Related papers: Priority-Aware Shapley Value
Shapley values have become one of the go-to methods to explain complex models to end-users. They provide a model agnostic post-hoc explanation with foundations in game theory: what is the worth of a player (in machine learning, a feature…
Explainability in AI is crucial for model development, compliance with regulation, and providing operational nuance to predictions. The Shapley framework for explainability attributes a model's predictions to its input features in a…
Motivated by the problem of utility allocation in a portfolio under a Markowitz mean-variance choice paradigm, we propose an allocation criterion for the variance of the sum of $n$ possibly dependent random variables. This criterion, the…
Deep neural networks have demonstrated remarkable performance across various domains, yet their decision-making processes remain opaque. Although many explanation methods are dedicated to bringing the obscurity of DNNs to light, they…
Understanding the decision-making process of machine learning models is crucial for ensuring trustworthy machine learning. Data Shapley, a landmark study on data valuation, advances this understanding by assessing the contribution of each…
Deep Neural Networks (DNNs) have demonstrated strong capacity in supporting a wide variety of applications. Shapley value has emerged as a prominent tool to analyze feature importance to help people understand the inference process of deep…
Data valuation -- quantifying the contribution of individual data sources to certain predictive behaviors of a model -- is of great importance to enhancing the transparency of machine learning and designing incentive systems for data…
The use of algorithm-agnostic approaches is an emerging area of research for explaining the contribution of individual features towards the predicted outcome. Whilst there is a focus on explaining the prediction itself, a little has been…
We propose a variant of the Shapley value, the group Shapley value, to interpret counterfactual simulations in structural economic models by quantifying the importance of different components. Our framework compares two sets of parameters,…
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…
It is evident that, currently, generative models are surpassed in quality by human professionals. However, with the advancements in Artificial Intelligence, this gap will narrow, leading to scenarios where individuals who have dedicated…
The SHAP (short for Shapley additive explanation) framework has become an essential tool for attributing importance to variables in predictive tasks. In model-agnostic settings, SHAP uses the concept of Shapley values from cooperative game…
In anomaly detection, the degree of irregularity is often summarized as a real-valued anomaly score. We address the problem of attributing such anomaly scores to input features for interpreting the results of anomaly detection. We…
Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently…
Quality data is a fundamental contributor to success in statistics and machine learning. If a statistical assessment or machine learning leads to decisions that create value, data contributors may want a share of that value. This paper…
In recent years, two parallel research trends have emerged in machine learning, yet their intersections remain largely unexplored. On one hand, there has been a significant increase in literature focused on Individual Treatment Effect (ITE)…
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…
While shallow decision trees may be interpretable, larger ensemble models like gradient-boosted trees, which often set the state of the art in machine learning problems involving tabular data, still remain black box models. As a remedy, the…
SHAP (SHapley Additive exPlanations) values are a widely used method for local feature attribution in interpretable and explainable AI. We propose an efficient two-stage algorithm for computing SHAP values in both black-box setting and…
The Shapley value, and its broader family of semi-values, has received much attention in various attribution problems. A fundamental and long-standing challenge is their efficient approximation, since exact computation generally requires an…