The Shapley Value in Machine Learning
Published in IJCAI 2022, 2022
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 most crucial limitations of the Shapley value and point out directions for future research.
Recommended citation: Benedek Rozemberczki, Lauren Watson, Péter Bayer, Hao-Tsung Yang, Olivér Kiss, Sebastian Nilsson, Rik Sarkar. The Shapley Value in Machine Learning. Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence Survey Track. Pages 5572-5579 https://doi.org/10.24963/ijcai.2022/778