Threading the needle for off-manifold and on-manifold value functions for Shapley Value Explanations | Chih-Kuan Yeh

A popular explainable AI (XAI) approach to quantify feature importance of a given model is via Shapley values. These Shapley values arose in cooperative games, and hence a critical ingredient to compute these in an XAI context is a so-called value function, that computes the value of a subset of...