[R] InfoSHAP: Explaining Predictive Uncertainty with Information Theoretic Shapley Values

**Paper title**: Explaining Predictive Uncertainty with Information Theoretic Shapley Values

**Presented at**: NeurIPS 2023

**Link to paper**: https://arxiv.org/abs/2306.05724

**Link to code**: https://github.com/facebookresearch/infoshap

**tl;dr**: This paper extends SHAP in a way that it can be used to explain the uncertainty of a model prediction rather than the model prediction itself. This could have various applications, for example:

- in Active Learning applications where sampling decisions are made based on predictive uncertainty (as is the case in modern approaches like BatchBALD) to …

applications example information machinelearning neurips paper prediction predictive shap uncertainty values