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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…

机器学习 · 计算机科学 2022-10-06 Mattia Villani , Joshua Lockhart , Daniele Magazzeni

Originating in game theory, Shapley values are widely used for explaining a machine learning model's prediction by quantifying the contribution of each feature's value to the prediction. This requires a scalar prediction as in binary…

机器学习 · 计算机科学 2025-02-13 Paul-Gauthier Noé , Miquel Perelló-Nieto , Jean-François Bonastre , Peter Flach

While Shapley Values (SV) are one of the gold standard for interpreting machine learning models, we show that they are still poorly understood, in particular in the presence of categorical variables or of variables of low importance. For…

机器学习 · 统计学 2022-04-07 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

Shapley values are today extensively used as a model-agnostic explanation framework to explain complex predictive machine learning models. Shapley values have desirable theoretical properties and a sound mathematical foundation in the field…

机器学习 · 统计学 2022-08-16 Lars Henry Berge Olsen , Ingrid Kristine Glad , Martin Jullum , Kjersti Aas

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

统计计算 · 统计学 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

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…

机器学习 · 计算机科学 2025-10-24 Ali Gorji , Andisheh Amrollahi , Andreas Krause

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

统计方法学 · 统计学 2021-07-19 Jared M. Clark , Richard L. Warr

Control variates are variance reduction techniques for Monte Carlo estimators. They play a critical role in improving Monte Carlo estimators in scientific and machine learning applications that involve computationally expensive integrals.…

统计方法学 · 统计学 2026-02-27 Kaiyu Li , Yiming Yang , Xiaoyuan Cheng , Yi He , Zhuo Sun

The value and copyright of training data are crucial in the artificial intelligence industry. Service platforms should protect data providers' legitimate rights and fairly reward them for their contributions. Shapley value, a potent tool…

机器学习 · 计算机科学 2025-11-21 Haifeng Sun , Yu Xiong , Runze Wu , Xinyu Cai , Changjie Fan , Lan Zhang , Xiang-Yang Li

Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation.…

数值分析 · 数学 2015-05-06 Desmond J. Higham

Feature attributions based on the Shapley value are popular for explaining machine learning models; however, their estimation is complex from both a theoretical and computational standpoint. We disentangle this complexity into two factors:…

机器学习 · 计算机科学 2022-07-18 Hugh Chen , Ian C. Covert , Scott M. Lundberg , Su-In Lee

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…

机器学习 · 计算机科学 2026-02-03 Fabian Fumagalli , Landon Butler , Justin Singh Kang , Kannan Ramchandran , R. Teal Witter

Shapley values are extensively used in explainable artificial intelligence (XAI) as a framework to explain predictions made by complex machine learning (ML) models. In this work, we focus on conditional Shapley values for predictive models…

机器学习 · 统计学 2023-12-07 Lars Henry Berge Olsen

We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…

机器学习 · 计算机科学 2020-10-05 Masayoshi Mase , Art B. Owen , Benjamin Seiler

Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…

机器学习 · 统计学 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

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,…

统计理论 · 数学 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

We study control variate methods for Markov chain Monte Carlo (MCMC) in the setting of deterministic sweep sampling using $K\geq 2$ transition kernels. New variance reduction results are provided for MCMC averages based on sweeps over…

统计理论 · 数学 2019-12-17 Stephen Berg , Jun Zhu , Murray K. Clayton

This work focuses on developing efficient post-hoc explanations for quantum AI algorithms. In classical contexts, the cooperative game theory concept of the Shapley value adapts naturally to post-hoc explanations, where it can be used to…

量子物理 · 物理学 2025-04-18 Iain Burge , Michel Barbeau , Joaquin Garcia-Alfaro

Feature selection is an essential process in machine learning, especially when dealing with high-dimensional datasets. It helps reduce the complexity of machine learning models, improve performance, mitigate overfitting, and decrease…

机器学习 · 计算机科学 2024-10-10 Egor Kraev , Baran Koseoglu , Luca Traverso , Mohammed Topiwalla

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

统计计算 · 统计学 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet