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Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Shapley and Banzhaf interactions capture the complex dynamics inherent in modern machine learning applications. However, current estimators for these higher-order interactions trade off between speed and accuracy. To overcome this…

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

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

Shapley values have been used extensively in machine learning, not only to explain black box machine learning models, but among other tasks, also to conduct model debugging, sensitivity and fairness analyses and to select important features…

Machine Learning · Computer Science 2024-11-22 Iqbal Madakkatel , Elina Hyppönen

Analyzing spatially varying effects is pivotal in geographic analysis. However, accurately capturing and interpreting this variability is challenging due to the increasing complexity and non-linearity of geospatial data. Recent advancements…

Machine Learning · Computer Science 2024-12-18 Lingbo Liu

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

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…

Machine Learning · Statistics 2020-02-07 Kjersti Aas , Martin Jullum , Anders Løland

When using machine learning techniques in decision-making processes, the interpretability of the models is important. In the present paper, we adopted the Shapley additive explanation (SHAP), which is based on fair profit allocation among…

Machine Learning · Computer Science 2022-03-03 Yasunobu Nohara , Koutarou Matsumoto , Hidehisa Soejima , Naoki Nakashima

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

Predictive black-box models can exhibit high accuracy but their opaque nature hinders their uptake in safety-critical deployment environments. Explanation methods (XAI) can provide confidence for decision-making through increased…

Machine Learning · Statistics 2023-06-27 Lucile Ter-Minassian , Oscar Clivio , Karla Diaz-Ordaz , Robin J. Evans , Chris Holmes

Feature attribution for kernel methods is often heuristic and not individualised for each prediction. To address this, we turn to the concept of Shapley values~(SV), a coalition game theoretical framework that has previously been applied to…

Machine Learning · Statistics 2022-05-27 Siu Lun Chau , Robert Hu , Javier Gonzalez , Dino Sejdinovic

Interference--in which a unit's outcome is affected by the treatment of other units--poses significant challenges for the identification and estimation of causal effects. Most existing methods for estimating interference effects assume that…

Methodology · Statistics 2025-10-14 Yuhua Zhang , Jukka-Pekka Onnela , Shuo Sun , Ruoyu Wang

Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…

Methodology · Statistics 2025-05-27 Akira Horiguchi , Matthew T. Pratola

Shapley values have emerged as a widely accepted and trustworthy tool, grounded in theoretical axioms, for addressing challenges posed by black-box models like deep neural networks. However, computing Shapley values encounters exponential…

Machine Learning · Computer Science 2024-05-24 Borui Zhang , Baotong Tian , Wenzhao Zheng , Jie Zhou , Jiwen Lu

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…

Methodology · Statistics 2022-10-06 Charles Spanbauer , Wei Pan

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…

Methodology · Statistics 2021-04-13 Yutao Liu , Andrew Gelman , Qixuan Chen

Developing modern machine learning (ML) applications is data-centric, of which one fundamental challenge is to understand the influence of data quality to ML training -- "Which training examples are 'guilty' in making the trained ML model…

Machine Learning · Computer Science 2022-04-28 Bojan Karlaš , David Dao , Matteo Interlandi , Bo Li , Sebastian Schelter , Wentao Wu , Ce Zhang

We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

As large language models (LLMs) become increasingly prevalent in critical applications, the need for interpretable AI has grown. We introduce TokenSHAP, a novel method for interpreting LLMs by attributing importance to individual tokens or…

Computation and Language · Computer Science 2024-07-23 Roni Goldshmidt , Miriam Horovicz