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Prediction via Shapley Value Regression

ICML 2025 · Learning theory and algorithms › Prediction and decision losses · approach: Shapley value attribution · 0 citations (OpenAlex)

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Proposes ViaSHAP, which trains a model to output Shapley values per feature and obtains predictions by summing them, implemented with KANs and MLPs and evaluated on 25 tabular datasets and CIFAR-10.

Problem

Shapley-value explanations are computed post-hoc, adding inference-time cost; the paper asks whether a model can produce predictions directly from Shapley values while also yielding accurate explanations.

Approach

ViaSHAP makes the prediction the sum of learned per-feature Shapley values, trained jointly with a weighted least-squares Shapley loss over sampled coalitions plus the task loss, so explanations are produced during inference without a separate explainer.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use KAN rather than an MLP approximatorViaSHAP · 25 tabular datasetsAUCHelped
Use ViaSHAP KAN rather than XGBoost or Random ForestsTabular prediction · 25 tabular datasetsAUCNo clear effect
Train the KAN with Shapley loss (ablation)KAN classifier · Tabular predictionAUCHelped
Increase beta (ablation)ViaSHAP · Tabular datasetsShapley value accuracyHelped
Increase beta (ablation)ViaSHAP · Tabular datasetsPredictive performanceNo clear effect
Increase the number of sampled coalitions (ablation)ViaSHAP · Tabular datasetsPredictive performance and Shapley value accuracyNo clear effect
Remove the link function (ablation)ViaSHAP · Tabular datasetsShapley value accuracyHelped
Remove the link function (ablation)ViaSHAP · Tabular datasetsPredictive performanceNo clear effect
Remove the efficiency constraint (ablation)ViaSHAP · Tabular datasetsPredictive performance and explanation accuracyNo clear effect
Use ViaSHAP KAN rather than FastSHAP for explanationsShapley value approximation · Tabular data and imagesShapley value accuracyHelped

Surprising findings

Limitations

Experimental setup

Datasets: 25 public tabular datasets CIFAR-10

Benchmarks: 25 public tabular datasets (AUC) CIFAR-10

Metrics: AUC cosine similarity Spearman rank correlation R^2

Baselines: XGBoost Random Forests TabNet FastSHAP MLP-based ViaSHAP

Builds on: KernelSHAP FastSHAP Kolmogorov-Arnold Networks

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