Machine Learning and Deep Learning Interpretability

Shapley value decomposition of a model, a pay-off concept from cooperative game theory.

Molnar, C. (2020). Interpretable Machine Learning: A Guide for Making Black Box Models Explainable. https://christophm.github.io/interpretable-ml-book/

Joseph, A. (2019). Shapley regressions: A framework for statistical inference on machine learning models. In arXiv. https://doi.org/10.2139/ssrn.3351091

Camburu, O. M. (2020). Explaining Deep Neural Networks. In arXiv. https://arxiv.org/abs/2010.01496

Pak Shing Ho
Pak Shing Ho
Economist

My research interests include macroeconomics, monetary and financial economics, and natural language processing (NLP).

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