Related papers: Group Shapley Value and Counterfactual Simulations…
Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…
Despite their ubiquitous use, Shapley value feature attributions can be misleading due to feature interaction in both model and data. We propose an alternative attribution approach, Shapley Sets, which awards value to sets of features.…
This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…
We propose Group Shapley, a metric that extends the classical individual-level Shapley value framework to evaluate the importance of feature groups, addressing the structured nature of predictors commonly found in business and economic…
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…
The Shapley value is widely used for data valuation in data markets. However, explaining the Shapley value of an owner in a data coalition is an unexplored and challenging task. To tackle this, we formulate the problem of finding the…
Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…
Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…
Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…
Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…
Multivariate time-series models achieve strong predictive performance in healthcare, industry, energy, and finance, but how they combine cross-variable interactions with temporal dynamics remains unclear. SHapley Additive exPlanations…
Despite the success of complex machine learning algorithms, mostly justified by an outstanding performance in prediction tasks, their inherent opaque nature still represents a challenge to their responsible application. Counterfactual…
Feature attributions are a common paradigm for model explanations due to their simplicity in assigning a single numeric score for each input feature to a model. In the actionable recourse setting, wherein the goal of the explanations is to…
Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation…
Following the original interpretation of the Shapley value (Shapley, 1953a) as a priori evaluation of the prospects of a player in a multi-person interaction situation, we propose a group value, which we call the Shapley group value, as a…
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…
We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…
Data valuation -- quantifying the contribution of individual data sources to certain predictive behaviors of a model -- is of great importance to enhancing the transparency of machine learning and designing incentive systems for data…
Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the…
Despite their enormous predictive power, machine learning models are often unsuitable for applications in regulated industries such as finance, due to their limited capacity to provide explanations. While model-agnostic frameworks such as…