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We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

Feature selection often leads to increased model interpretability, faster computation, and improved model performance by discarding irrelevant or redundant features. While feature selection is a well-studied problem with many widely-used…

Machine Learning · Statistics 2021-02-12 Tianyi Yao , Genevera I. Allen

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…

Machine Learning · Computer Science 2025-11-05 Rodrigo Mendoza-Smith

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

Shapley value is originally a concept in econometrics to fairly distribute both gains and costs to players in a coalition game. In the recent decades, its application has been extended to other areas such as marketing, engineering and…

Machine Learning · Statistics 2023-09-19 Liuqing Yang , Yongdao Zhou , Haoda Fu , Min-Qian Liu , Wei Zheng

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

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…

Machine Learning · Statistics 2026-02-12 Justin Whitehouse , Ayush Sawarni , Vasilis Syrgkanis

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…

Machine Learning · Statistics 2024-08-19 Daniel de Marchi , Michael Kosorok , Scott de Marchi

Ensuring fairness in machine learning models is critical, particularly in high-stakes domains where biased decisions can lead to serious societal consequences. Existing preprocessing approaches generally lack transparent mechanisms for…

Machine Learning · Computer Science 2026-02-24 Lin Zhu , Yijun Bian , Lei You

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Machine Learning · Computer Science 2021-06-18 Lev V. Utkin , Andrei V. Konstantinov , Kirill A. Vishniakov

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

Cooperative game theory has become a cornerstone of post-hoc interpretability in machine learning, largely through the use of Shapley values. Yet, despite their widespread adoption, Shapley-based methods often rest on axiomatic…

Machine Learning · Statistics 2025-06-18 Marouane Il Idrissi , Agathe Fernandes Machado , Arthur Charpentier

Shapley values have emerged as a central game-theoretic tool in explainable AI (XAI). However, computing Shapley values exactly requires $2^d$ game evaluations for a model with $d$ features. Lundberg and Lee's KernelSHAP algorithm has…

Artificial Intelligence · Computer Science 2026-05-14 Fabian Fumagalli , R. Teal Witter , Christopher Musco

Feature Selection is a crucial procedure in Data Science tasks such as Classification, since it identifies the relevant variables, making thus the classification procedures more interpretable, cheaper in terms of measurement and more…

Machine Learning · Statistics 2024-01-17 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…

Machine Learning · Computer Science 2023-08-01 Vincent Lemaire , Fabrice Clérot , Marc Boullé

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble…

Artificial Intelligence · Computer Science 2018-02-20 Scott M. Lundberg , Su-In Lee

Fair credit assignment is essential in various machine learning (ML) applications, and Shapley values have emerged as a valuable tool for this purpose. However, in critical ML applications such as data valuation and feature attribution, the…

Machine Learning · Computer Science 2025-03-11 Pranoy Panda , Siddharth Tandon , Vineeth N Balasubramanian

Feature selection has drawn much attention over the last decades in machine learning because it can reduce data dimensionality while maintaining the original physical meaning of features, which enables better interpretability than feature…

Machine Learning · Computer Science 2022-09-27 Yiwen Liao , Jochen Rivoir , Raphaël Latty , Bin Yang

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…

Many existing interpretation methods are based on Partial Dependence (PD) functions that, for a pre-trained machine learning model, capture how a subset of the features affects the predictions by averaging over the remaining features.…

Machine Learning · Computer Science 2025-06-05 Jinyang Liu , Tessa Steensgaard , Marvin N. Wright , Niklas Pfister , Munir Hiabu