Related papers: GRASP: group-Shapley feature selection for patient…

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…

The CLIP model has established itself as a cornerstone of large-scale retrieval systems. However, its performance often degrades under distributional shifts such as multilingual, long-form, or multimodal queries. To avoid the prohibitive…

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

In Machine Learning, the $\mathsf{SHAP}$-score is a version of the Shapley value that is used to explain the result of a learned model on a specific entity by assigning a score to every feature. While in general computing Shapley values is…

Most methods for explaining black-box classifiers (e.g. on tabular data, images, or time series) rely on measuring the impact that removing/perturbing features has on the model output. This forces the explanation language to match the…

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…

We propose a tree regularization framework, which enables many tree models to perform feature selection efficiently. The key idea of the regularization framework is to penalize selecting a new feature for splitting when its gain (e.g.…

Extracting useful information from high-dimensional data is an important focus of today's statistical research and practice. Penalized loss function minimization has been shown to be effective for this task both theoretically and…

The availability of highly accurate urban airborne laser scanning (ALS) data will increase rapidly in the future, especially as acquisition costs decrease, for example through the use of drones. Current challenges in data processing are…

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…

As we aim at alleviating the curse of high-dimensionality, subspace learning is becoming more popular. Existing approaches use either information about global or local structure of the data, and few studies simultaneously focus on global…

In this article, we provide an axiomatic characterization of feature attribution for multi-output predictors within the Shapley framework. While SHAP explanations are routinely computed independently for each output coordinate, the…

In real-world applications of reinforcement learning (RL), noise from inherent stochasticity of environments is inevitable. However, current policy evaluation algorithms, which plays a key role in many RL algorithms, are either prone to…

Shapley data valuation provides a principled, axiomatic framework for assigning importance to individual datapoints, and has gained traction in dataset curation, pruning, and pricing. However, it is a combinatorial measure that requires…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Many existing approaches for estimating feature importance are problematic because they ignore or hide dependencies among features. A causal graph, which encodes the relationships among input variables, can aid in assigning feature…

Analysis of high dimensional noisy data is of essence across a variety of research fields. Feature selection techniques are designed to find the relevant feature subset that can facilitate classification or pattern detection. Traditional…

Sparse feature selection has been demonstrated to be effective in handling high-dimensional data. While promising, most of the existing works use convex methods, which may be suboptimal in terms of the accuracy of feature selection and…

Longitudinal analysis is important in many disciplines, such as the study of behavioral transitions in social science. Only very recently, feature selection has drawn adequate attention in the context of longitudinal modeling. Standard…