REVIEW 2 major objections 5 minor 28 references
SHAP scores fail pervasively even when Lipschitz succeeds
T0 review · 2 major / 5 minor · reviewed 2026-08-11 · deepseek-v4-flash
Pith's one-line read This paper constructs Lipschitz-continuous regression models whose exact SHAP scores reverse feature relevance: the only relevant feature scores zero, an irrelevant feature scores nonzero.
desk verdict The Lipschitz counterexample is real and checkable; the arbitrary-differentiability claim is a sketch, so the paper needs revision before it can be accepted. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
The load-bearing mechanism is the Shapley characteristic function $\upsilon_e(S;E)=E[\tau(x)\mid x_S=v_S]$ inserted into $Sc_E(i)=\sum_{S\subseteq F\setminus\{i\}}\varsigma(S)\,\Delta_i(S;E,\upsilon_e)$. The argument designs models so these expectations match the fixed table (Table 1): $\upsilon_e(\emptyset)=1-\alpha$, $\upsilon_e(\{1\})=1$, $\upsilon_e(\{2\})=1+\alpha$, $\upsilon_e(\{1,2\})=1$. That table forces $Sc_E(1)=0$ and $Sc_E(2)=\alpha$. Relevance is decided separately through a similarity predicate $\sigma(x;E)=[|\rho(x)-\rho(v)|\le\delta]$, from which weak abductive and contrastive explanations are formed; for the examples, $\{1\}$ is the unique AXp and CXp. The Lipschitz step is showing that the piecewise-linear $\rho_3$ achieves those expectations while all slopes stay bounded; the differentiability step is a polynomial-gluing argument intended to preserve the same averages.
What would settle it
Compute the four integrals $E[\rho_3(x)\mid x_S=v_S]$ for $S=\emptyset,\{1\},\{2\},\{1,2\}$; if any value differs from Table 1, or if the slope of $\rho_3$ across a seam exceeds a finite Lipschitz constant, the central counterexample fails.
Extended reading notes
Core claim
On the paper's own terms, the central discovery is Proposition 8: there exist regression models respecting Lipschitz continuity for which each feature is either irrelevant with a non-zero SHAP score or relevant with a SHAP score of zero. The witness is the function $\rho_3$ of Figure 2, defined on $[0,2]^2$, with target sample $((1,1),1)$; its four conditional expectations are exactly those of Table 1, so the same calculation yields $Sc_E(1)=0$ and $Sc_E(2)=\alpha\neq 0$. Feature 1 is the unique abductive and contrastive explanation, so the score ordering is fully reversed. The paper also claims this failure is guaranteed for arbitrarily many Boolean variables (Propositions 1–5), for regression over uncountable codomains (Proposition 7), and for arbitrarily differentiable regression models (Proposition 9).
Load-bearing premise
The load-bearing premise is that $\rho_3$ is genuinely Lipschitz-continuous and that its four conditional expectations match Table 1; the entire score reversal is computed from that table.
Editorial extensions
If this is right
- If Proposition 8 is correct, a Lipschitz-continuous regression model—the kind trained with robustness constraints—can have exact SHAP scores that rank an irrelevant feature above the only relevant one.
- For Boolean classifiers, the failures are not isolated: for each $n\ge 3$ there are $n$-variable functions exhibiting at least one of the listed issues, so no finite set of exceptions can be patched away.
- The failures also occur for regression models with uncountable codomains and for arbitrarily differentiable functions, so requiring smoothness does not by itself certify SHAP scores.
- Negating a classifier flips the sign of every SHAP score but preserves all six issues, so the phenomenon is not an artifact of choosing prediction 1 versus 0 as the target class.
Reading between the lines
- The counterexamples depend only on a four-entry conditional-expectation table, so the same recipe could be applied to other regularity classes—for instance, monotonically constrained or convex regression models—by building a function in that class with the same table.
- A practical reader can test the phenomenon directly: on $\rho_3$, any Monte Carlo approximation of SHAP would converge to the claimed zero and non-zero scores, meaning the failure would show up in the tool SHAP itself, not only in the exact definition.
- The proof strategy suggests that attribution methods defined by averaging over feature subsets suffer a structural vulnerability: if the conditional expectations are pre-chosen, the function realizing them is almost irrelevant to the scores, so no amount of function smoothness can force the scores to align with relevance.
Signed reviews
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper argues that the well-known theoretical inadequacies of SHAP scores are not limited to artificial numeric classifiers. It claims (i) for Boolean classifiers, arbitrarily many features admit functions and samples exhibiting each of six failure modes I1–I6; (ii) regression models with uncountable codomain can exhibit irrelevant features with nonzero SHAP scores and relevant features with zero SHAP scores; (iii) the same phenomenon persists for Lipschitz-continuous regression models, witnessed by an explicit two-dimensional piecewise-affine function rho3 (Figure 2) with target sample ((1,1),1); and (iv) the same failures are guaranteed for arbitrarily differentiable regression models. The normative yardstick is the AXp/CXp notion of feature relevance under a uniform distribution and a thresholded similarity predicate for regression.
Significance. If fully established, the Lipschitz-continuity result would be a genuine strengthening of existing negative results for SHAP scores: Lipschitz continuity is a widely used regularity property, and the constructed rho3 is a simple, explicit, alpha-parameterized family giving uncountably many counterexamples. The expected-value computations in Tables 1 and 5 are correct and can be verified by hand, and the SHAP scores for M1/M3 are indeed ScE(1)=0 and ScE(2)=alpha, so the core example in Proposition 8 is sound. However, the paper's broader claims for Boolean classifiers and for C-infinity regression models are not backed by complete proofs. The Boolean proofs assume the existence of auxiliary sub-functions with very specific properties without giving constructions, and the arbitrary-differentiability section is explicitly only a rationale. The choice of AXp/CXp relevance as the benchmark is a defensible modeling decision, not a circular derivation, since the SHAP scores are computed independently from the Shapley formula.
major comments (2)
- [Regression – Arbitrary Differentiability (Proposition 9)] Proposition 9 is not established by the text. The section explicitly says 'we just give the rationale for constructing the model,' and the sketched construction has two specific gaps. First, the rectangle-average constraint fixes only one scalar, namely the average of the replacement polynomial over [1-epsilon,1+epsilon]x[0,2]; it does not determine the conditional expectation E[rho | x2=1], which is an integral over the slice x2=1 and is one of the four quantities (Table 1) that determine the SHAP scores. Second, the proposed repair matches values and x1-derivatives on the lines x1 in {1-epsilon,1,1+epsilon}, but a function of two variables that is n-times differentiable must have continuous derivatives in all directions; the interpolation between the polynomial on x2<=1 and the linearly interpolated polynomial on x2>=1 will generally have a jump in the x2-derivative at x2=1. The claim that 'the same can be done with the other non-derivable line' does not resolve this compatibility issue. Since Proposition 9 is the sole support for the abstract's claim about arbitrarily differentiable regression models, it must either be replaced by a rigorous construction or clearly downgraded to a conjecture.
- [Supplemental Materials, Propositions 1–5 (Classification – Boolean Domains)] The proofs of Propositions 1, 2, 3, and 5 rely on unproved existence assumptions about auxiliary Boolean sub-functions. For example, in the proof of Proposition 1 the text states that 'the non-constant sub-functions kappa1 and f ... satisfy the following conditions' (kappa1 != kappa1 v f, kappa1 ^ f = 0, both predict a specific point to 0, and the CXp sets of kappa1 and kappa1 v f are identical), but no construction or existence argument is supplied for arbitrary m. Proposition 4 is different in that it gives an explicit example for its kappa1, but the others do not. The assertion that the issues occur 'for any n >= 3' (or odd/even n, as applicable) is therefore conditional on an unproved premise. Since this underpins the paper's claim that there are arbitrarily many Boolean classifiers with unsatisfactory SHAP scores, the proofs need explicit sub-function constructions or a general lemma establishing the required properties for all m.
minor comments (5)
- [Regression – Arbitrary Differentiability] The text contains several typos: 'polunomials' should be 'polynomials', 'infinitly' should be 'infinitely', 'necessarly' should be 'necessarily', and '1-degree 1 polynomials' should be 'degree-1 polynomials'.
- [Supplemental Materials, Proposition 10] The proof of Lipschitz continuity of rho3 is given only as a sketch in the supplemental materials, and the main text refers to it as 'the proof.' Since rho3 is continuous piecewise affine on the compact domain [0,2]^2, the claim is true, but a rigorous proof should check continuity across the four pieces and give a finite Lipschitz constant (or a bound on the subgradients).
- [Figure 2] The definition of rho3 uses the conditions alpha x1 <= alpha and alpha x1 >= alpha, which depend on the sign of alpha and swap the two regions when alpha < 0. Rewriting the cases as x1 <= 1 and x1 >= 1 (with the appropriate formulas using |alpha|) would make the piecewise structure immediately transparent for all nonzero alpha.
- [Example 9] The claim that the AXps and CXps of E3 are exactly {{1}} is asserted without the threshold analysis that was given for E1. A short argument showing that a suitably small delta makes the similarity predicate depend only on whether x1 = 1 would improve readability.
- [Preliminaries, Equation (14)] The notation E[kappa1 | xS = vS] is used before the paper states that conditionings of Boolean functions are to be interpreted as the expected value of the 0/1 indicator; a one-line clarification would avoid ambiguity.
Circularity Check
No significant circularity: SHAP scores and AXp/CXp feature relevance are computed by independent formulas; self-citations frame the benchmark but do not force any derivation step.
full rationale
Walked the full derivation chain. SHAP scores (Eq. 7) are computed from conditional expectations υe (Eq. 4) via the Shapley formula, while relevance (Eq. 12) is defined through AXps/CXps (Eqs. 8-11), which the paper states in full rather than importing. The two quantities are computed independently for every example, so no equation defines one in terms of the other (no pattern 1-2). For the regression examples, ρ2 and ρ3 are given explicitly (Example 5 and Figure 2); the supplemental integrates them to obtain the Table 1 / Table 5 expectations, and Table 3 arithmetic yields ScE(1)=0 and ScE(2)=α≠0. The remark that ρ3 is "devised such that the expected values ... are exactly the ones shown in Table 1" (Example 10) is a standard existence-proof construction: the SHAP scores are derived consequences of the explicitly given function, not fitted outputs, and the expectations are verified by direct integration rather than assumed. Relevance for these models is also verified inline (Example 9: "it is plain to reach the conclusion that the set of AXps is {{1}}"), not cited. Self-citations are present: the benchmark framework (formal explanations and the issue taxonomy I1-I6) comes from Huang and Marques-Silva 2023 and Marques-Silva and Ignatiev 2022, works involving the current senior author. However, the definitions are restated in the manuscript and the examples' AXps/CXps are computed directly, so these citations frame the evaluation but are not load-bearing proof steps, and the central Lipschitz claim resists reduction to them. Two flagged limitations are correctness risks rather than circularity: Proposition 9 is explicitly only a rationale (footnote 10: "we just give the rationale for constructing the model"), and the Boolean proofs assert existence of sub-functions κ1, f without constructing them (Supplemental Proposition 1: "The non-constant sub-functions κ1 and f ... satisfy the following conditions"), with Proposition 10's Lipschitz proof likewise a sketch. No step reduces by construction to its own input, and no fitted parameter is renamed as a prediction; the honest finding is no significant circularity.
Assumptions & free parameters
free parameters (2)
- α =
arbitrary non-zero real
- δ =
e.g., < 1/4
assumptions (4)
- domain assumption Uniform and independent input distribution over features
- ad hoc to paper Existence of sub-functions κ1, f, g with the stated conditions in Propositions 1-5
- ad hoc to paper Polynomial gluing with prescribed values and derivatives preserves Lipschitz continuity and the required expected values
- standard math Gluing of Lipschitz-continuous functions yields a Lipschitz-continuous function
Cite this review
Pith. "Pith review of SHAP scores fail pervasively even when Lipschitz succeeds." pith.science (2026). https://pith.science/paper/EHLZI5IW
@misc{pith2026241213866,
author = {Pith},
title = {Pith review of: SHAP scores fail pervasively even when Lipschitz succeeds},
year = {2026},
howpublished = {\url{https://pith.science/paper/EHLZI5IW}},
note = {Machine review of arXiv:2412.13866}
}
read the original abstract
The ubiquitous use of Shapley values in eXplainable AI (XAI) has been triggered by the tool SHAP, and as a result are commonly referred to as SHAP scores. Recent work devised examples of machine learning (ML) classifiers for which the computed SHAP scores are thoroughly unsatisfactory, by allowing human decision-makers to be misled. Nevertheless, such examples could be perceived as somewhat artificial, since the selected classes must be interpreted as numeric. Furthermore, it was unclear how general were the issues identified with SHAP scores. This paper answers these criticisms. First, the paper shows that for Boolean classifiers there are arbitrarily many examples for which the SHAP scores must be deemed unsatisfactory. Second, the paper shows that the issues with SHAP scores are also observed in the case of regression models. In addition, the paper studies the class of regression models that respect Lipschitz continuity, a measure of a function's rate of change that finds important recent uses in ML, including model robustness. Concretely, the paper shows that the issues with SHAP scores occur even for regression models that respect Lipschitz continuity. Finally, the paper shows that the same issues are guaranteed to exist for arbitrarily differentiable regression models.
Figures
Reference graph
Works this paper leans on
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[1]
κ1 ⁄= κ1 ∨ f and κ1 ∧ f = 0
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[2]
Both κ1 and κ1 ∨ f predict a specific point v1..m to 0
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[3]
Axiomatic Aggregations of Abductive Explanations
Axiomatic Aggregations of Abductive Explanations. CoRR, abs/2310.03131. Biradar, G.; Izza, Y .; Lobo, E.; Viswanathan, V .; and Zick, Y
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[4]
The set of CXps for κ0 and κ0 ∨ f with respect to the point v1..n −1 are identical. Choose this specific n − 1-dimensional point v1..n −1 and extend it with vn = 1 , then κ0(v) = κ1(v) = 1 and κ(v) = 1 . For any S ⊆ F \ { n}, we have ∆ n(S; E, υe) = 1 2 · (E[(κ0 ∨ f )|xS = vS ] − E[κ0|xS = vS]) = 1 2 · (E[f |xS = vS]), (22) which implies ScE(n) > 0. As κ0 ...
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[5]
First three years of the international verification of neural networks competition (VNN-COMP). Int. J. Softw. T ools T echnol. Transf., 25(3): 329–339. Cranko, Z.; Shi, Z.; Zhang, X.; Nock, R.; and Kornblith, S
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Generalised Lipschitz Regularisation Equals Distri bu- tional Robustness. In ICML, 2178–2188. Darwiche, A. 2023. Logic for Explainable AI. In LICS, 1– 11. Dubey, P . 1975. On the uniqueness of the Shapley value. International Journal of Game Theory , 4: 131–139. European Union. 2024. Artificial Intelligence Act. https: //tinyurl.com/yj2zv67w. Fazlyab, M.; ...
arXiv 2023
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[7]
From SHAP Scores to Feature Importance Scores. CoRR, abs/2405.11766. Letoffe, O.; Huang, X.; and Marques-Silva, J. 2024. On Cor- recting SHAP Scores. CoRR, abs/2405.00076. Lundberg, S. M.; and Lee, S. 2017. A Unified Approach to Interpreting Model Predictions. In NeurIPS, 4765–4774. Marques-Silva, J.; and Ignatiev, A. 2022. Delivering Trust - worthy AI thr...
arXiv 2024
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[8]
On the Tractability of SHAP Explanations. In AAAI, 6505–6513. V an den Broeck, G.; Lykov, A.; Schleich, M.; and Suciu, D
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The Computational Complexity of Understanding Bi- nary Classifier Decisions. J. Artif. Intell. Res. , 70: 351–387. Weng, T.; Zhang, H.; Chen, P .; Yi, J.; Su, D.; Gao, Y .; Hsieh, C.; and Daniel, L. 2018. Evaluating the Robustness of Neural Networks: An Extreme V alue Theory Ap...
2018 arXiv
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[13]
Choose this specific m-dimensional point v1..m and extend it with vn = 1
The set of CXps for both κ1 and κ1 ∨ f with respect to the point v1..m are identical. Choose this specific m-dimensional point v1..m and extend it with vn = 1 . This means κ0(v) = κ1(v) = 0 , and therefore κ(v) = 0 . For any S ⊆ F \ { n}, we have ∆ n(S; E, υe) = 1 2 · (E[κ1|xS ...
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[14]
(For simplicity, we assume that feature i corresponds to feature m + i for all i ∈ {1,
κ00 and κ01 are identical up to isomorphism. (For simplicity, we assume that feature i corresponds to feature m + i for all i ∈ {1, . . . , m}.)
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[15]
κ0 ⁄= κ0 ∨ f , κ00 ∧ f = 0 and κ01 ∧ f = 0
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[16]
Both κ0 and κ0 ∨ f predict a specific point v1..n −1 to 1, where vn−1 = 1, and vi = vm+i for any 1 ≤ i ≤ m
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[18]
κ1 predicts a specific point v1..m to 0
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[19]
For any point x1..m such that ||x1..m − v1..m ||0 = 1, we have κ1(x1..m ) = 1
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[20]
For example, κ1 can be the function ∑ m i=1 ¬xi = 1 , which predicts the point 11..m to 0 and all points around this point with a Hamming distance of 1 to 1
κ1 predicts all the other points to 0. For example, κ1 can be the function ∑ m i=1 ¬xi = 1 , which predicts the point 11..m to 0 and all points around this point with a Hamming distance of 1 to 1. Select this specific m-dimensional point v1..m such that κ1(v1..m ) = 0 . Extend ...
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[21]
κ0 ⁄= κ1, κ′ ∧ f = 0, κ′ ∧ g = 0 and f ∧ g = 0
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[22]
f predicts a specific point v1..m to 1
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[23]
κ′ and g predict this specific point v1..m to 0
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[24]
, vm, 1) are identical
The set of CXps for κ0 and κ1 with respect to the point v1..n −1 = (v1, . . . , vm, 1) are identical. Choose the specific m-dimensional point v1..m that f predicts to 1, and extend it with vn−1 = vn = 1 , we have κ00(v) = κ10(v) = 0 and κ01(v) = κ11(v) = 1 , which means κ(v) = ...
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[25]
S = ∅: E[ρ2(x) | xS = vS ] = = 1/4 ∫ 3/ 2 −1/ 2 ∫ 3/ 2 −1/ 2 ρ2(x1, x2)dx1dx2 = 1/4 [ ∫ 3/ 2 −1/ 2 ∫ 3/ 2 1/ 2 x1dx1dx2 + ∫ 1/ 2 −1/ 2 ∫ 1/ 2 −1/ 2 (x2 − 2)dx1dx2 + ∫ 3/ 2 1/ 2 ∫ 1/ 2 −1/ 2 (x2 + 1)dx1dx2 ] = 1/4 [ 2 ∫ 3/ 2 1/ 2 x1dx1 + ∫ 1/ 2 −1/ 2 (x2 − 2)dx2 + ∫ 3/ 2 1/ 2 (...
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[26]
S = {1}: E[ρ2(x) | xS = vS] = 1/2 ∫ 3/ 2 −1/ 2 ρ2(1, x2)dx2 = 1/2 [ ∫ 3/ 2 −1/ 2 1dx2 ] = 1
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[27]
S = {2}: E[ρ2(x) | xS = vS ] = = 1/2 ∫ 3/ 2 −1/ 2 ρ2(x1, x2)dx1 = 1/2 [ ∫ 3/ 2 1/ 2 x1dx1 + ∫ 1/ 2 −1/ 2 2dx1 ] = 1/2 [ [ x2 1/2 ] 3/ 2 1/ 2 + 2 [ x1 ] 1/ 2 −1/ 2 ] = 1/2 [9/8 − 1/8 + 2] = 3/2
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[28]
ρ3 (see Figure 2) is Lipschitz-continuous
S = {1, 2}: E[ρ2(x) | xS = vS] = ρ2(1, 1) = 1 Proof regarding ρ3: Proposition 10. ρ3 (see Figure 2) is Lipschitz-continuous. Proof. (Sketch) ρ3 is composed of continuously glued 1-degree 1 polynomials. I t is well known that 1-degree 1 polynomials are Lipschitz-continuous (the...
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[2021]
tions for Classification over Deterministic and Decompos- able Boolean Circuits
The Tractability of SHAP-Score-Based Explana- ρ3(x1, x2) = x1 if x2 ≤ 1 ∧ αx1 ≤ α (1 + 4|α|)x1 − 4|α| if x2 ≤ 1 ∧ αx1 ≥ α 28|α|x1x2 + (1 − 28|α|)x1 − 28|α|x2 + 28|α| if x2 ≥ 1 ∧ αx1 ≤ α −4|α|x1x2 + (1 + 8|α|)x1 + 4|α|x2 − 8|α| if x2 ≥ 1 ∧ αx1 ≥ α Figure 2: Ex...
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[2022]
On the Tractability of SHAP Explanations. J. Artif. Intell. Res., 74: 851–886. Virmaux, A.; and Scaman, K. 2018. Lipschitz regularity of deep neural networks: analysis and efficient estimation. In NeurIPS, 3839–3848. Wäldchen, S.; MacDonald, J.; Hauch, S.; and Kutyniok, G
2018
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[2023]
On the Complexity of SHAP-Score-Based Expla- nations: Tractability via Knowledge Compilation and Non- Approximability Results. J. Mach. Learn. Res. , 24: 63:1– 63:58. Biradar, G.; Izza, Y .; Lobo, E.; Viswanathan, V .; and Zick, Y
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[2024]
In AAAI, 11096–11104
Axiomatic Aggregations of Abductive Explanations. In AAAI, 11096–11104. Brix, C.; Müller, M. N.; Bak, S.; Johnson, T. T.; and Liu, C
Reviewed August 11, 2026 · model on record in the stance chip above.
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