arXiv AI

Provably Accurate Shapley Value Estimation via Leverage Score Sampling

arXiv:2410. 01917v3 Announce Type: replace-cross Abstract: Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features.

arXiv AI
Oct 12

Regression-adjusted Monte Carlo Estimators for Shapley Values and Probabilistic Values

The paper introduces a novel method that merges Monte Carlo sampling with linear regression to estimate probabilistic values such as Shapley and Banzhaf values. It generalizes previous algorithms by allowing any efficiently computable function family, enabling the use of tree-based models like XGBoost and cross‑fitting for unbiased estimates. Experiments on eight datasets show the approach achieves state‑of‑the‑art accuracy, reducing error by up to 11× for Shapley values and 390× for general probabilistic values compared to existing methods.

By R. Teal Witter, Yurong Liu, Christopher Musco
arXiv Machine Learning
Jun 2

ShaplEIG: Bayesian Experimental Design for Shapley Value Estimation

arXiv:2606. 02247v1 Announce Type: cross Abstract: Shapley values are a principled attribution measure widely used in interpretable machine learning, but their exact computation scales exponentially with the number of players, motivating a wide range of approximation methods based on value function evaluations of sampled coalitions.

By David Rundel, Fabian Fumagalli, Maximilian Muschalik, Bernd Bischl, Matthias Feurer
arXiv Machine Learning
Jun 2

Tractable Shapley Values and Interactions via Tensor Networks

arXiv:2510. 22138v3 Announce Type: replace Abstract: We show how to replace the O(2^n) coalition enumeration over n features behind Shapley values and Shapley-style interaction indices with a few-evaluation scheme on a tensor-network (TN) surrogate: TN-SHAP.

By Farzaneh Heidari, Chao Li, Guillaume Rabusseau
arXiv AI
Oct 9

Explanation Multiplicity in SHAP: Characterization and Assessment

The paper investigates the phenomenon of explanation multiplicity in SHAP, showing that SHAP explanations can vary significantly across repeated runs even when the model, input, and prediction remain unchanged. The authors introduce a dual‑seed evaluation protocol, a hierarchy of metrics, and null models to quantify this variability, finding that multiplicity is widespread across datasets, models, and sampling strategies. They also demonstrate that common metrics like L2 distance may underestimate instability, while rank‑based metrics reveal substantial changes in top‑ranked features, and that improved sampling methods do not fully eliminate run‑to‑run variation.

By Hyunseung Hwang, Seungeun Lee, Lucas Rosenblatt, Steven Euijong Whang, Julia Stoyanovich