Algorithms to estimate Shapley value feature attributions

Feature Selection Based on the Shapley Value

We present and study the Contribution-Selection algorithm (CSA), a novel algorithm for feature selection. The algorithm is based on the Multiperturbation Shapley Analysis, a framework which relies on game theory to estimate usefulness. The algorithm iteratively estimates the usefulness of features and selects them accordingly, using either forward selection or backward elimination. Empirical co...

The Shapley group value

Following the original interpretation of the Shapley value (Shapley, 1953a) as a priori evaluation of the prospects of a player in a multi-person interaction situation, we propose a group value, which we call the Shapley group value, as a priori evaluation of the prospects of a group of players in a coalitional game when acting as a unit. We study its properties and we give an axiomatic charact...

64 The Shapley Value

The Shapley Value

A Shapley Value Solution to Game Theoretic-based Feature Reduction in False Alarm Detection

False alarm is one of the main concerns in intensive care units and can result in care disruption, sleep deprivation, and insensitivity of care-givers to alarms. Several methods have been proposed to suppress the false alarm rate through improving the quality of physiological signals by filtering, and developing more accurate sensors. However, significant intrinsic correlation among the extract...