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Asymmetric Shapley values: incorporating causal knowledge into model-agnostic explainability
Christopher Frye · Colin Rowat · Ilya Feige

Wed Dec 09 09:00 AM -- 11:00 AM (PST) @ Poster Session 3 #1071

Explaining AI systems is fundamental both to the development of high performing models and to the trust placed in them by their users. The Shapley framework for explainability has strength in its general applicability combined with its precise, rigorous foundation: it provides a common, model-agnostic language for AI explainability and uniquely satisfies a set of intuitive mathematical axioms. However, Shapley values are too restrictive in one significant regard: they ignore all causal structure in the data. We introduce a less restrictive framework, Asymmetric Shapley values (ASVs), which are rigorously founded on a set of axioms, applicable to any AI system, and can flexibly incorporate any causal structure known to be respected by the data. We demonstrate that ASVs can (i) improve model explanations by incorporating causal information, (ii) provide an unambiguous test for unfair discrimination in model predictions, (iii) enable sequentially incremental explanations in time-series models, and (iv) support feature-selection studies without the need for model retraining.

Author Information

Christopher Frye (Faculty)
Colin Rowat (G-Research / University of Birmingham)

1. European Relationships and External Research Manager, G-Research](www.gresearch.co.uk) 1. Department of Economics, [University of Birmingham](http://socscistaff.bham.ac.uk/rowat/) 1. [icibici](https://icibici.github.io/site/), the world's least expensive BCI

Ilya Feige (Faculty)