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Related papers: On Model Extrapolation in Marginal Shapley Values

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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…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

The Shapley value is a game-theoretic notion for wealth distribution that is nowadays extensively used to explain complex data-intensive computation, for instance, in network analysis or machine learning. Recent theoretical works show that…

Databases · Computer Science 2022-01-04 Daniel Deutch , Nave Frost , Benny Kimelfeld , Mikaël Monet

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…

Machine Learning · Computer Science 2026-02-03 Martin Jullum , Lars Henry Berge Olsen , Jon Lachmann , Annabelle Redelmeier

Causal Structure Learning (CSL), also referred to as causal discovery, amounts to extracting causal relations among variables in data. CSL enables the estimation of causal effects from observational data alone, avoiding the need to perform…

Machine Learning · Computer Science 2025-02-12 Fabrizio Russo , Francesca Toni

In this growing age of data and technology, large black-box models are becoming the norm due to their ability to handle vast amounts of data and learn incredibly complex data patterns. The deficiency of these methods, however, is their…

Machine Learning · Computer Science 2026-04-09 Justin Lin , Julia Fukuyama

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…

Machine Learning · Statistics 2025-11-03 Joshua S. Harvey , Guanchao Feng , Sai Anusha Meesala , Tina Zhao , Dhagash Mehta

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

The Shapley value provides a principled foundation for data valuation, but exact computation is #P-hard due to the exponential coalition space. Existing accelerations remain global and ignore a structural property of modern predictors: for…

Machine Learning · Computer Science 2026-03-05 Xuan Yang , Hsi-Wen Chen , Ming-Syan Chen , Jian Pei

Deep Neural Networks (DNNs) have demonstrated strong capacity in supporting a wide variety of applications. Shapley value has emerged as a prominent tool to analyze feature importance to help people understand the inference process of deep…

Machine Learning · Statistics 2025-02-19 Xiaolei Lu

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

Marginal-likelihood based model-selection, even though promising, is rarely used in deep learning due to estimation difficulties. Instead, most approaches rely on validation data, which may not be readily available. In this work, we present…

Machine Learning · Statistics 2021-06-16 Alexander Immer , Matthias Bauer , Vincent Fortuin , Gunnar Rätsch , Mohammad Emtiyaz Khan

In recent years, the Shapley value and SHAP explanations have emerged as one of the most dominant paradigms for providing post-hoc explanations of black-box models. Despite their well-founded theoretical properties, many recent works have…

Machine Learning · Computer Science 2025-02-21 James Enouen , Yan Liu

For neural models to garner widespread public trust and ensure fairness, we must have human-intelligible explanations for their predictions. Recently, an increasing number of works focus on explaining the predictions of neural models in…

Computation and Language · Computer Science 2020-12-15 Oana-Maria Camburu , Eleonora Giunchiglia , Jakob Foerster , Thomas Lukasiewicz , Phil Blunsom

In this paper we investigate the problem of quantifying the contribution of each variable to the satisfying assignments of a Boolean function based on the Shapley value. Our main result is a polynomial-time equivalence between computing…

Databases · Computer Science 2023-06-27 Ahmet Kara , Dan Olteanu , Dan Suciu

Shapley value and its priority-aware extensions are widely used for valuation in machine learning, but existing methods require pairwise priority to be binary and acyclic, a restriction spectacularly violated in real-data examples such as…

Machine Learning · Computer Science 2026-05-15 Kiljae Lee , Ziqi Liu , Weijing Tang , Yuan Zhang

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…

Machine Learning · Computer Science 2021-04-26 Shikun Chen

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…

Machine Learning · Statistics 2023-09-19 Liuqing Yang , Yongdao Zhou , Haoda Fu , Min-Qian Liu , Wei Zheng

Local feature attribution methods are increasingly used to explain complex machine learning models. However, current methods are limited because they are extremely expensive to compute or are not capable of explaining a distributed series…

Machine Learning · Computer Science 2022-10-12 Hugh Chen , Scott M. Lundberg , Su-In Lee

Collaborative machine learning enables multiple data owners to jointly train models for improved predictive performance. However, ensuring incentive compatibility and fair contribution-based rewards remains a critical challenge. Prior work…

Computer Science and Game Theory · Computer Science 2025-10-16 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…

Machine Learning · Computer Science 2018-08-17 Mark van der Wilk , Matthias Bauer , ST John , James Hensman