Understanding the Size of the Feature Importance Disagreement Problem in Real-World Data

AF Markus, EA Fridgeirsson, JA Kors… - ICML 3rd Workshop …, 2023 - openreview.net
Feature importance can be used to gain insight in prediction models. However, different
feature importance methods might result in different generated explanations, which has …

Shapley Curves: A Smoothing Perspective

R Miftachov, G Keilbar, WK Härdle - Journal of Business & …, 2024 - Taylor & Francis
This article fills the limited statistical understanding of Shapley values as a variable
importance measure from a nonparametric (or smoothing) perspective. We introduce …