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Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…

Machine Learning · Statistics 2026-04-17 Chenghui Zheng , Garvesh Raskutti

This paper focuses on the fundamental challenge of partitioning input variables in attribution methods for Explainable AI, particularly in Shapley value-based approaches. Previous methods always compute attributions given a predefined…

Machine Learning · Computer Science 2026-02-25 Xinhao Zheng , Huiqi Deng , Quanshi Zhang

In cooperative games with transferable utilities, the Shapley value is an extreme case of marginalism while the Equal Division rule is an extreme case of egalitarianism. The Shapley value does not assign anything to the non-productive…

Theoretical Economics · Economics 2022-01-25 D. Choudhury , S. Borkotokey , Rajnish Kumar , Sudipta Sarangi

As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been…

Machine Learning · Statistics 2019-06-11 Amirata Ghorbani , James Zou

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…

Machine Learning · Computer Science 2025-03-11 Christopher Musco , R. Teal Witter

Market-based mechanisms such as auctions are being studied as an appropriate means for resource allocation in distributed and mulitagent decision problems. When agents value resources in combination rather than in isolation, they must often…

Artificial Intelligence · Computer Science 2013-01-30 Craig Boutilier , Moises Goldszmidt , Bikash Sabata

The Shapley-Shubik index is a specialization of the Shapley value and is widely applied to evaluate the power distribution in committees drawing binary decisions. It was generalized to decisions with more than two levels of approval both in…

Computer Science and Game Theory · Computer Science 2020-10-09 Sascha Kurz , Issofa Moyouwou , Hilaire Touyem

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

In this paper the Shapley value of digraph (directed graph) games are considered. Digraph games are transferable utility (TU) games with limited cooperation among players, where players are represented by nodes. A restrictive relation…

Computer Science and Game Theory · Computer Science 2017-06-09 Krishna Khatri

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…

Fair credit assignment is essential in various machine learning (ML) applications, and Shapley values have emerged as a valuable tool for this purpose. However, in critical ML applications such as data valuation and feature attribution, the…

Machine Learning · Computer Science 2025-03-11 Pranoy Panda , Siddharth Tandon , Vineeth N Balasubramanian

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

We introduce the notion of linearly representable games. Broadly speaking, these are TU games that can be described by as many parameters as the number of players, like weighted voting games, airport games, or bankruptcy games. We show that…

Computer Science and Game Theory · Computer Science 2024-11-11 Ferenc Illés

A variety of recent papers discuss the application of Shapley values, a concept for explaining coalitional games, for feature attribution in machine learning. However, the correct way to connect a machine learning model to a coalitional…

Machine Learning · Computer Science 2020-06-30 Hugh Chen , Joseph D. Janizek , Scott Lundberg , Su-In Lee

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten

We consider game-theoretically secure distributed protocols for coalition games that approximate the Shapley value with small multiplicative error. Since all known existing approximation algorithms for the Shapley value are randomized, it…

Computer Science and Game Theory · Computer Science 2024-12-30 T-H. Hubert Chan , Qipeng Kuang , Quan Xue

With the emergence of energy communities, where a number of prosumers invest in shared generation and storage, the issue of fair allocation of benefits is increasingly important. The Shapley value has attracted increasing interest for…

Computer Science and Game Theory · Computer Science 2023-01-03 Sho Cremers , Valentin Robu , Peter Zhang , Merlinda Andoni , Sonam Norbu , David Flynn

In this dissertation, we analyze the computational properties of game-theoretic centrality measures. The key idea behind game-theoretic approach to network analysis is to treat nodes as players in a cooperative game, where the value of each…

Computer Science and Game Theory · Computer Science 2015-12-08 Piotr Lech Szczepański

The complex nature of artificial neural networks raises concerns on their reliability, trustworthiness, and fairness in real-world scenarios. The Shapley value -- a solution concept from game theory -- is one of the most popular explanation…

Machine Learning · Computer Science 2023-12-29 Jacopo Teneggi , Beepul Bharti , Yaniv Romano , Jeremias Sulam

Given a data set $\mathcal{D}$ containing millions of data points and a data consumer who is willing to pay for \$$X$ to train a machine learning (ML) model over $\mathcal{D}$, how should we distribute this \$$X$ to each data point to…

Machine Learning · Computer Science 2020-03-31 Ruoxi Jia , David Dao , Boxin Wang , Frances Ann Hubis , Nezihe Merve Gurel , Bo Li , Ce Zhang , Costas J. Spanos , Dawn Song
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