Interpreting the Contribution of Sensors in Blind Source Extraction by Means of Shapley Values

Several practical applications can be formulated as a problem of estimating a source of interest from a set of mixed data collected by different sensors. Although a lot of effort has been done to address the optimization task in signal extraction, there is a lack in the literature on how to evaluate the contribution of each sensor in the extraction process. In this letter, we propose a model-agnostic approach that can be used to interpret both the contribution of each sensor in the estimated source and the interaction effects between them. Our proposal is based on a solution concept from game theory, called Shapley value. Numerical experiments on synthetic and real data attest the use of our proposal in blind source extraction problems.