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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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128256384512 · Jun 202019922001200920172026
48 results for Shapley effects

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.

Neuron Shapley identifies key neurons in deep networks, improving model accuracy and fairness.

problem Identifying responsible neurons in deep networks for better model performance and fairness.
method Neuron Shapley framework quantifies neuron contributions, accounting for interactions.
result Removing just 30 critical filters can destroy model accuracy, revealing network function.

A framework detects nonlinear and interaction effects in epidemiological data with uncertainty quantification.

problem Lack of reliable inference for ML-discovered nonlinearities and interactions in epidemiological data.
method Combines Bayesian sparse regression, tree ensembles, and Shapley values.
result Valid uncertainty quantification for feature effects at the individual level.

Unified and noise-reduced data valuation framework for machine learning.

problem Quantifying the contribution of individual data points in machine learning.
method Beta Shapley, a generalization of Data Shapley, relaxes the efficiency axiom.
result Beta Shapley outperforms state-of-the-art data valuation methods on various ML tasks.

The paper compares LOCO and Shapley values for feature importance, highlighting their limitations and suggesting improvements.

problem Quantifying feature importance in the presence of feature correlation.
method LOCO and Shapley Values, critiquing their axioms and proposing new measures.
result Shapley values do not eliminate feature correlation, and a modified LOCO is recommended.

Study reveals Data Shapley's inconsistent performance in data selection tasks.

problem Inconsistency of Data Shapley's performance in data selection across different settings.
method Hypothesis testing framework and identification of utility functions.
result Data Shapley's performance is no better than random selection without specific constraints.

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 changing some predictor values with others held fixed, potentially creating unl…

2019-11-01abs ↗pdf ↗

We introduce a new method to explain Gaussian processes using Shapley values.

problem Explaining the uncertainty in Gaussian process models.
method Extending Shapley values to stochastic cooperative games for Gaussian processes.
result Our method generates explanations that are random variables and satisfy favorable axioms.

Group Shapley evaluates feature groups in business data, improving explainability in AI.

problem Evaluating the importance of feature groups in business and economic data.
method Developed Group Shapley and a significance testing procedure based on chi-square approximation.
result Market-related variables are identified as the most influential feature group.

A new method uses asymmetric Shapley values to assess gene importance in clinical prediction models.

problem Clinical prediction models struggle with assessing the importance of high-dimensional features like genomics.
method Derive efficient algorithms to compute local and global asymmetric Shapley values for a mixed-dimensional prediction model.
result Asymmetric Shapley values provide a more suitable alternative to quantify feature importance in clinical prediction models.

Tab-Shapley identifies top-k anomalies in tabular data quality insights.

problem Challenges in identifying anomalies in unlabeled tabular datasets.
method Cooperative game theory using Shapley values to quantify attribute contributions.
result Efficiently identifies top-k tabular data quality insights using closed-form Shapley values.

A framework for uncertainty-aware multimodal learning using conformal Shapley intervals.

problem Uncertainty and modality level importance in multimodal learning.
method Introduces conformal Shapley intervals to quantify modality level importance and uncertainty.
result Demonstrates meaningful uncertainty quantification and strong predictive performance.

As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been suggested that individuals should be compensated for the data that they generate, but it…

2019-04-05abs ↗pdf ↗

Paper resolves conflicting Shapley value approaches by showing conditional is unsound and marginal is preferred.

problem Conflicting results from conditional and marginal Shapley value approaches when features are correlated.
method Uses causal arguments to show differences arise from assumptions about missing causal information.
result Marginal approach is preferred over conditional due to causal soundness.

A new method reduces data valuation variance for more trustworthy data trading.

problem Data valuation and trustworthy data trading in algorithmic prediction.
method Variance reduced Shapley value estimation using stratified sampling.
result VRDS method reduces estimation variance and improves data marketplace development.

A new estimator, OddSHAP, simplifies Shapley value computation by focusing on odd components.

problem Efficient computation of Shapley values in machine learning.
method Proved Shapley value depends on odd components, proposed OddSHAP for polynomial regression on odd subspace.
result OddSHAP achieves state-of-the-art estimation accuracy with reduced sampling.

The paper explains DNNs by quantifying interactions among input variables.

problem Understanding and explaining the complex behavior of deep neural networks.
method The paper defines and quantifies the significance of interactions among multiple input variables using the Shapley value.
result The proposed method effectively explains the behavior of DNNs by assigning attribution values to input variables.

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

Framework assesses variable importance for heterogeneous treatment effects.

problem High-risk domains need reliable methods to assess treatment effect heterogeneity.
method Inferential framework based on Shapley values and semiparametric theory.
result Valid inference on variable importance for heterogeneous treatment effects.

This study uses causal Shapley values to analyze how socioeconomic factors cause the spread of COVID-19.

problem Understanding how socioeconomic factors cause the spread of COVID-19.
method The study employs an explanatory framework from cooperative game theory augmented with do calculus, specifically causal Shapley values, to analyze the causal connections.
result The causal Shapley values reveal distinct advantages of non-linear machine learning models over linear models in multivariate analysis.

Improved KNN data valuation method with reduced computation time.

problem Efficiently valuing individual data points in KNN models.
method Proposed a new utility function and derived its calculation for KNN classifiers/regressors, achieving similar time complexity as the original method.
result Soft-label KNN-SV outperforms the original method in mislabeled data detection.

Paper identifies problematic baselines in Shapley value explanations and proposes a reweighting mechanism.

problem Identifying and addressing the suboptimality of baselines in Shapley value feature importance analysis.
method Analyzed suboptimality of baselines, identified problematic baseline, generalized uninformativeness, and designed a reweighting mechanism.
result Proposed uncertainty-based reweighting mechanism effectively accelerates computation and improves explanation quality.

The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.

problem Negative marginal contributions in machine learning model training.
method Investigates three philosophies: Original Shapley Value, Zero Shapley Value, and Absolute Shapley Value.
result Absolute Shapley Value significantly outperforms other definitions in evaluating data importance.

Enhances data valuation by integrating global and local statistical properties.

problem Insufficient consideration of global and local statistical properties in data valuation methods.
method Proposes a method that fuses global and local statistical properties into regularization terms for Shapley value estimation and dynamic data valuation.
result Demonstrates improved performance and efficiency of data valuation methods through integration of global and local statistical properties.

SIM-Shapley improves SV approximation efficiency and stability.

problem High computational costs of Shapley value methods in high-dimensional settings.
method Stochastic Iterative Momentum for Shapley Value Approximation (SIM-Shapley).
result Reduced computation time by up to 85% while maintaining feature attribution quality.

Study compares imputation methods' effects on IML confidence intervals.

problem Missing data impacts IML interpretation and confidence intervals.
method Compared single vs multiple imputation methods on IML confidence intervals.
result Multiple imputation provides closer coverage to nominal than single imputation.

PredDiff measures prediction changes while marginalizing features, offering new insights into interaction effects.

problem Understanding interaction effects in black-box models.
method Model-agnostic, local attribution method based on probability theory.
result Introduced a new measure for interaction effects between arbitrary feature subsets.

A game-theoretic framework identifies influential hyperparameters for neural networks.

problem Understanding which hyperparameters are most important for neural network performance.
method Employing Shapley Effects for global sensitivity analysis and Pareto front sets for identifying effective configurations.
result Reveals which hyperparameters are most influential for different objectives in neural networks.

The paper explores how Shapley value for a feature can vary based on model outcomes and feature distribution.

problem The uniqueness of Shapley value in explaining model predictions.
method Analyzes the relationship between feature distribution and Shapley value, and compares Shapley values for different model outcomes.
result Shapley value for a feature depends on more than just its mean and can vary significantly based on model outcome.

Proposes a new method to avoid model extrapolation in Shapley values.

problem Model extrapolation in marginal Shapley values leads to unreliable explanations.
method Proposes a new approach that avoids model extrapolation using marginal averaging and causal information.
result Demonstrates the impacts of model extrapolation on Shapley values and proposes a new method to avoid it.

Identifies patient-specific root causes of disease using structural equation models.

problem Detecting significant variables in complex diseases that differ between patients.
method Defining patient-specific root causes as exogenous errors in a structural equation model, quantifying predictivity using Shapley values, and developing a fast algorithm called Root Causal Inference.
result Significant improvements in accuracy by uncovering root causes with large effect sizes at the individual level but clinically insignificant effect sizes at the group level.