The Shapley Value in Machine Learning [article]

Benedek Rozemberczki, Lauren Watson, Péter Bayer, Hao-Tsung Yang, Olivér Kiss, Sebastian Nilsson, Rik Sarkar
2022 arXiv   pre-print
Over the last few years, the Shapley value, a solution concept from cooperative game theory, has found numerous applications in machine learning. In this paper, we first discuss fundamental concepts of cooperative game theory and axiomatic properties of the Shapley value. Then we give an overview of the most important applications of the Shapley value in machine learning: feature selection, explainability, multi-agent reinforcement learning, ensemble pruning, and data valuation. We examine the
more » ... ost crucial limitations of the Shapley value and point out directions for future research.
arXiv:2202.05594v2 fatcat:6lkecqet2radnaendy5bbhglh4