabilistic Shapley Value Modeling and Inference

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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

In anomaly detection, the degree of irregularity is often summarized as a real-valued anomaly score. We address the problem of attributing such anomaly scores to input features for interpreting the results of anomaly detection. We…

Machine Learning · Computer Science 2023-07-24 Naoya Takeishi , Yoshinobu Kawahara

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…

Machine Learning · Computer Science 2023-04-03 Raoul Heese , Sascha Mücke , Matthias Jakobs , Thore Gerlach , Nico Piatkowski

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

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

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

Machine Learning · Statistics 2021-02-19 Yongchan Kwon , Manuel A. Rivas , James Zou

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 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

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

The ability to learn new visual concepts from limited examples is a hallmark of human cognition. While traditional category learning models represent each example as an unstructured feature vector, compositional concept learning is thought…

Computer Vision and Pattern Recognition · Computer Science 2025-05-16 Andrew Jun Lee , Taylor Webb , Trevor Bihl , Keith Holyoak , Hongjing Lu

Shapley values have become one of the most popular feature attribution explanation methods. However, most prior work has focused on post-hoc Shapley explanations, which can be computationally demanding due to its exponential time complexity…

Machine Learning · Computer Science 2021-04-07 Rui Wang , Xiaoqian Wang , David I. Inouye

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…

Artificial Intelligence · Computer Science 2024-08-14 Santiago Cifuentes , Leopoldo Bertossi , Nina Pardal , Sergio Abriola , Maria Vanina Martinez , Miguel Romero

We propose an explainable probabilistic framework for characterizing spoofed speech by decomposing it into probabilistic attribute embeddings. Unlike raw high-dimensional countermeasure embeddings, which lack interpretability, the proposed…

Audio and Speech Processing · Electrical Eng. & Systems 2025-06-03 Jagabandhu Mishra , Manasi Chhibber , Hye-jin Shim , Tomi H. Kinnunen

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

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

Machine Learning · Computer Science 2023-11-29 Theo Gruner , Boris Belousov , Fabio Muratore , Daniel Palenicek , Jan Peters

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.…

The Shapley value is a ubiquitous framework for attribution in machine learning, encompassing feature importance, data valuation, and causal inference. However, its exact computation is generally intractable, necessitating efficient…

Machine Learning · Computer Science 2026-02-03 Fabian Fumagalli , Landon Butler , Justin Singh Kang , Kannan Ramchandran , R. Teal Witter

It is becoming increasingly important to explain complex, black-box machine learning models. Although there is an expanding literature on this topic, Shapley values stand out as a sound method to explain predictions from any type of machine…

Machine Learning · Statistics 2020-07-03 Annabelle Redelmeier , Martin Jullum , Kjersti Aas

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

The complex nature of artificial neural networks raises concerns on their reliability, trustworthiness, and fairness in real-world scenarios. The Shapley value -- a solution concept from game theory -- is one of the most popular explanation…

Machine Learning · Computer Science 2023-12-29 Jacopo Teneggi , Beepul Bharti , Yaniv Romano , Jeremias Sulam