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Main Authors: Biccari, Umberto, de Opakua, Alain Ibáñez, Mato, José María, Millet, Óscar, Morales, Roberto, Zuazua, Enrique
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2602.22882
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author Biccari, Umberto
de Opakua, Alain Ibáñez
Mato, José María
Millet, Óscar
Morales, Roberto
Zuazua, Enrique
author_facet Biccari, Umberto
de Opakua, Alain Ibáñez
Mato, José María
Millet, Óscar
Morales, Roberto
Zuazua, Enrique
contents In this article, we provide an axiomatic characterization of feature attribution for multi-output predictors within the Shapley framework. While SHAP explanations are routinely computed independently for each output coordinate, the theoretical necessity of this practice has remained unclear. By extending the classical Shapley axioms to vector-valued cooperative games, we establish a rigidity theorem showing that any attribution rule satisfying efficiency, symmetry, dummy player, and additivity must necessarily decompose component-wise across outputs. Consequently, any joint-output attribution rule must relax at least one of the classical Shapley axioms. This result identifies a previously unformalized structural constraint in Shapley-based interpretability, clarifying the precise scope of fairness-consistent explanations in multi-output learning. Numerical experiments on a biomedical benchmark illustrate that multi-output models can yield computational savings in training and deployment, while producing SHAP explanations that remain fully consistent with the component-wise structure imposed by the Shapley axioms.
format Preprint
id arxiv_https___arxiv_org_abs_2602_22882
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Fair feature attribution for multi-output prediction: a Shapley-based perspective
Biccari, Umberto
de Opakua, Alain Ibáñez
Mato, José María
Millet, Óscar
Morales, Roberto
Zuazua, Enrique
Machine Learning
In this article, we provide an axiomatic characterization of feature attribution for multi-output predictors within the Shapley framework. While SHAP explanations are routinely computed independently for each output coordinate, the theoretical necessity of this practice has remained unclear. By extending the classical Shapley axioms to vector-valued cooperative games, we establish a rigidity theorem showing that any attribution rule satisfying efficiency, symmetry, dummy player, and additivity must necessarily decompose component-wise across outputs. Consequently, any joint-output attribution rule must relax at least one of the classical Shapley axioms. This result identifies a previously unformalized structural constraint in Shapley-based interpretability, clarifying the precise scope of fairness-consistent explanations in multi-output learning. Numerical experiments on a biomedical benchmark illustrate that multi-output models can yield computational savings in training and deployment, while producing SHAP explanations that remain fully consistent with the component-wise structure imposed by the Shapley axioms.
title Fair feature attribution for multi-output prediction: a Shapley-based perspective
topic Machine Learning
url https://arxiv.org/abs/2602.22882