HyperSHAP: Shapley Values and Interactions for Explaining Hyperparameter Optimization

MCML Authors

Maximilian Muschalik

→ Group Eyke Hüllermeier
 Artificial Intelligence and Machine Learning

Fabian Fumagalli

Prof. Dr.

Thomas Bayes Fellow

Statistical Learning and Data Science

Abstract

Hyperparameter optimization (HPO) is a crucial step in achieving strong predictive performance. Yet, the impact of individual hyperparameters on model generalization is highly context-dependent, prohibiting a one-size-fits-all solution and requiring opaque HPO methods to find optimal configurations. However, the black-box nature of most HPO methods undermines user trust and discourages adoption. To address this, we propose a game-theoretic explainability framework for HPO based on Shapley values and interactions. Our approach provides an additive decomposition of a performance measure across hyperparameters, enabling local and global explanations of hyperparameters' contributions and their interactions. The framework, named HyperSHAP, offers insights into ablation studies, the tunability of learning algorithms, and optimizer behavior across different hyperparameter spaces. We demonstrate HyperSHAP's capabilities on various HPO benchmarks to analyze the interaction structure of the corresponding HPO problems, demonstrating its broad applicability and actionable insights for improving HPO.

inproceedings WMF+26

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AAAI 2026

40th Conference on Artificial Intelligence. Singapore, Jan 20-27, 2026. To be published. Preprint available.

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Authors

M. Wever • M. Muschalik • F. Fumagalli • M. Lindauer

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Links

arXiv

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Research Areas

 A1 | Statistical Foundations & Explainability

 A3 | Computational Models