The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition is explicit. It is closely connected to SHAP values, generalized additive models, and orthogonal polynomial expansions, and therefore constitutes a fundamental tool for additive explainability. In the more general and realistic dependent setting, however, obtaining a tractable representation and estimating the decomposition from data remain challenging. In this work, we address this problem for continuous inputs. By combining Hilbert space methods with the generalized functional ANOVA, we build an explicit decomposition Riesz Basis allowing to easily compute the decomposition. Our formulation recovers the classical independent case and its associated orthogonal decomposition. Building on this representation, we propose a simple but mighty algorithm to estimate the decomposition from a data sample in a model-agnostic setting and we compare it empirically with several state-of-the-art explanation methods, demonstrating the power of the approach.

We introduce the metagame, a conceptual framework for quantifying second-order interaction effects of model explanations. For any first-order attribution $ϕ(f)$ explaining a model $f$, we measure the directional influence of feature $j$ on the attribution of feature $i$, denoted as meta-attribution $φ_{j \to i}(f)$, by treating the attribution method itself as a cooperative game and computing its Shapley value. Theoretically, we prove that attributions hierarchically decompose into meta-attributions, and establish these as directional extensions of existing interaction indices. Empirically, we demonstrate that the metagame delivers insights across diverse interpretability applications: (i) quantifying token interactions in instruction-tuned language models, (ii) explaining cross-modal similarity in vision-language encoders, and (iii) interpreting text-to-image concepts in multimodal diffusion transformers.

Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial intelligence and data valuation. However, their exact computation requires utility evaluations over exponentially many coalitions, making Monte Carlo approximation essential in modern machine learning applications. Existing estimators are often developed through different identification strategies, including weighted averages, self-normalized weighting, regression adjustment, and weighted least squares. Our key observation is that these seemingly distinct constructions share a common first-order error structure, in which the leading term is an augmented inverse-probability weighted influence term determined by the sampling law and a working surrogate function. This first-order representation yields an explicit expression for the leading mean squared error (MSE), which characterizes how the sampling law and the surrogate jointly determine statistical efficiency. Guided by this criterion, we propose an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that directly chooses the sampling law and surrogate to minimize the first-order MSE. We demonstrate that EASE consistently outperforms state-of-the-art estimators for various probabilistic values.

While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose PREF-SHAP, a Shapley value-based model explanation framework for pairwise comparison data. We derive the appropriate value functions for preference models and further extend the framework to model and explain context specific information, such as the surface type in a tennis game. To demonstrate the utility of PREF-SHAP, we apply our method to a variety of synthetic and real-world datasets and show that richer and more insightful explanations can be obtained over the baseline.

In this section, we mainly introduce the axiomatic properties of Shapley value. Weber et al. [17] have proved that Shapley value is the unique metric that satisfies the following axioms: Linearity, Symmetry, Dummy, and Efficiency. If two independent games u and v can be linearly merged into one game w(S) = u(S)+v(S), then the Shapley value of each player i N in the new game w is the sum of Shapley values of the player i in the game uand v, which can be formulated as: ϕw(i|N) = ϕu(i|N)+ϕv(i|N) (1) Symmetry Axiom. Considering two players i and j in a game v, if they satisfy: S N \{i,j},v(S {i}) = v(S {j}) (2) then ϕv(i|N) = ϕv(j|N). The dummy player is defined as the player that has no interaction with other players. Formally, if a player i in a game v satisfies: S N \{i},v(S {i}) = v(S)+v({i}) (3) then this player is defined as the dummy player.

In this section, in order to help readers understand the metric in the paper, we first revisit the definition of the Shapley value [14], which is widely considered as an unbiased estimation of the numerical importance w.r.t. each input variable. In game theory, the complex system is usually represented as a game, where each input variable is taken as a player, and the output of this system is regarded as the total reward of all players. Given a game with multiple players (input variables) N = {1,2,,n}, some players cooperate to pursue a high reward. Thus, the task is to divide the total reward, and fairly assign the divided elementary reward to each individual player. In this way, the elementary reward can be considered as the numerical importance of the corresponding variable to the complex system. Let 2N def= {S|S N}indicate all potential subsets of N. The game v: 2N R is a function, which estimates the overall reward v(S) earned by each specific subset of players S N. In this way, the Shapley value, denoted by φ(i), represents the numerical importance of the player ito the game v. φ(i) = X Using Shapley values to explain DNNs.

Random forests have been widely used for their ability to provide so-called importance measures, which give insight at a global (per dataset) level on the relevance of input variables to predict a certain output. On the other hand, methods based on Shapley values have been introduced to refine the analysis of feature relevance in tree-based models to a local (per instance) level. In this context, we first show that the global Mean Decrease of Impurity (MDI) variable importance scores correspond to Shapley values under some conditions. Then, we derive a local MDI importance measure of variable relevance, which has a very natural connection with the global MDI measure and can be related to a new notion of local feature relevance. We further link local MDI importances with Shapley values and discuss them in the light of related measures from the literature. The measures are illustrated through experiments on several classification problems.