Computational and Applied Mathematics – Differential Equations and Nonlinear Analysis Seminar: Alexey Miroshnikov, Discover Financial Services, Stability theory of game-theoretic group feature explanations for machine learning models.
SAS 4201In this article, we study feature attributions of Machine Learning (ML) models originating from linear game values and coalitional values defined as operators on appropriate functional spaces. The main focus is on random games based on the conditional and marginal expectations. The first part of our work formulates a stability theory for these explanation operators…