Sep 14, 2026 · stat.MLJ/K move · Enter open · S save
Siqi Li, Wangxuan Fan, Yiming Li, Doudou Zhou+1
Centre for Biomedical Data Science, Duke-NUS Medical School · School of Data Science, Chinese University of Hong Kong, Shenzhen · Department of Biostatistics, Columbia University · Department of Statistics and Data Science, National University of Singapore · Department of Biostatistics, Peking University
Shapley value (SV)-based methods are the prevailing framework for feature attribution in machine learning, yet existing population-level Shapley estimators generally assume that observations used to evaluate the coalitional game are fully observed under a common feature space. This assumption is routinely violated in multi-site studies across biomedicine, social science, and environmental monitoring, where institutions record different features under different protocols, producing systematic blockwise missingness across sources. We first show that the standard remedy of imputing missing features before computing Shapley values introduces systematic, coalition-dependent bias into the resulting attributions. We then propose \textbf{FUSHAP} (\textbf{Fu}sion \textbf{Sh}apley \textbf{A}ttribution from \textbf{P}artially-observed data), a method that leverages partially-observed auxiliary sites to reduce the variance of a preliminary single-site Shapley estimate without imputation. A permutation-based screening step detects and excludes sites whose data distributions are incompatible with the target population. In synthetic experiments, FUSHAP achieves
3--
8× lower MSE than the single-site estimator and
2--
3× lower MSE than imputation baselines without incurring imputation-induced bias, and the screening procedure identifies misaligned sites with
82% power at moderate misalignment and
100% for strong misalignment. On multi-site air quality and multi-center clinical data, FUSHAP reduces MSE by approximately
3--
7× relative to the single-site estimator; in the clinical application, standard imputation can increase MSE above the single-site baseline.