2019

The Explanation Game: Explaining Machine Learning Models Using Shapley Values

Merrick, Luke, Taly, Ankur

Understand

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 features that play no role in the model.

Reading the bibliography…