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Shapley-Lorenz eXplainable Artificial Intelligence

delete2021-04-01
delete106
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OA
AI
P
Paolo Giudici *
E
Emanuela Raffinetti
DOI:10.1016/j.eswa.2020.114104delete
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Abstract

Abstract

En 中文
Explainability of artificial intelligence methods has become a crucial issue, especially in the most regulated fields, such as health and finance. In this paper, we provide a global explainable AI method which is based on Lorenz decompositions, thus extending previous contributions based on variance decompositions. This allows the resulting Shapley-Lorenz decomposition to be more generally applicable, and provides a unifying variable importance criterion that combines predictive accuracy with explainability, using a normalised and easy to interpret metric. The proposed decomposition is illustrated within the context of a real financial problem: the prediction of bitcoin prices.
Keywords:
Shapley values
Lorenz Zonoids
Predictive accuracy
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Journal

Expert Systems with Applications cover
Expert Systems with Applications
IF:
7.5
Papers:
2.9W
Citations:
10.2W

Organization

U
university of pavia
Scholars:
2.1W
Papers: 1.6W
Citations: 8
U
University of Milan
Scholars:
5.1W
Papers: 3.9W
Citations: 5.0W