Explaining Preferences with Shapley Values

While preference modelling is becoming one of the pillars of machine learning, the problem of preference explanation remains challenging and underexplored. In this paper, we propose PREF-SHAP, a Shapley value-based model explanation framework for pairwise comparison data. We derive the appropriate value functions for preference models and further extend the framework to model and explain context specific information, such as the surface type in a tennis game. To demonstrate the utility of PREF-SHAP, we apply our method to a variety of synthetic and real-world datasets and show that richer and more insightful explanations can be obtained over the baseline. * Equal contribution, order decided by coinflip † Work primarily done at the University of Oxford and finished at Amazon. 36th Conference on Neural Information Processing Systems (NeurIPS 2022).