Explaining predictive models using Shapley values and non-parametric vine copulas
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Abstract (arXiv)
The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence, there have recently been attempts of appropriately modelling/estimating the dependence between the features. Although the proposed methods clearly outperform the traditional approach assuming independence, they have their weaknesses. In this paper we propose two new approaches for modelling the dependence between the features. Both approaches are based on vine copulas, which are flexible tools for modelling multivariate non-Gaussian distributions able to characterise a wide range of complex dependencies. The performance of the proposed methods is evaluated on simulated data sets and a real data set. The experiments demonstrate that the vine copula approaches give more accurate approximations to the true Shapley values than its competitors.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 9 of its 41 references that are in the map. First posted on arXiv 12 Feb 2021.
Builds on
9 of 41 references.
References · 9
- 2017A Unified Approach to Interpreting Model Predictionscited by 6,488
- 2019Explaining individual predictions when features are dependent: More accurate approximations to Shapley valuescited by 205
- 2015ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and Rcited by 171
- 2020True to the Model or True to the Data?cited by 123
- 2017Converting High-Dimensional Regression to High-Dimensional Conditional Density Estimationcited by 34
- 2015Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulascited by 18
- 2018Prediction based on conditional distributions of vine copulascited by 8
- 2018Solving estimating equations with copulascited by 4
- 2018Nonparametric method for space conditional density estimation in moderately large dimensionscited by 1
Built on by
Citing papers per year: 2021: 3; 2022: 2; 2023: 2; 2024: 1; 2025: 1.
9 papers.
- 2022Algorithms to estimate Shapley value feature attributionscited by 114
- 2021groupShapley: Efficient prediction explanation with Shapley values for feature groupscited by 21
- 2021Using Shapley Values and Variational Autoencoders to Explain Predictive Models with Dependent Mixed Featurescited by 19
- 2023A Comparative Study of Methods for Estimating Conditional Shapley Values and When to Use Themcited by 15
- 2021Accurate Shapley Values for explaining tree-based modelscited by 9
- 2022Shapley Curves: A Smoothing Perspectivecited by 2
- 2023Approximation of group explainers with coalition structure using Monte Carlo sampling on the product space of coalitions and featurescited by 2
- 2024A Comprehensive Study of Shapley Value in Data Analyticscited by 2
- 2025Vine Copulas as Differentiable Computational Graphscited by 2
- 2025Vine Copulas as Differentiable Computational Graphs16 Jun 2025
- 2024A Comprehensive Study of Shapley Value in Data Analytics2 Dec 2024
- 2023A Comparative Study of Methods for Estimating Conditional Shapley Values and When to Use Them16 May 2023
- 2023Approximation of group explainers with coalition structure using Monte Carlo sampling on the product space of coalitions and features17 Mar 2023
- 2022Shapley Curves: A Smoothing Perspective23 Nov 2022
- 2022Algorithms to estimate Shapley value feature attributions15 Jul 2022
- 2021Using Shapley Values and Variational Autoencoders to Explain Predictive Models with Dependent Mixed Features26 Nov 2021
- 2021groupShapley: Efficient prediction explanation with Shapley values for feature groups23 Jun 2021
- 2021Accurate Shapley Values for explaining tree-based models7 Jun 2021