Predictions are the currency of a machine learning model, and to understand the model's behavior over segments of a dataset, or over time, is an important problem in machine learning research and practice. There currently is no systematic framework to understand this drift in prediction distributions over time or between two semantically meaningful slices of data, in terms of the input features and points. We propose GroupShapley and GroupIG (Integrated Gradients), as axiomatically justified methods to tackle this problem. In doing so, we re-frame all current feature/data importance measures based on the Shapley value as essentially problems of distributional comparisons, and unify them under a common umbrella. We axiomatize certain desirable properties of distributional difference, and study the implications of choosing them empirically.
Because of their strong theoretical properties, Shapley values have become very popular as a way to explain predictions made by black box models. Unfortuately, most existing techniques to compute Shapley values are computationally very expensive. We propose PDD-SHAP, an algorithm that uses an ANOVA-based functional decomposition model to approximate the black-box model being explained. This allows us to calculate Shapley values orders of magnitude faster than existing methods for large datasets, significantly reducing the amortized cost of computing Shapley values when many predictions need to…
University of Washington（华盛顿大学）；Microsoft Research（微软研究院）
Local feature attribution methods are increasingly used to explain complex machine learning models. However, current methods are limited because they are extremely expensive to compute or are not capable of explaining a distributed series of models where each model is owned by a separate institution. The latter is particularly important because it often arises in finance where explanations are mandated. Here, we present DeepSHAP, a tractable method to propagate local feature attributions through complex series of models based on a connection to the Shapley value. We evaluate DeepSHAP across bi…
Shapley meets Rawls: an integrated framework for measuring and explaining unfairness
UM6P Airess University Mohammed VI Polytechnic（穆罕默德六世理工大学UM6P Airess大学）；Univ. Nîmes Chrome Um6p, Airess（尼姆大学Chrome实验室，穆罕默德六世理工大学Airess）；Liser Luxembourg（卢森堡社会经济研究所）
École Polytechnique, Institut Polytechnique de Paris（巴黎理工学院综合理工学院）；Société Générale（法国兴业银行）
In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making are one of the most popular approaches to explain local individual and global predictions. By considering each output separately in multi-output tasks, these methods fail to provide complete feature explanations. We propose Shapley Chains to overcome this issue by including label interdependencies in the explanation design process. Shapley Chains assign Shaple…
University Of California, San Diego（加州大学圣地亚哥分校）；Stanford University（斯坦福大学）
With the widespread use of sophisticated machine learning models in sensitive applications, understanding their decision-making has become an essential task. Models trained on tabular data have witnessed significant progress in explanations of their underlying decision making processes by virtue of having a small number of discrete features. However, applying these methods to high-dimensional inputs such as images is not a trivial task. Images are composed of pixels at an atomic level and do not carry any interpretability by themselves. In this work, we seek to use annotated high-level interpr…
Additive feature explanations using Shapley values have become popular for providing transparency into the relative importance of each feature to an individual prediction of a machine learning model. While Shapley values provide a unique additive feature attribution in cooperative game theory, the Shapley values that can be generated for even a single machine learning model are far from unique, with theoretical and implementational decisions affecting the resulting attributions. Here, we consider the application of Shapley values for explaining decision tree ensembles and present a novel appro…
The University of Queensland（昆士兰大学）；Simula Research Laboratory（西穆拉研究实验室）；La Trobe University（拉筹伯大学）
Shapley values have become increasingly popular in the machine learning literature thanks to their attractive axiomatisation, flexibility, and uniqueness in satisfying certain notions of `fairness'. The flexibility arises from the myriad potential forms of the Shapley value \textit{game formulation}. Amongst the consequences of this flexibility is that there are now many types of Shapley values being discussed, with such variety being a source of potential misunderstanding. To the best of our knowledge, all existing game formulations in the machine learning and statistics literature fall into …
ETH Zurich（苏黎世联邦理工学院）；Disney Research Zurich（苏黎世迪士尼研究中心）
The problem of explaining the behavior of deep neural networks has recently gained a lot of attention. While several attribution methods have been proposed, most come without strong theoretical foundations, which raises questions about their reliability. On the other hand, the literature on cooperative game theory suggests Shapley values as a unique way of assigning relevance scores such that certain desirable properties are satisfied. Unfortunately, the exact evaluation of Shapley values is prohibitively expensive, exponential in the number of input features. In this work, by leveraging recen…
Explainability in AI is crucial for model development, compliance with regulation, and providing operational nuance to predictions. The Shapley framework for explainability attributes a model's predictions to its input features in a mathematically principled and model-agnostic way. However, general implementations of Shapley explainability make an untenable assumption: that the model's features are uncorrelated. In this work, we demonstrate unambiguous drawbacks of this assumption and develop two solutions to Shapley explainability that respect the data manifold. One solution, based on generat…
Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different features used as input to the model. Being based on solid game-theoretic principles, Shapley values uniquely satisfy several desirable properties, which is why they are increasingly used to explain the predictions of possibly complex and highly non-linear machine learning models. Shapley values are well calibrated to a user's intuition when features are indep…
University of Oslo（奥斯陆大学）；Norwegian Computing Center（挪威计算中心）
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 of cooperative game theory. Precise Shapley value estimates for dependent data rely on accurate modeling of the dependencies between all feature combinations. In this paper, we use a variational autoencoder with arbitrary conditioning (VAEAC) to model all feature dependencies simultaneously. We demonstrate through comprehensive simulation studies that our V…
University of Toulouse（图卢兹大学）；IRIT（图卢兹计算机科学研究所）；CNRS（法国国家科学研究中心）
This paper develops a rigorous argument for why the use of Shapley values in explainable AI (XAI) will necessarily yield provably misleading information about the relative importance of features for predictions. Concretely, this paper demonstrates that there exist classifiers, and associated predictions, for which the relative importance of features determined by the Shapley values will incorrectly assign more importance to features that are provably irrelevant for the prediction, and less importance to features that are provably relevant for the prediction. The paper also argues that, given r…
It is becoming increasingly important to explain complex, black-box machine learning models. Although there is an expanding literature on this topic, Shapley values stand out as a sound method to explain predictions from any type of machine learning model. The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. This methodology was then extended to explain dependent features with an underlying continuous distribution. In this paper, we propose a method to explain mixed (i.e. continuous, discrete, ordinal…
Explaining complex or seemingly simple machine learning models is an important practical problem. We want to explain individual predictions from a complex machine learning model by learning simple, interpretable explanations. Shapley values is a game theoretic concept that can be used for this purpose. The Shapley value framework has a series of desirable theoretical properties, and can in principle handle any predictive model. Kernel SHAP is a computationally efficient approximation to Shapley values in higher dimensions. Like several other existing methods, this approach assumes that the fea…
Duke-NUS Medical School（杜克-新加坡国立大学医学院）；Singapore Health Services（新加坡保健服务集团）；National University of Singapore（新加坡国立大学）
Current practice in interpretable machine learning often focuses on explaining the final model trained from data, e.g., by using the Shapley additive explanations (SHAP) method. The recently developed Shapley variable importance cloud (ShapleyVIC) extends the current practice to a group of "nearly optimal models" to provide comprehensive and robust variable importance assessments, with estimated uncertainty intervals for a more complete understanding of variable contributions to predictions. ShapleyVIC was initially developed for applications with traditional regression models, and the benefit…
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 is linear in dimension (number of features), as opposed to the exponential complexity of other Shapley value approaches in the literature. Examples from global sensitivity analysis and machine learning are used to compare the method numerically with activity scores, SHAP, and KernelSHAP.
University of Campinas（坎皮纳斯大学）；Leeds University Business School（利兹大学商学院）；COMSATS University Islamabad（伊斯兰堡COMSATS大学）
The use of algorithm-agnostic approaches is an emerging area of research for explaining the contribution of individual features towards the predicted outcome. Whilst there is a focus on explaining the prediction itself, a little has been done on explaining the robustness of these models, that is, how each feature contributes towards achieving that robustness. In this paper, we propose the use of Shapley values to explain the contribution of each feature towards the model's robustness, measured in terms of Receiver-operating Characteristics (ROC) curve and the Area under the ROC curve (AUC). Wi…
Université Paris-Saclay（巴黎萨克雷大学）；Ubisoft（育碧）；University of Granada（格拉纳达大学）
While Explainable Artificial Intelligence (XAI) is increasingly expanding more areas of application, little has been applied to make deep Reinforcement Learning (RL) more comprehensible. As RL becomes ubiquitous and used in critical and general public applications, it is essential to develop methods that make it better understood and more interpretable. This study proposes a novel approach to explain cooperative strategies in multiagent RL using Shapley values, a game theory concept used in XAI that successfully explains the rationale behind decisions taken by Machine Learning algorithms. Thro…
New York University（纽约大学）；University of Washington（华盛顿大学）
Shapley values are widely used to explain black-box models, but they are costly to calculate because they require many model evaluations. We introduce FastSHAP, a method for estimating Shapley values in a single forward pass using a learned explainer model. FastSHAP amortizes the cost of explaining many inputs via a learning approach inspired by the Shapley value's weighted least squares characterization, and it can be trained using standard stochastic gradient optimization. We compare FastSHAP to existing estimation approaches, revealing that it generates high-quality explanations with orders…
Faculty of Sciences and Technology, São Paulo State University (UNESP)（圣保罗州立大学科学与技术学院（UNESP））
Dimensionality reduction (DR) techniques have been consistently supporting high-dimensional data analysis in various applications. Besides the patterns uncovered by these techniques, the interpretation of DR results based on each feature's contribution to the low-dimensional representation supports new finds through exploratory analysis. Current literature approaches designed to interpret DR techniques do not explain the features' contributions well since they focus only on the low-dimensional representation or do not consider the relationship among features. This paper presents ClusterShapley…
The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence, there have recently been attempts of appropriately modelling/estimating the dependence between the features. Although the proposed methods clearly outperform the traditional approach assuming independence, they have their weaknesses. In this paper we propose two new approaches for modelling the dependence between the features. Both approaches are based on vine c…
ShaTS: A Shapley-based Explainability Method for Time Series Artificial Intelligence Models applied to Anomaly Detection in Industrial Internet of Things
Departamento de Ingeniería y Tecnología de Computadores, University of Murcia（计算机工程与技术部门，穆尔西亚大学）
A number of techniques have been proposed to explain a machine learning model's prediction by attributing it to the corresponding input features. Popular among these are techniques that apply the Shapley value method from cooperative game theory. While existing papers focus on the axiomatic motivation of Shapley values, and efficient techniques for computing them, they offer little justification for the game formulations used, and do not address the uncertainty implicit in their methods' outputs. For instance, the popular SHAP algorithm's formulation may give substantial attributions to featur…
Shapley value has recently become a popular way to explain the predictions of complex and simple machine learning models. This paper is discusses the factors that influence Shapley value. In particular, we explore the relationship between the distribution of a feature and its Shapley value. We extend our analysis by discussing the difference that arises in Shapley explanation for different predicted outcomes from the same model. Our assessment is that Shapley value for particular feature not only depends on its expected mean but on other moments as well such as variance and there are disagreem…
University of Warsaw（华沙大学）；IDEAS NCBR；MIM Solutions
Shapley values are one of the main tools used to explain predictions of tree ensemble models. The main alternative to Shapley values are Banzhaf values that have not been understood equally well. In this paper we make a step towards filling this gap, providing both experimental and theoretical comparison of these model explanation methods. Surprisingly, we show that Banzhaf values offer several advantages over Shapley values while providing essentially the same explanations. We verify that Banzhaf values: (1) have a more intuitive interpretation, (2) allow for more efficient algorithms, and (3…
University of Utah（犹他大学）；University of Arizona（亚利桑那大学）；Haverford College（哈弗福德学院）
Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements using some form of the game's unique Shapley values. Justification for these methods rests on two pillars: their desirable mathematical properties, and their applicability to specific motivations for explanations. We show that mathematical problems arise when Shapley values are used for feature importance and that the solutions to mitigate these necessarily…
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；Snap Inc.（色拉布公司）
Explaining machine learning models is an important and increasingly popular area of research interest. The Shapley value from game theory has been proposed as a prime approach to compute feature importance towards model predictions on images, text, tabular data, and recently graph neural networks (GNNs) on graphs. In this work, we revisit the appropriateness of the Shapley value for GNN explanation, where the task is to identify the most important subgraph and constituent nodes for GNN predictions. We claim that the Shapley value is a non-ideal choice for graph data because it is by definition…
How important are the genes to explain the outcome - the asymmetric Shapley value as an honest importance metric for high-dimensional features
Dept of Epidemiology and Data Science, Amsterdam Public Health research institute, Amsterdam University Medical Centers（流行病学与数据科学系，阿姆斯特丹公共卫生研究所，阿姆斯特丹大学医学中心）；Norwegian Computing Center（挪威计算中心）
Örebro University, School of Science and Technology（奥雷布罗大学，科学与技术学院）；KTH Royal Institute of Technology, School of Electrical Engineering and Computer Science（皇家理工学院，电气工程与计算机科学学院）
Duke-NUS Medical School（杜克-新加坡国立大学医学院）；Singapore Health Services（新加坡保健服务集团）；Singapore General Hospital（新加坡中央医院）；National University of Singapore（新加坡国立大学）；Duke University（杜克大学）
Interpretable machine learning has been focusing on explaining final models that optimize performance. The current state-of-the-art is the Shapley additive explanations (SHAP) that locally explains variable impact on individual predictions, and it is recently extended for a global assessment across the dataset. Recently, Dong and Rudin proposed to extend the investigation to models from the same class as the final model that are "good enough", and identified a previous overclaim of variable importance based on a single model. However, this method does not directly integrate with existing Shapl…
Energy-Based Model for Accurate Estimation of Shapley Values in Feature Attribution
College of Metrology Measurement and Instrument, China Jiliang University（计量测量与仪器学院，中国浙江理工大学）；School of Mathematics, Hangzhou Normal University（数学学院，杭州师范大学）；School of Statistics, Jiangxi University of Finance and Economics（统计学院，江西财经大学）
Temporal-Decay Shapley: A Time-Aware Data Valuation Framework for Time-Series Data
School of Artificial Intelligence, Guangzhou University（广州大学人工智能学院）；School of Public Finance and Taxation, Guangdong University of Finance and Economics（广东财经大学公共财政与税收学院）
VARSHAP: Addressing Global Dependency Problems in Explainable AI with Variance-Based Local Feature Attribution
Faculty of Computing and Telecommunications（计算机与电信学院）；Poznan University of Technology（波兹南技术大学）；Faculty of Mathematics, Informatics and Mechanics（数学、信息学与力学学院）；University of Warsaw（华沙大学）；MIM Solutuions Research Institute（MIM解决方案研究所）
University of St.Gallen (HSG)（圣加仑大学（HSG））；Deutsche Bundesbank（德意志联邦银行）
Detecting accounting anomalies is a recurrent challenge in financial statement audits. Recently, novel methods derived from Deep-Learning (DL) have been proposed to audit the large volumes of a statement's underlying accounting records. However, due to their vast number of parameters, such models exhibit the drawback of being inherently opaque. At the same time, the concealing of a model's inner workings often hinders its real-world application. This observation holds particularly true in financial audits since auditors must reasonably explain and justify their audit decisions. Nowadays, vario…
