February 2021Shapley values for feature selection: the good, the bad and the axiomsDanny Fryer, PhD, Inga Strumke, Hien NguyenThe Shapley value has become popular in the Explainable AI (XAI) literature, thanks, to a large extent, to a solid theoretical foundation, including four ``favourable and fair" axioms for attribution in transferable utility games.Download citationRead paper
October 2020Shapley Value Confidence Intervals for Attributing Variance ExplainedDanny Fryer, PhD, Inga Strumke, Hien NguyenUnder a weak assumption that the joint distribution is pseudo-elliptical, we obtain the asymptotic normality of the Shapley values.Download citationRead paper
October 2020Model independent feature attributions: Shapley values that uncover non-linear dependenciesDanny Fryer, PhD, Inga Strumke, Hien NguyenIn this work, we consider an alternative and novel formulation which leads to the first instance of what we call model-independent Shapley values.Download citationRead paper