Related papers: Fairness Analysis with Shapley-Owen Effects
Explaining complex or seemingly simple machine learning models is an important practical problem. We want to explain individual predictions from a complex machine learning model by learning simple, interpretable explanations. Shapley values…
Most work in algorithmic fairness to date has focused on discrete outcomes, such as deciding whether to grant someone a loan or not. In these classification settings, group fairness criteria such as independence, separation and sufficiency…
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…
The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…
Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a…
It is well understood that classification algorithms, for example, for deciding on loan applications, cannot be evaluated for fairness without taking context into account. We examine what can be learned from a fairness oracle equipped with…
Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…
Shapley values, originating in game theory and increasingly prominent in explainable AI, have been proposed to assess the contribution of facts in query answering over databases, along with other similar power indices such as Banzhaf…
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…
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…
Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…
Clustering algorithms often assume all features contribute equally to the data structure, an assumption that usually fails in high-dimensional or noisy settings. Feature weighting methods can address this, but most require additional…
Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…
Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…
The use of algorithm-agnostic approaches is an emerging area of research for explaining the contribution of individual features towards the predicted outcome. Whilst there is a focus on explaining the prediction itself, a little has been…
Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this…
Inequality measures provide a valuable tool for the analysis, comparison, and optimization based on system models. This work studies the relation between attributes or features of an individual to understand how redundant, unique, and…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…
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…