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Agostino Gnasso

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Preprint Sep 2026

Semiparametric Inference for Conditional Shapley Feature Importance

Shapley values are widely used for post-hoc feature attribution, but most estimators return point quantities and do not quantify uncertainty, and popular implementations sample out-of-coalition features from their marginal distribution, which misattributes importance when features are dependent. This paper studies the...

Agostino Gnasso · 0 citations

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