MEApr 18, 2023
Unveiling and unraveling aggregation and dispersion fallacies in group MCDMMajid Mohammadi, Damian A. Tamburri, Jafar Rezaei
Priorities in multi-criteria decision-making (MCDM) convey the relevance preference of one criterion over another, which is usually reflected by imposing the non-negativity and unit-sum constraints. The processing of such priorities is different than other unconstrained data, but this point is often neglected by researchers, which results in fallacious statistical analysis. This article studies three prevalent fallacies in group MCDM along with solutions based on compositional data analysis to avoid misusing statistical operations. First, we use a compositional approach to aggregate the priorities of a group of DMs and show that the outcome of the compositional analysis is identical to the normalized geometric mean, meaning that the arithmetic mean should be avoided. Furthermore, a new aggregation method is developed, which is a robust surrogate for the geometric mean. We also discuss the errors in computing measures of dispersion, including standard deviation and distance functions. Discussing the fallacies in computing the standard deviation, we provide a probabilistic criteria ranking by developing proper Bayesian tests, where we calculate the extent to which a criterion is more important than another. Finally, we explain the errors in computing the distance between priorities, and a clustering algorithm is specially tailored based on proper distance metrics.
60.1LGMay 7
QuadraSHAP: Stable and Scalable Shapley Values for Product Games via Gauss-Legendre QuadratureMajid Mohammadi, Grigory Reznikov, Pavel Sinitcyn et al.
We study the efficient computation of Shapley values for \emph{product games} -- cooperative games in which the coalition value factorizes as a product of per-player terms. Such games arise in machine learning explainability whenever the value function inherits a multiplicative structure from the underlying model, as in kernel methods with product kernels and tree-based models. Our key result is that the Shapley value of each player in a product game admits an exact one-dimensional integral representation: the weighted sum over exponentially many feature coalitions collapses to the integral of a degree-$(d-1)$ polynomial over $[0,1]$, where $d$ is the total number of features. This yields a Gauss--Legendre quadrature scheme that is \emph{provably exact} whenever the number of nodes satisfies $m_q \geq \lceil d/2 \rceil$, and otherwise provides a \emph{near-exact} approximation with error provably decaying geometrically in $m_q$. In practice, a few hundred nodes can achieve highly precise estimates even with thousands of features. Building on this formulation, we derive a numerically stable implementation via log-space evaluation, together with an efficient parallel implementation based on associative scan primitives that achieves $O(d\,m_q)$ total work and $O(\log d)$ parallel time. Experiments show that \textsc{QuadraSHAP} is the fastest numerically stable method across all tested configurations.
AIAug 29, 2022
Unified Bayesian Frameworks for Multi-criteria Decision-making ProblemsMajid Mohammadi
This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian models, the proposed frameworks offer statistically elegant solutions to key challenges in MCDM, such as group decision-making problems and criteria correlation. Additionally, these models can accommodate diverse forms of uncertainty in decision makers' (DMs) preferences, including normal and triangular distributions, as well as interval preferences. To address large-scale group MCDM scenarios, a probabilistic mixture model is developed, enabling the identification of homogeneous subgroups of DMs. Furthermore, a probabilistic ranking scheme is devised to assess the relative importance of criteria and alternatives based on DM(s) preferences. Through experimentation on various numerical examples, the proposed frameworks are validated, demonstrating their effectiveness and highlighting their distinguishing features in comparison to alternative methods.
LGMay 22, 2025
Computing Exact Shapley Values in Polynomial Time for Product-Kernel MethodsMajid Mohammadi, Siu Lun Chau, Krikamol Muandet · oxford
Kernel methods are widely used in machine learning due to their flexibility and expressiveness. However, their black-box nature poses significant challenges to interpretability, limiting their adoption in high-stakes applications. Shapley value-based feature attribution techniques, such as SHAP and kernel method-specific adaptation like RKHS-SHAP, offer a promising path toward explainability. Yet, computing exact Shapley values is generally intractable, leading existing methods to rely on approximations and thereby incur unavoidable error. In this work, we introduce PKeX-Shapley, a novel algorithm that utilizes the multiplicative structure of product kernels to enable the exact computation of Shapley values in polynomial time. The core of our approach is a new value function, the functional baseline value function, specifically designed for product-kernel models. This value function removes the influence of a feature subset by setting its functional component to the least informative state. Crucially, it allows a recursive thus efficient computation of Shapley values in polynomial time. As an important additional contribution, we show that our framework extends beyond predictive modeling to statistical inference. In particular, it generalizes to popular kernel-based discrepancy measures such as the Maximum Mean Discrepancy (MMD) and the Hilbert-Schmidt Independence Criterion (HSIC), thereby providing new tools for interpretable statistical inference.
AIApr 17, 2024
CAGE: Causality-Aware Shapley Value for Global ExplanationsNils Ole Breuer, Andreas Sauter, Majid Mohammadi et al.
As Artificial Intelligence (AI) is having more influence on our everyday lives, it becomes important that AI-based decisions are transparent and explainable. As a consequence, the field of eXplainable AI (or XAI) has become popular in recent years. One way to explain AI models is to elucidate the predictive importance of the input features for the AI model in general, also referred to as global explanations. Inspired by cooperative game theory, Shapley values offer a convenient way for quantifying the feature importance as explanations. However many methods based on Shapley values are built on the assumption of feature independence and often overlook causal relations of the features which could impact their importance for the ML model. Inspired by studies of explanations at the local level, we propose CAGE (Causally-Aware Shapley Values for Global Explanations). In particular, we introduce a novel sampling procedure for out-coalition features that respects the causal relations of the input features. We derive a practical approach that incorporates causal knowledge into global explanation and offers the possibility to interpret the predictive feature importance considering their causal relation. We evaluate our method on synthetic data and real-world data. The explanations from our approach suggest that they are not only more intuitive but also more faithful compared to previous global explanation methods.
LGAug 20, 2025
Exact Shapley Attributions in Quadratic-time for FANOVA Gaussian ProcessesMajid Mohammadi, Krikamol Muandet, Ilaria Tiddi et al. · oxford
Shapley values are widely recognized as a principled method for attributing importance to input features in machine learning. However, the exact computation of Shapley values scales exponentially with the number of features, severely limiting the practical application of this powerful approach. The challenge is further compounded when the predictive model is probabilistic - as in Gaussian processes (GPs) - where the outputs are random variables rather than point estimates, necessitating additional computational effort in modeling higher-order moments. In this work, we demonstrate that for an important class of GPs known as FANOVA GP, which explicitly models all main effects and interactions, *exact* Shapley attributions for both local and global explanations can be computed in *quadratic time*. For local, instance-wise explanations, we define a stochastic cooperative game over function components and compute the exact stochastic Shapley value in quadratic time only, capturing both the expected contribution and uncertainty. For global explanations, we introduce a deterministic, variance-based value function and compute exact Shapley values that quantify each feature's contribution to the model's overall sensitivity. Our methods leverage a closed-form (stochastic) Möbius representation of the FANOVA decomposition and introduce recursive algorithms, inspired by Newton's identities, to efficiently compute the mean and variance of Shapley values. Our work enhances the utility of explainable AI, as demonstrated by empirical studies, by providing more scalable, axiomatically sound, and uncertainty-aware explanations for predictions generated by structured probabilistic models.
LGAug 18, 2025
Hierarchical Conformal ClassificationFloris den Hengst, Inès Blin, Majid Mohammadi et al.
Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of possible labels that is guaranteed to contain the true label with high probability, regardless of the underlying classifier. However, standard CP treats classes as flat and unstructured, ignoring domain knowledge such as semantic relationships or hierarchical structure among class labels. This paper presents hierarchical conformal classification (HCC), an extension of CP that incorporates class hierarchies into both the structure and semantics of prediction sets. We formulate HCC as a constrained optimization problem whose solutions yield prediction sets composed of nodes at different levels of the hierarchy, while maintaining coverage guarantees. To address the combinatorial nature of the problem, we formally show that a much smaller, well-structured subset of candidate solutions suffices to ensure coverage while upholding optimality. An empirical evaluation on three new benchmarks consisting of audio, image, and text data highlights the advantages of our approach, and a user study shows that annotators significantly prefer hierarchical over flat prediction sets.
IROct 19, 2021
Local Explanations for Clinical Search Engine resultsEdeline Contempré, Zoltán Szlávik, Majid Mohammadi et al.
Health care professionals rely on treatment search engines to efficiently find adequate clinical trials and early access programs for their patients. However, doctors lose trust in the system if its underlying processes are unclear and unexplained. In this paper, a model-agnostic explainable method is developed to provide users with further information regarding the reasons why a clinical trial is retrieved in response to a query. To accomplish this, the engine generates features from clinical trials using by using a knowledge graph, clinical trial data and additional medical resources. and a crowd-sourcing methodology is used to determine their importance. Grounded on the proposed methodology, the rationale behind retrieving the clinical trials is explained in layman's terms so that healthcare processionals can effortlessly perceive them. In addition, we compute an explainability score for each of the retrieved items, according to which the items can be ranked. The experiments validated by medical professionals suggest that the proposed methodology induces trust in targeted as well as in non-targeted users, and provide them with reliable explanations and ranking of retrieved items.
LGMay 12, 2021
An efficient projection neural network for $\ell_1$-regularized logistic regressionMajid Mohammadi, Amir Ahooye Atashin, Damian A. Tamburri
$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not differentiable, making the standard algorithms for convex optimization not applicable to this problem. This paper presents a simple projection neural network for $\ell_1$-regularized logistics regression. In contrast to many available solvers in the literature, the proposed neural network does not require any extra auxiliary variable nor any smooth approximation, and its complexity is almost identical to that of the gradient descent for logistic regression without $\ell_1$ regularization, thanks to the projection operator. We also investigate the convergence of the proposed neural network by using the Lyapunov theory and show that it converges to a solution of the problem with any arbitrary initial value. The proposed neural solution significantly outperforms state-of-the-art methods with respect to the execution time and is competitive in terms of accuracy and AUROC.
AIJun 9, 2020
SANOM Results for OAEI 2019Majid Mohammadi, Amir Ahooye Atashin, Wout Hofman et al.
Simulated annealing-based ontology matching (SANOM) participates for the second time at the ontology alignment evaluation initiative (OAEI) 2019. This paper contains the configuration of SANOM and its results on the anatomy and conference tracks. In comparison to the OAEI 2017, SANOM has improved significantly, and its results are competitive with the state-of-the-art systems. In particular, SANOM has the highest recall rate among the participated systems in the conference track, and is competitive with AML, the best performing system, in terms of F-measure. SANOM is also competitive with LogMap on the anatomy track, which is the best performing system in this track with no usage of particular biomedical background knowledge. SANOM has been adapted to the HOBBIT platfrom and is now available for the registered users.
OCApr 11, 2017
Solving the L1 regularized least square problem via a box-constrained smooth minimizationMajid Mohammadi, Wout Hofman, Yaohua Tan et al.
In this paper, an equivalent smooth minimization for the L1 regularized least square problem is proposed. The proposed problem is a convex box-constrained smooth minimization which allows applying fast optimization methods to find its solution. Further, it is investigated that the property "the dual of dual is primal" holds for the L1 regularized least square problem. A solver for the smooth problem is proposed, and its affinity to the proximal gradient is shown. Finally, the experiments on L1 and total variation regularized problems are performed, and the corresponding results are reported.
AIMar 29, 2017
Comparison of ontology alignment systems across single matching task via the McNemar's testMajid Mohammadi, Amir Ahooye Atashin, Wout Hofman et al.
Ontology alignment is widely-used to find the correspondences between different ontologies in diverse fields.After discovering the alignments,several performance scores are available to evaluate them.The scores typically require the identified alignment and a reference containing the underlying actual correspondences of the given ontologies.The current trend in the alignment evaluation is to put forward a new score(e.g., precision, weighted precision, etc.)and to compare various alignments by juxtaposing the obtained scores. However,it is substantially provocative to select one measure among others for comparison.On top of that, claiming if one system has a better performance than one another cannot be substantiated solely by comparing two scalars.In this paper,we propose the statistical procedures which enable us to theoretically favor one system over one another.The McNemar's test is the statistical means by which the comparison of two ontology alignment systems over one matching task is drawn.The test applies to a 2x2 contingency table which can be constructed in two different ways based on the alignments,each of which has their own merits/pitfalls.The ways of the contingency table construction and various apposite statistics from the McNemar's test are elaborated in minute detail.In the case of having more than two alignment systems for comparison, the family-wise error rate is expected to happen. Thus, the ways of preventing such an error are also discussed.A directed graph visualizes the outcome of the McNemar's test in the presence of multiple alignment systems.From this graph, it is readily understood if one system is better than one another or if their differences are imperceptible.The proposed statistical methodologies are applied to the systems participated in the OAEI 2016 anatomy track, and also compares several well-known similarity metrics for the same matching problem.