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This paper re-examines the Shapley value methods for attribution analysis in the area of online advertising. As a credit allocation solution in cooperative game theory, Shapley value method directly quantifies the contribution of online…

Econometrics · Economics 2018-04-17 Kaifeng Zhao , Seyed Hanif Mahboobi , Saeed R. Bagheri

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Statistics Theory · Mathematics 2017-03-22 Art B. Owen , Clémentine Prieur

A path query extracts vertex tuples from a labeled graph, based on the words that are formed by the paths connecting the vertices. We study the computational complexity of measuring the contribution of edges and vertices to an answer to a…

Databases · Computer Science 2022-12-16 Majd Khalil , Benny Kimelfeld

Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…

Artificial Intelligence · Computer Science 2020-07-01 I. Elizabeth Kumar , Suresh Venkatasubramanian , Carlos Scheidegger , Sorelle Friedler

The Shapley value is the solution concept in cooperative game theory that is most used in both theoretical as practical settings. Unfortunately, computing the Shapley value is computationally intractable in general. This paper focuses on…

Computer Science and Game Theory · Computer Science 2022-08-30 Tom C. van der Zanden , Hans L. Bodlaender , Herbert J. M. Hamers

Structural Causal Models (SCM) are a powerful framework for describing complicated dynamics across the natural sciences. A particularly elegant way of interpreting SCMs is do-Shapley, a game-theoretic method of quantifying the average…

Originally rooted in game theory, the Shapley Value (SV) has recently become an important tool in machine learning research. Perhaps most notably, it is used for feature attribution and data valuation in explainable artificial intelligence.…

Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation…

Machine Learning · Computer Science 2020-03-24 Jinfei Liu

In allocation problems, a given set of goods are assigned to agents in such a way that the social welfare is maximised, that is, the largest possible global worth is achieved. When goods are indivisible, it is possible to use money…

Computer Science and Game Theory · Computer Science 2017-09-14 Francesco Lupia , Angelo Mendicelli , Andrea Ribichini , Francesco Scarcello , Marco Schaerf

Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…

Machine Learning · Statistics 2021-02-19 Yongchan Kwon , Manuel A. Rivas , James Zou

Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations. We use it to evaluate algorithmic fairness, using the well known…

Machine Learning · Computer Science 2021-05-20 Masayoshi Mase , Art B. Owen , Benjamin B. Seiler

Over the recent years, Shapley value (SV), a solution concept from cooperative game theory, has found numerous applications in data analytics (DA). This paper presents the first comprehensive study of SV used throughout the DA workflow,…

Databases · Computer Science 2025-07-09 Hong Lin , Shixin Wan , Zhongle Xie , Ke Chen , Meihui Zhang , Lidan Shou , Gang Chen

We study the cost sharing problem for cooperative games in situations where the cost function $C$ is not available via oracle queries, but must instead be derived from data, represented as tuples $(S, C(S))$, for different subsets $S$ of…

Computer Science and Game Theory · Computer Science 2017-03-10 Eric Balkanski , Umar Syed , Sergei Vassilvitskii

Motivated by the problem of utility allocation in a portfolio under a Markowitz mean-variance choice paradigm, we propose an allocation criterion for the variance of the sum of $n$ possibly dependent random variables. This criterion, the…

Probability · Mathematics 2017-04-04 Riccardo Colini-Baldeschi , Marco Scarsini , Stefano Vaccari

The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The use of the Shapley value is justified by citing [16] showing that it is the \emph{unique} method…

Artificial Intelligence · Computer Science 2020-02-10 Mukund Sundararajan , Amir Najmi

Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…

Machine Learning · Computer Science 2023-08-01 Vincent Lemaire , Fabrice Clérot , Marc Boullé

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…

Artificial Intelligence · Computer Science 2020-11-04 Tom Heskes , Evi Sijben , Ioan Gabriel Bucur , Tom Claassen

Value factorisation is a useful technique for multi-agent reinforcement learning (MARL) in global reward game, however its underlying mechanism is not yet fully understood. This paper studies a theoretical framework for value factorisation…

Machine Learning · Computer Science 2023-01-10 Jianhong Wang , Yuan Zhang , Yunjie Gu , Tae-Kyun Kim

Designing fair compensation mechanisms for demand response (DR) is challenging. This paper models the problem in a game theoretic setting and designs a payment distribution mechanism based on the Shapley Value. As exact computation of the…

Computer Science and Game Theory · Computer Science 2014-03-27 Gearóid O'Brien , Abbas El Gamal , Ram Rajagopal

Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün