Applications of Cooperative Game Theory to Interpretable Machine Learning

Applications of Cooperative Game Theory to Interpretable Machine Learning
Title Applications of Cooperative Game Theory to Interpretable Machine Learning PDF eBook
Author Benjamin Bradbury Seiler
Publisher
Pages 0
Release 2023
Genre
ISBN

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Model-agnostic feature importance measures are central to the task of demystifying opaque or "black-box" machine learning models. The proliferation of such models within high-stakes decision making settings such as healthcare or banking necessitates the development of flexible and trustworthy approaches to the problem. With no ground truth feature importance to compare to, competing methods provide contrasting approaches and/or philosophies often with a claim of superiority. Some of the most popular recent approaches are adaptations of tools from cooperative game theory used in reward or cost sharing problems. In this document, we report on recent advances among such feature importance methods. In particular, we discuss a "data-centric" cohort-based framework for model-agnostic local feature importance using Shapley values. We propose a primary importance measure and explore several adaptations of that method better suited for specific use cases or data regimes. We analyze the properties and behaviors of these methods and apply them to a broad range of synthetic and real-world problem settings including voter registration and recidivism data. We then propose and discuss new methods for local importance aggregation and feature importance evaluation.

Applications of Game Theory in Deep Learning

Applications of Game Theory in Deep Learning
Title Applications of Game Theory in Deep Learning PDF eBook
Author Tanmoy Hazra
Publisher Springer Nature
Pages 93
Release
Genre
ISBN 3031546539

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Computational Aspects of Cooperative Game Theory

Computational Aspects of Cooperative Game Theory
Title Computational Aspects of Cooperative Game Theory PDF eBook
Author Georgios Chalkiadakis
Publisher Morgan & Claypool Publishers
Pages 171
Release 2012
Genre Computers
ISBN 1608456528

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Cooperative game theory is a branch of (micro-)economics that studies the behavior of self-interested agents in strategic settings where binding agreements among agents are possible. Our aim in this book is to present a survey of work on the computational aspects of cooperative game theory. We begin by formally defining transferable utility games in characteristic function form, and introducing key solution concepts such as the core and the Shapley value. We then discuss two major issues that arise when considering such games from a computational perspective: identifying compact representations for games, and the closely related problem of efficiently computing solution concepts for games. We survey several formalisms for cooperative games that have been proposed in the literature, including, for example, cooperative games defined on networks, as well as general compact representation schemes such as MC-nets and skill games. As a detailed case study, we consider weighted voting games: a widely-used and practically important class of cooperative games that inherently have a natural compact representation. We investigate the complexity of solution concepts for such games, and generalizations of them. We briefly discuss games with non-transferable utility and partition function games. We then overview algorithms for identifying welfare-maximizing coalition structures and methods used by rational agents to form coalitions (even under uncertainty), including bargaining algorithms. We conclude by considering some developing topics, applications, and future research directions.

Cooperative Game Theory and Applications

Cooperative Game Theory and Applications
Title Cooperative Game Theory and Applications PDF eBook
Author Imma Curiel
Publisher Springer Science & Business Media
Pages 198
Release 2013-03-14
Genre Business & Economics
ISBN 147574871X

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In this book applications of cooperative game theory that arise from combinatorial optimization problems are described. It is well known that the mathematical modeling of various real-world decision-making situations gives rise to combinatorial optimization problems. For situations where more than one decision-maker is involved classical combinatorial optimization theory does not suffice and it is here that cooperative game theory can make an important contribution. If a group of decision-makers decide to undertake a project together in order to increase the total revenue or decrease the total costs, they face two problems. The first one is how to execute the project in an optimal way so as to increase revenue. The second one is how to divide the revenue attained among the participants. It is with this second problem that cooperative game theory can help. The solution concepts from cooperative game theory can be applied to arrive at revenue allocation schemes. In this book the type of problems described above are examined. Although the choice of topics is application-driven, it also discusses theoretical questions that arise from the situations that are studied. For all the games described attention will be paid to the appropriateness of several game-theoretic solution concepts in the particular contexts that are considered. The computation complexity of the game-theoretic solution concepts in the situation at hand will also be considered.

Interpretable Machine Learning

Interpretable Machine Learning
Title Interpretable Machine Learning PDF eBook
Author Christoph Molnar
Publisher Lulu.com
Pages 320
Release 2020
Genre Artificial intelligence
ISBN 0244768528

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This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.

Ontologies and Concepts in Mind and Machine

Ontologies and Concepts in Mind and Machine
Title Ontologies and Concepts in Mind and Machine PDF eBook
Author Mehwish Alam
Publisher Springer Nature
Pages 226
Release 2020-09-10
Genre Computers
ISBN 3030578550

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This book constitutes the proceedings of the 25th International Conference on Conceptual Structures, ICCS 2020, held in Bolzano, Italy, in September 2020.* The 10 full papers, 5 short papers and 1 poster paper presented were carefully reviewed and selected from 24 submissions. The proceedings also include two keynotes and two tutorials. The papers focus on the representation of and reasoning with conceptual structures in a variety of contexts. The topics of this year's conference range from formal concept analysis to decision making, from machine learning to natural language processing. *The conference was held virtually due to the COVID-19 pandemic.

Cooperative Games, Solutions and Applications

Cooperative Games, Solutions and Applications
Title Cooperative Games, Solutions and Applications PDF eBook
Author Theo S. H. Driessen
Publisher Springer Science & Business Media
Pages 235
Release 2013-03-09
Genre Business & Economics
ISBN 9401577870

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The study of the theory of games was started in Von Neumann (1928), but the development of the theory of games was accelerated after the publication of the classical book "Theory of games and economic behavior" by Von Neumann and Morgenstern (1944). As an initial step, the theory of games aims to put situations of conflict and cooperation into mathematical models. In the second and final step, the resulting models are analysed on the basis of equitable and mathematical reasonings. The conflict and/or cooperative situation in question is generally due to the interaction between two or more individuals (players). Their interaction may lead up to several potential payoffs over which each player has his own preferences. Any player attempts to achieve his largest possible payoff, but the other players may also exert their influence on the realization of some potential payoff. As already mentioned, the theory of games consists of two parts, a modelling part and a solution part. Concerning the modelling part, the mathematical models of conflict and cooperative situations are described. The description of the models includes the rules, the strategy space of any player, potential payoffs to the players, the preferences of each player over the set of all potential payoffs, etc. According to the rules, it is either permitted or forbidden that the players communicate with one another in order to make binding agreements regarding their mutual actions.