Related papers: Causal Analysis of Shapley Values: Conditional vs.…
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…
With the widespread use of sophisticated machine learning models in sensitive applications, understanding their decision-making has become an essential task. Models trained on tabular data have witnessed significant progress in explanations…
Recent advances in game informatics have enabled us to find strong strategies across a diverse range of games. However, these strategies are usually difficult for humans to interpret. On the other hand, research in Explainable Artificial…
An econometric or statistical model may undergo a marginal gain if we admit a new variable to the model, and a marginal loss if we remove an existing variable from the model. Assuming equality of opportunity among all candidate variables,…
The Shapley value is arguably the most central normative solution concept in cooperative game theory. It specifies a unique way in which the reward from cooperation can be "fairly" divided among players. While it has a wide range of real…
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…
Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…
The emergence of large language models (LLMs) has opened up exciting possibilities for simulating human behavior and cognitive processes, with potential applications in various domains, including marketing research and consumer behavior…
Masking some input variables of a deep neural network (DNN) and computing output changes on the masked input sample represent a typical way to compute attributions of input variables in the sample. People usually mask an input variable…
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…
While Explainable Artificial Intelligence (XAI) is increasingly expanding more areas of application, little has been applied to make deep Reinforcement Learning (RL) more comprehensible. As RL becomes ubiquitous and used in critical and…
Causal machine learning has the potential to revolutionize decision-making by combining the predictive power of machine learning algorithms with the theory of causal inference. However, these methods remain underutilized by the broader…
The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence,…
"How much is my data worth?" is an increasingly common question posed by organizations and individuals alike. An answer to this question could allow, for instance, fairly distributing profits among multiple data contributors and determining…
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This perspective enables us to reason about the effects of changes to this…
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…
Causal machine learning (ML) offers flexible, data-driven methods for predicting treatment outcomes including efficacy and toxicity, thereby supporting the assessment and safety of drugs. A key benefit of causal ML is that it allows for…
With recent advances in natural language processing, rationalization becomes an essential self-explaining diagram to disentangle the black box by selecting a subset of input texts to account for the major variation in prediction. Yet,…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…
Performing (variance-based) global sensitivity analysis (GSA) with dependent inputs has recently benefited from cooperative game theory concepts.By using this theory, despite the potential correlation between the inputs, meaningful…