MinShap: A Modified Shapley Value Approach for Feature Selection

ArXi:2604.15107v1 Announce Type: cross Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other hand, Shapley values are a classic solution concept from cooperative game theory that is widely used for feature attribution in general non-linear models with highly-dependent features.