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Title: Efficient Sampling Approaches to Shapley Value Approximation
Shapley value provides a unique way to fairly assess each player's contribution in a coalition and has enjoyed many applications. However, the exact computation of Shapley value is #P-hard due to the combinatoric nature of Shapley value. Many existing applications of Shapley value are based on Monte-Carlo approximation, which requires a large number of samples and the assessment of utility on many coalitions to reach high quality approximation, and thus is still far from being efficient. Can we achieve an efficient approximation of Shapley value by smartly obtaining samples? In this paper, we treat the sampling approach to Shapley value approximation as a stratified sampling problem. Our main technical contributions are a novel stratification design and two sample allocation methods based on Neyman allocation and empirical Bernstein bound, respectively. Experimental results on several real data sets and synthetic data sets demonstrate the effectiveness and efficiency of our novel stratification design and sampling approaches.  more » « less
Award ID(s):
2124104 2125530
PAR ID:
10448773
Author(s) / Creator(s):
; ; ; ; ;
Date Published:
Journal Name:
Proceedings of the ACM on Management of Data
Volume:
1
Issue:
1
ISSN:
2836-6573
Page Range / eLocation ID:
1 to 24
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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