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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

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…

Machine Learning · Computer Science 2026-01-27 Lars Henry Berge Olsen , Martin Jullum

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

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…

Machine Learning · Statistics 2025-08-19 Michael Mayer , Mario V. Wüthrich

Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature…

SHAP (SHapley Additive exPlanations) has become a popular method to attribute the prediction of a machine learning model on an input to its features. One main challenge of SHAP is the computation time. An exact computation of Shapley values…

Machine Learning · Statistics 2023-09-06 Linwei Hu , Ke Wang

The Shapley value is a ubiquitous framework for attribution in machine learning, encompassing feature importance, data valuation, and causal inference. However, its exact computation is generally intractable, necessitating efficient…

Machine Learning · Computer Science 2026-02-03 Fabian Fumagalli , Landon Butler , Justin Singh Kang , Kannan Ramchandran , R. Teal Witter

In this paper I consider improving the KernelSHAP algorithm. I suggest to use the Wallenius' noncentral hypergeometric distribution for sampling the number of coalitions and perform sampling without replacement, so that the KernelSHAP…

Methodology · Statistics 2026-01-15 Fredrik Lohne Aanes

The problem of explaining the behavior of deep neural networks has recently gained a lot of attention. While several attribution methods have been proposed, most come without strong theoretical foundations, which raises questions about…

Machine Learning · Computer Science 2019-06-24 Marco Ancona , Cengiz Öztireli , Markus Gross

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

The Shapley value (SV) is a prevalent approach of allocating credit to machine learning (ML) entities to understand black box ML models. Enriching such interpretations with higher-order interactions is inevitable for complex systems, where…

Machine Learning · Computer Science 2025-01-17 Fabian Fumagalli , Maximilian Muschalik , Patrick Kolpaczki , Eyke Hüllermeier , Barbara Hammer

Besides accuracy, recent studies on machine learning models have been addressing the question on how the obtained results can be interpreted. Indeed, while complex machine learning models are able to provide very good results in terms of…

Machine Learning · Computer Science 2022-11-07 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte , Michel Grabisch

With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…

Machine Learning · Computer Science 2026-01-14 R. Teal Witter , Yurong Liu , Christopher Musco

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

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 study the efficient computation of Shapley values for \emph{product games} -- cooperative games in which the coalition value factorizes as a product of per-player terms. Such games arise in machine learning explainability whenever the…

Machine Learning · Computer Science 2026-05-19 Majid Mohammadi , Grigory Reznikov , Pavel Sinitcyn , Krikamol Muandet , Siu Lun Chau

Feature importance techniques have enjoyed widespread attention in the explainable AI literature as a means of determining how trained machine learning models make their predictions. We consider Shapley value based approaches to feature…

Machine Learning · Computer Science 2022-10-06 Mattia Villani , Joshua Lockhart , Daniele Magazzeni

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…

Machine Learning · Computer Science 2022-09-28 Yongchan Kwon , James Zou

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
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