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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…

Machine Learning · Computer Science 2021-03-01 Jiaxuan Wang , Jenna Wiens , Scott Lundberg

Hyperparameter optimization (HPO) is a crucial step in achieving strong predictive performance. Yet, the impact of individual hyperparameters on model generalization is highly context-dependent, prohibiting a one-size-fits-all solution and…

Machine Learning · Computer Science 2025-11-11 Marcel Wever , Maximilian Muschalik , Fabian Fumagalli , Marius Lindauer

Data Shapley has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. It can effectively identify helpful or harmful data points for a learning algorithm. In this paper, we…

Machine Learning · Computer Science 2022-01-20 Yongchan Kwon , James Zou

Game-theoretic attribution techniques based on Shapley values are used to interpret black-box machine learning models, but their exact calculation is generally NP-hard, requiring approximation methods for non-trivial models. As the…

Machine Learning · Statistics 2022-02-04 Rory Mitchell , Joshua Cooper , Eibe Frank , Geoffrey Holmes

Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…

Machine Learning · Computer Science 2020-06-01 Yan Min , Mao Ye , Liang Tian , Yulin Jian , Ce Zhu , Shangming Yang

Due to their power and ease of use, tree-based machine learning models, such as random forests and gradient-boosted tree ensembles, have become very popular. To interpret them, local feature attributions based on marginal expectations, e.g.…

Machine Learning · Computer Science 2024-05-09 Khashayar Filom , Alexey Miroshnikov , Konstandinos Kotsiopoulos , Arjun Ravi Kannan

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

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…

Machine Learning · Computer Science 2020-08-13 Sisi Ma , Roshan Tourani

Attribution scores reflect how important the feature values in an input entity are for the output of a machine learning model. One of the most popular attribution scores is the SHAP score, which is an instantiation of the general Shapley…

Artificial Intelligence · Computer Science 2024-08-14 Santiago Cifuentes , Leopoldo Bertossi , Nina Pardal , Sergio Abriola , Maria Vanina Martinez , Miguel Romero

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

Data valuation has become an increasingly significant discipline in data science due to the economic value of data. In the context of machine learning (ML), data valuation methods aim to equitably measure the contribution of each data point…

Machine Learning · Computer Science 2023-06-13 Xiang Li , Haocheng Xia , Jinfei Liu

Additive feature explanations rely primarily on game-theoretic notions such as the Shapley value by viewing features as cooperating players. The Shapley value's popularity in and outside of explainable AI stems from its axiomatic…

Machine Learning · Computer Science 2025-07-23 Patrick Kolpaczki , Tim Nielen , Eyke Hüllermeier

As the use of complex machine learning models continues to grow, so does the need for reliable explainability methods. One of the most popular methods for model explainability is based on Shapley values. There are two most commonly used…

Machine Learning · Statistics 2024-12-18 Ilya Rozenfeld

While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose \textsc{Pref-SHAP}, a Shapley value-based model…

Machine Learning · Statistics 2022-11-09 Robert Hu , Siu Lun Chau , Jaime Ferrando Huertas , Dino Sejdinovic

We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…

Computation · Statistics 2024-09-11 Logan Bell , Nikhil Devanathan , Stephen Boyd

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

In computational pathology, whole-slide image (WSI) classification presents a formidable challenge due to its gigapixel resolution and limited fine-grained annotations. Multiple-instance learning (MIL) offers a weakly supervised solution,…

Computer Vision and Pattern Recognition · Computer Science 2024-09-06 Renao Yan , Qiehe Sun , Cheng Jin , Yiqing Liu , Yonghong He , Tian Guan , Hao Chen

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…

Machine Learning · Computer Science 2023-04-03 Raoul Heese , Sascha Mücke , Matthias Jakobs , Thore Gerlach , Nico Piatkowski

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten
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