Search Results for author: Paolo Giudici

Found 2 papers, 0 papers with code

Group Shapley with Robust Significance Testing and Its Application to Bond Recovery Rate Prediction

no code implementations6 Jan 2025 Jingyi Wang, Ying Chen, Paolo Giudici

We propose Group Shapley, a metric that extends the classical individual-level Shapley value framework to evaluate the importance of feature groups, addressing the structured nature of predictors commonly found in business and economic data.

Feature Importance

Cannot find the paper you are looking for? You can Submit a new open access paper.