Explainability of Machine Learning Models under Missing Data

Abstract: Missing data is a prevalent issue that can significantly impair model performance and interpretability. This paper briefly summarizes the development of the field of missing data with respect to Explainable Artificial Intelligence and experimentally investigates the effects of various imputation methods on the calculation of Shapley values, a popular technique for interpreting complex machine learning models. We compare different imputation strategies and assess their impact on feature importance and interaction as determined by Shapley values. Moreover, we also theoretically analyze the effects of missing values on Shapley values. Importantly, our findings reveal that the choice of imputation method can introduce biases that could lead to changes in the Shapley values, thereby affecting the interpretability of the model. Moreover, and that a lower test prediction mean square error (MSE) may not imply a lower MSE in Shapley values and vice versa. Also, while Xgboost is a method that could handle missing data directly, using Xgboost directly on missing data can seriously affect interpretability compared to imputing the data before training Xgboost. This study provides a comprehensive evaluation of imputation methods in the context of model interpretation, offering practical guidance for selecting appropriate techniques based on dataset characteristics and analysis objectives. The results underscore the importance of considering imputation effects to ensure robust and reliable insights from machine learning models.