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Shapley values originated in cooperative game theory but are extensively used today as a model-agnostic explanation framework to explain predictions made by complex machine learning models in the industry and academia. There are several…
Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models. As the…
Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they have become popular for feature importance analysis in data…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…
Originally introduced in cooperative game theory, Shapley values have become a very popular tool to explain machine learning predictions. Based on Shapley's fairness axioms, every input (feature component) gets a credit how it contributes…
Banzhaf values provide a popular, interpretable alternative to the widely-used Shapley values for quantifying the importance of features in machine learning models. Like Shapley values, computing Banzhaf values exactly requires time…
We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…
Shapley values have several desirable, theoretically well-supported, properties for explaining black-box model predictions. Traditionally, Shapley values are computed post-hoc, leading to additional computational cost at inference time. To…
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…
Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…
We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…
Data valuation has found various applications in machine learning, such as data filtering, efficient learning and incentives for data sharing. The most popular current approach to data valuation is the Shapley value. While popular for its…
The concept of probabilistic values, such as Beta Shapley values and weighted Banzhaf values, has gained recent attention in applications like feature attribution and data valuation. However, exact computation of these values is often…
Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…
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…
In Explainable AI (XAI), Shapley values are a popular model-agnostic framework for explaining predictions made by complex machine learning models. The computation of Shapley values requires estimating non-trivial contribution functions…
Data valuation using Shapley value has emerged as a prevalent research domain in machine learning applications. However, it is a challenge to address the role of order in data cooperation as most research lacks such discussion. To tackle…
Shapley values are among the most popular tools for explaining predictions of blackbox machine learning models. However, their high computational cost motivates the use of sampling approximations, inducing a considerable degree of…
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…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…