HAI Weekly Seminar with Art Owen
Variable Importance, Cohort Shapley Value, and Redlining
Get the latest news, advances in research, policy work, and education program updates from HAI in your inbox weekly.
Sign Up For Latest News
Variable Importance, Cohort Shapley Value, and Redlining
Sessions run Wednesdays from 4:30–5:30 PM in CoDa E160. Each session features a different Stanford speaker; talk titles are announced by the organizers.

Sessions run Wednesdays from 4:30–5:30 PM in CoDa E160. Each session features a different Stanford speaker; talk titles are announced by the organizers.
A eureka moment is a two-step process: discovering something new and surprising, and establishing that it is correct. Drawing on her work at Axiom, Carina will discuss the transition from solving mathematical benchmarks to contributing to research, and from proving individual theorems to formalizing mathematical theories in Lean.

A eureka moment is a two-step process: discovering something new and surprising, and establishing that it is correct. Drawing on her work at Axiom, Carina will discuss the transition from solving mathematical benchmarks to contributing to research, and from proving individual theorems to formalizing mathematical theories in Lean.
In order to explain what a black box algorithm does, Owen says, we can start by studying which variables are important for its decisions. Variable importance is studied by making hypothetical changes to predictor variables. Changing parameters one at a time can produce input combinations that are outliers or very unlikely. They can be physically impossible, or even logically impossible. It is problematic to base an explanation on outputs corresponding to impossible inputs. Owen introduces the cohort Shapley (CS) measure to avoid this problem, based on Shapley value from cooperative game theory.
There are many tradeoffs in picking a variable importance measure, so CS is not the unique reasonable choice. One interesting property of CS is that it can detect 'redlining', meaning the impact of a protected variable on an algorithm's output when that algorithm was trained without the protected variable.