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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…

Machine Learning · Computer Science 2021-04-26 Ian Covert , Su-In Lee

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

The attribution problem, that is the problem of attributing a model's prediction to its base features, is well-studied. We extend the notion of attribution to also apply to feature interactions. The Shapley value is a commonly used method…

Computer Science and Game Theory · Computer Science 2020-02-11 Kedar Dhamdhere , Ashish Agarwal , Mukund Sundararajan

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

We consider the problem of payoff division in indivisible coalitional games, where the value of the grand coalition is a natural number. This number represents a certain quantity of indivisible objects, such as parliamentary seats, kidney…

Computer Science and Game Theory · Computer Science 2026-04-02 Mikołaj Czarnecki , Michał Korniak , Oskar Skibski , Piotr Skowron

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

Cooperative game theory methods, notably Shapley values, have significantly enhanced machine learning (ML) interpretability. However, existing explainable AI (XAI) frameworks mainly attribute average model predictions, overlooking…

Artificial Intelligence · Computer Science 2025-05-20 Marouane Il Idrissi , Agathe Fernandes Machado , Ewen Gallic , Arthur Charpentier

User interactions in online recommendation platforms create interdependencies among content creators: feedback on one creator's content influences the system's learning and, in turn, the exposure of other creators' contents. To analyze…

Machine Learning · Computer Science 2026-04-13 Ramakrishnan Krishnamurthy , Arpit Agarwal , Lakshminarayanan Subramanian , Maximilian Nickel

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

Explainable AI (XAI) is critical for ensuring transparency, accountability, and trust in machine learning systems as black-box models are increasingly deployed within high-stakes domains. Among XAI methods, Shapley values are widely used…

Machine Learning · Computer Science 2025-02-19 Jiaxin Xu , Hung Chau , Angela Burden

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 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

Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…

Artificial Intelligence · Computer Science 2020-07-01 I. Elizabeth Kumar , Suresh Venkatasubramanian , Carlos Scheidegger , Sorelle Friedler

Various peer-to-peer energy markets have emerged in recent years in an attempt to manage distributed energy resources in a more efficient way. One of the main challenges these models face is how to create and allocate incentives to…

Computer Science and Game Theory · Computer Science 2019-03-27 Liyang Han , Thomas Morstyn , Malcolm McCulloch

Shapley effects are attracting increasing attention as sensitivity measures. When the value function is the conditional variance, they account for the individual and higher order effects of a model input. They are also well defined under…

Computation · Statistics 2021-10-13 Elmar Plischke , Giovanni Rabitti , Emanuele Borgonovo

Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian…

Machine Learning · Computer Science 2022-06-15 Lucas Agussurja , Xinyi Xu , Bryan Kian Hsiang Low

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

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…

Machine Learning · Computer Science 2020-10-26 Ramin Okhrati , Aldo Lipani

Numerous offline and model-based reinforcement learning systems incorporate world models to emulate the inherent environments. A world model is particularly important in scenarios where direct interactions with the real environment is…

Machine Learning · Computer Science 2026-01-19 Rajat Ghosh , Debojyoti Dutta

Reinforcement learning provides an automated framework for learning behaviors from high-level reward specifications, but in practice the choice of reward function can be crucial for good results -- while in principle the reward only needs…

Machine Learning · Computer Science 2022-10-19 Abhishek Gupta , Aldo Pacchiano , Yuexiang Zhai , Sham M. Kakade , Sergey Levine
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