Related papers: Explaining a probabilistic prediction on the simpl…
The Shapley value is commonly illustrated by roll call votes in which players support or reject a proposal in sequence. If all sequences are equiprobable, a voter's Shapley value can be interpreted as the probability of being pivotal, i.e.,…
We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…
Attribution scores can be applied in data management to quantify the contribution of individual items to conclusions from the data, as part of the explanation of what led to these conclusions. In Artificial Intelligence, Machine Learning,…
The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning predictive algorithms fed with tabular data, text or images,…
Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…
Shapley value is originally a concept in econometrics to fairly distribute both gains and costs to players in a coalition game. In the recent decades, its application has been extended to other areas such as marketing, engineering and…
Multi-label classification is a type of classification task, it is used when there are two or more classes, and the data point we want to predict may belong to none of the classes or all of them at the same time. In the real world, many…
Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…
We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…
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…
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…
While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose \textsc{Pref-SHAP}, a Shapley value-based model…
This paper introduces the shapr R package, a versatile tool for generating Shapley value-based prediction explanations for machine learning and statistical regression models. Moreover, the shaprpy Python library brings the core capabilities…
The problem of explaining the behavior of deep neural networks has recently gained a lot of attention. While several attribution methods have been proposed, most come without strong theoretical foundations, which raises questions about…
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…
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…
Shapley values have several desirable, theoretically well-supported, properties for explaining black-box model predictions. Traditionally, Shapley values are computed post-hoc, leading to additional computational cost at inference time. To…
Motivated by the problem of utility allocation in a portfolio under a Markowitz mean-variance choice paradigm, we propose an allocation criterion for the variance of the sum of $n$ possibly dependent random variables. This criterion, the…
Shapley values have become a cornerstone of explainable AI, but they are computationally expensive to use, especially when features are dependent. Evaluating them requires approximating a large number of conditional expectations, either via…
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…