Research
On-device research index

arXiv research

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.

168,657 papers · 148 categories

Trend · papers per month

21426384 · May 202619922001200920172026
48 results for uniqueness Shapley

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.

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.

"How much is my data worth?" is an increasingly common question posed by organizations and individuals alike. An answer to this question could allow, for instance, fairly distributing profits among multiple data contributors and determining prospective compensation when data breaches happen. In this paper, we study the…

2019-02-27abs ↗pdf ↗

New Shapley values reveal non-linear feature dependencies.

problem Understanding non-linear dependencies in machine learning models.
method Model-independent Shapley values using non-parametric measures of dependence.
result Model-independent Shapley values can uncover non-linear dependencies.

Shapley Flow interprets model predictions using a graph-based approach to feature importance.

problem Existing feature importance methods ignore or hide feature dependencies.
method Shapley Flow considers the entire causal graph and assigns credit to edges.
result Shapley Flow provides a deeper, graph-based view of feature importance.

The study compares different game-theoretic attribution methods and finds that interventional Shapley values yield less consistent results than Aumann-Shapley due to path symmetry.

problem Investigating the influence of path choice on game-theoretic attribution algorithms.
method Comparative analysis of interventional Shapley values and Generalized Integrated Gradients (GIG) methods.
result Interventional Shapley values yield less consistent attributions than Aumann-Shapley due to path symmetry and extended away from the training data manifold.

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 ↗

New method decomposes profits and losses continuously, avoiding discrete reporting issues.

problem Analyzing profits and losses at discrete dates ignores detailed paths.
method Constructs a large class of continuous-time decompositions using extended Itô's formula.
result Identifies a preferred decomposition from exactness, symmetry, and normalization axioms.

SVEHNN explains DNN diagnoses of Alzheimer's disease from neuroanatomy and biomarkers.

problem Interpreting deep neural networks for medical diagnosis, especially in the clinic.
method Shapley Value Explanation of Heterogeneous Neural Networks (SVEHNN) for local explanations.
result SVEHNN provides interpretable explanations for DNN diagnoses with reduced runtime.

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.

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.

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.

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.

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.

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 ↗

This paper proposes a new method to fairly value data in federated learning.

problem Fairly valuing decentralized data contributions in federated learning.
method Variant of Shapley value (federated Shapley value) that is efficient and respects the order of data contributions.
result The federated Shapley value can reflect the real utility of data sources and enhance system robustness, security, and efficiency.

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.

Paper uses VAEAC to estimate Shapley values for complex models with mixed features.

problem Estimating Shapley values for models with dependent mixed features.
method Uses variational autoencoder with arbitrary conditioning (VAEAC) to model feature dependencies.
result VAEAC approach outperforms state-of-the-art methods for various settings.

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.

Study uses Shapley value for sensor anomaly detection, proving its superiority in certain cases.

problem Anomaly detection in sensor networks using the Shapley value.
method Optimized binary classifiers, mathematical proofs for different scenarios.
result Shapley value test can be superior or inferior to single-term tests, depending on sensor correlation and attack type.

The paper introduces Shapley curves for measuring variable importance in nonparametric settings.

problem Limited statistical understanding of Shapley values as variable importance measures.
method Introduces Shapley curves based on conditional expectation and covariate distribution; derives convergence rates and normality; proposes a novel bootstrap procedure.
result Validates theoretical findings with numerical studies and analyzes vehicle prices determinants.

This paper proposes an efficient method for calculating Shapley values in Naive Bayes classifiers.

problem The need for explaining machine learning model decisions.
method An exact analytic expression of Shapley values for Naive Bayes classifiers.
result The proposed Shapley values provide informative results with low complexity and low computation time.

We propose a novel Shapley value approach to help address neural networks' interpretability and "vanishing gradient" problems. Our method is based on an accurate analytical approximation to the Shapley value of a neuron with ReLU activation. This analytical approximation admits a linear propagation of relevance across …

2019-09-13abs ↗pdf ↗

The Shapley value theory is used for risk allocation in non-orthogonal risk factors.

problem Risk allocation among non-orthogonal risk factors in financial portfolios.
method Using Shapley value from cooperative game theory to allocate risk contributions.
result Explicit formulas and numerical algorithms for calculating risk allocations are derived.