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We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

Machine Learning · Statistics 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

Interpretability is central for scientific machine learning, as understanding \emph{why} models make predictions enables hypothesis generation and validation. While tabular foundation models show strong performance, existing explanation…

Machine Learning · Computer Science 2026-04-01 Luan Borges Teodoro Reis Sena , Francisco Galuppo Azevedo

In this paper we introduce a metric aimed at helping machine learning practitioners quickly summarize and communicate the overall importance of each feature in any black-box machine learning prediction model. Our proposed metric, based on a…

Methodology · Statistics 2019-08-27 Nickalus Redell

Predictive Business Process Monitoring is becoming an essential aid for organizations, providing online operational support of their processes. This paper tackles the fundamental problem of equipping predictive business process monitoring…

Machine Learning · Computer Science 2020-09-18 Riccardo Galanti , Bernat Coma-Puig , Massimiliano de Leoni , Josep Carmona , Nicolò Navarin

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…

Machine Learning · Statistics 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

Shapley values, a game theoretic concept, has been one of the most popular tools for explaining Machine Learning (ML) models in recent years. Unfortunately, the two most common approaches, conditional and marginal, to calculating Shapley…

Computer Science and Game Theory · Computer Science 2024-09-11 Ilya Rozenfeld

Even though Shapley value provides an effective explanation for a DNN model prediction, the computation relies on the enumeration of all possible input feature coalitions, which leads to the exponentially growing complexity. To address this…

Machine Learning · Computer Science 2023-03-07 Guanchu Wang , Yu-Neng Chuang , Mengnan Du , Fan Yang , Quan Zhou , Pushkar Tripathi , Xuanting Cai , Xia Hu

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation…

Machine Learning · Statistics 2022-07-13 Zhipu Zhou , Jie Chen , Linwei Hu

Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its…

Machine Learning · Statistics 2021-12-21 Christopher Frye , Colin Rowat , Ilya Feige

Shapley values have become a cornerstone of explainable AI, but they are computationally expensive to use, especially when features are dependent. Evaluating them requires approximating a large number of conditional expectations, either via…

Artificial Intelligence · Computer Science 2026-02-11 Lars Henry Berge Olsen , Dennis Christensen

The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…

Artificial Intelligence · Computer Science 2020-02-10 Mukund Sundararajan , Amir Najmi

While Shapley Values (SV) are one of the gold standard for interpreting machine learning models, we show that they are still poorly understood, in particular in the presence of categorical variables or of variables of low importance. For…

Machine Learning · Statistics 2022-04-07 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose \textsc{Pref-SHAP}, a Shapley value-based model…

Machine Learning · Statistics 2022-11-09 Robert Hu , Siu Lun Chau , Jaime Ferrando Huertas , Dino Sejdinovic

Explaining machine learning (ML) predictions has become crucial as ML models are increasingly deployed in high-stakes domains such as healthcare. While SHapley Additive exPlanations (SHAP) is widely used for model interpretability, it fails…

Machine Learning · Computer Science 2025-09-03 Woon Yee Ng , Li Rong Wang , Siyuan Liu , Xiuyi Fan

We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…

Machine Learning · Statistics 2019-11-28 Dominik Janzing , Lenon Minorics , Patrick Blöbaum

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

For reinforcement learning systems to be widely adopted, their users must understand and trust them. We present a theoretical analysis of explaining reinforcement learning using Shapley values, following a principled approach from game…

Machine Learning · Computer Science 2023-06-12 Daniel Beechey , Thomas M. S. Smith , Özgür Şimşek

Feature attribution methods such as SHapley Additive exPlanations (SHAP) have become instrumental in understanding machine learning models, but their role in guiding model optimization remains underexplored. In this paper, we propose a…

Machine Learning · Computer Science 2025-08-01 Amal Saadallah

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

Machine Learning · Statistics 2021-02-19 Yongchan Kwon , Manuel A. Rivas , James Zou