As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been suggested that individuals should be compensated for the data that they generate, but it is not clear what is an equitable valuation for individual data. In this work, we develop a principled framework to address data valuation in the context of supervised machine learning. Given a learning algorithm trained on @math data points to produce a predictor, we propose data Shapley as a metric to quantify the value of each training datum to the predictor performance. Data Shapley value uniquely satisfies several natural properties of equitable data valuation. We develop Monte Carlo and gradient-based methods to efficiently estimate data Shapley values in practical settings where complex learning algorithms, including neural networks, are trained on large datasets. In addition to being equitable, extensive experiments across biomedical, image and synthetic data demonstrate that data Shapley has several other benefits: 1) it is more powerful than the popular leave-one-out or leverage score in providing insight on what data is more valuable for a given learning task; 2) low Shapley value data effectively capture outliers and corruptions; 3) high Shapley value data inform what type of new data to acquire to improve the predictor.
Shapley value was proposed in a classic paper in game theory @cite_29 and has been widely influential in economics @cite_12 . It has been applied to analyze and model diverse problems including voting, resource allocation and bargaining @cite_34 @cite_13 . To the best of our knowledge, Shapley value has not been used to quantify data value in a machine learning context like ours. Shapley value has been recently proposed as a feature importance score for the purpose of interpreting black-box predictive models @cite_9 @cite_15 @cite_17 @cite_4 @cite_0 @cite_25 . Their goal is to quantify, for a given prediction, which features are the most influential for the model output. Our goal is very different in that we aim to quantify the value of individual data points (not features). There is also a literature in estimating Shapley value using Monte Carlo methods, network approximations, as well as analytically solving Shapley value in specialized settings @cite_8 @cite_22 @cite_20 @cite_31 @cite_3
@cite_31 @cite_4 @cite_22 @cite_8 @cite_9 @cite_29 @cite_20 @cite_3 @cite_0 @cite_15 @cite_34 @cite_13 @cite_25 @cite_12 @cite_17
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Preface 1. Introduction to the Shapley value Alvin E. Roth Part I. Ancestral Papers: 2. A value for n-person games Lloyd S. Shapley 3. A method for evaluating the distribution of power in a committee system Lloyd S. Shapley and Martin Shubik Part II. Reformulation and Generalizations: 4. The expected utility of playing a game Alvin E. Roth 5. The Shapley-Shubik and Banzhaf power indices as probabilities Philip D. Straffin, Jr. 6. Weighted Shapley values Ehud Kalai and Dov Samet 7. Probabilistic values for games Robert James Weber 8. Combinatorial representations of the Shapley value based on average relative payoffs Uriel G. Rothblum 9. The potential of the Shapley value Sergiu Hart and Andreu Mas-Colell 10. Multilinear extensions of games Guillermo Owen Part III. Coalitions: 11. Coalitional value Mordecai Kurz 12. Endogenous formation of links between players and the coalitions: an application of the Shapley value Robert J. Aumann and Roger B. Myerson Part IV. Large Games: 13. Values of large finite games Myrna Holtz Wooders and William R. Zame 14. Payoffs in nonatomic economics: an axiomatic approach Pradeep Dubley and Abraham Neyman 15. Values of smooth nonatomic games: the method of multilinear approximation Dov Monderer and Abraham Neyman 16. Nondifferentiable TU markets: the value Jean-Francois Mertens Part V. Cost Allocation and Fair Division: 17. Individual contribution and just compensation H. P. Young 18. The Aumann-Shapley prices: a survey Yair Tauman Part VI. NTU Games: 19. Utility comparison and the theory of games Lloyd S. Shapley 20. Paths leading to the Nash set Michael Maschler, Guillermo Owen and Bezalel Peleg. The Shapley value is a key solution concept for coalitional games in general and voting games in particular. Its main advantage is that it provides a unique and fair solution, but its main drawback is the complexity of computing it (e.g., for voting games this complexity is #p-complete). However, given the importance of the Shapley value and voting games, a number of approximation methods have been developed to overcome this complexity. Among these, Owen's multi-linear extension method is the most time efficient, being linear in the number of players. Now, in addition to speed, the other key criterion for an approximation algorithm is its approximation error. On this dimension, the multi-linear extension method is less impressive. Against this background, this paper presents a new approximation algorithm, based on randomization, for computing the Shapley value of voting games. This method has time complexity linear in the number of players, but has an approximation error that is, on average, lower than Owen's. In addition to this comparative study, we empirically evaluate the error for our method and show how the different parameters of the voting game affect it. Specifically, we show the following effects. First, as the number of players in a voting game increases, the average percentage error decreases. Second, as the quota increases, the average percentage error decreases. Third, the error is different for players with different weights; players with weight closer to the mean weight have a lower error than those with weight further away. We then extend our approximation to the more general k-majority voting games and show that, for n players, the method has time complexity O(k^2n) and the upper bound on its approximation error is O(k^2 n). We present a new approach to representing coalitional games based on rules that describe the marginal contributions of the agents. This representation scheme captures characteristics of the interactions among the agents in a natural and concise manner. We also develop efficient algorithms for two of the most important solution concepts, the Shapley value and the core, under this representation. The Shapley value can be computed in time linear in the size of the input. The emptiness of the core can be determined in time exponential only in the treewidth of a graphical interpretation of our representation. For f a weighted voting scheme used by n voters to choose between two candidates, the nShapley-Shubik Indices (or Shapley values) of f provide a measure of how much control each voter can exert over the overall outcome of the vote. Shapley-Shubik indices were introduced by Lloyd Shapley and Martin Shubik in 1954 [SS54] and are widely studied in social choice theory as a measure of the "influence" of voters. The Inverse Shapley Value Problem is the problem of designing a weighted voting scheme which (approximately) achieves a desired input vector of values for the Shapley-Shubik indices. Despite much interest in this problem no provably correct and efficient algorithm was known prior to our work. We give the first efficient algorithm with provable performance guarantees for the Inverse Shapley Value Problem. For any constant e>0 our algorithm runs in fixed poly(n) time (the degree of the polynomial is independent of e) and has the following performance guarantee: given as input a vector of desired Shapley values, if any "reasonable" weighted voting scheme (roughly, one in which the threshold is not too skewed) approximately matches the desired vector of values to within some small error, then our algorithm explicitly outputs a weighted voting scheme that achieves this vector of Shapley values to within error e. If there is a "reasonable" voting scheme in which all voting weights are integers at most poly(n) that approximately achieves the desired Shapley values, then our algorithm runs in time poly(n) and outputs a weighted voting scheme that achieves the target vector of Shapley values to within error e=n−1 8. Coalitional games allow subsets (coalitions) of players to cooperate to receive a collective payoff. This payoff is then distributed “fairly” among the members of that coalition according to some division scheme. Various solution concepts have been proposed as reasonable schemes for generating fair allocations. The Shapley value is one classic solution concept: player i’s share is precisely equal to i’s expected marginal contribution if the players join the coalition one at a time, in a uniformly random order. In this paper, we consider the class of supermodular games (sometimes called convex games), and give a fully polynomial-time randomized approximation scheme (FPRAS) to compute the Shapley value to within a (1 ±e) factor in monotone supermodular games. We show that this result is tight in several senses: no deterministic algorithm can approximate Shapley value as well, no randomized algorithm can do better, and both monotonicity and supermodularity are required for the existence of an efficient (1 ±e)-approximation algorithm. We also argue that, relative to supermodularity, monotonicity is a mild assumption, and we discuss how to transform supermodular games to be monotonic. Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble methods these questions are usually answered by attributing importance values to input features, either globally or for a single prediction. Here we show that current feature attribution methods are inconsistent, which means changing the model to rely more on a given feature can actually decrease the importance assigned to that feature. To address this problem we develop fast exact solutions for SHAP (SHapley Additive exPlanation) values, which were recently shown to be the unique additive feature attribution method based on conditional expectations that is both consistent and locally accurate. We integrate these improvements into the latest version of XGBoost, demonstrate the inconsistencies of current methods, and show how using SHAP values results in significantly improved supervised clustering performance. Feature importance values are a key part of understanding widely used models such as gradient boosting trees and random forests, so improvements to them have broad practical implications. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 We study from a complexity theoretic standpoint the various solution concepts arising in cooperative game theory. We use as a vehicle for this study a game in which the players are nodes of a graph with weights on the edges, and the value of a coalition is determined by the total weight of the edges contained in it. The Shapley value is always easy to compute. The core is easy to characterize when the game is convex, and is intractable (NP-complete) otherwise. Similar results are shown for the kernel, the nucleolus, the e-core, and the bargaining set. As for the von Neumann-Morgenstern solution, we point out that its existence may not even be decidable. Many of these results generalize to the case in which the game is presented by a hypergraph with edges of size k > 2. Understanding why a model makes a certain prediction can be as crucial as the prediction's accuracy in many applications. However, the highest accuracy for large modern datasets is often achieved by complex models that even experts struggle to interpret, such as ensemble or deep learning models, creating a tension between accuracy and interpretability. In response, various methods have recently been proposed to help users interpret the predictions of complex models, but it is often unclear how these methods are related and when one method is preferable over another. To address this problem, we present a unified framework for interpreting predictions, SHAP (SHapley Additive exPlanations). SHAP assigns each feature an importance value for a particular prediction. Its novel components include: (1) the identification of a new class of additive feature importance measures, and (2) theoretical results showing there is a unique solution in this class with a set of desirable properties. The new class unifies six existing methods, notable because several recent methods in the class lack the proposed desirable properties. Based on insights from this unification, we present new methods that show improved computational performance and or better consistency with human intuition than previous approaches. Understanding why a model makes a certain prediction can be as crucial as the prediction's accuracy in many applications. However, the highest accuracy for large modern datasets is often achieved by complex models that even experts struggle to interpret, such as ensemble or deep learning models, creating a tension between accuracy and interpretability. In response, various methods have recently been proposed to help users interpret the predictions of complex models, but it is often unclear how these methods are related and when one method is preferable over another. To address this problem, we present a unified framework for interpreting predictions, SHAP (SHapley Additive exPlanations). SHAP assigns each feature an importance value for a particular prediction. Its novel components include: (1) the identification of a new class of additive feature importance measures, and (2) theoretical results showing there is a unique solution in this class with a set of desirable properties. The new class unifies six existing methods, notable because several recent methods in the class lack the proposed desirable properties. Based on insights from this unification, we present new methods that show improved computational performance and or better consistency with human intuition than previous approaches. Abstract A new family of centrality measures, based on game theoretical concepts, is proposed for social networks. To reflect the interests that motivate the interactions among individuals in a network, a cooperative game in characteristic function form is considered. From the graph and the game, the graph-restricted game is obtained. Shapley value in a game is considered as actor’s power. The difference between actor’s power in the new game and his her power in the original one is proposed as a centrality measure. Conditions are given to reach some desirable properties. Finally, a decomposition is proposed. We study the complexity of the following problem: Given two weighted voting games G? and G?? that each contain a player p, in which of these games is p's power index value higher? We study this problem with respect to both the Shapley-Shubik power index [16] and the Banzhaf power index [3,6]. Our main result is that for both of these power indices the problem is complete for probabilistic polynomial time (i.e., is PP-complete). We apply our results to partially resolve some recently proposed problems regarding the complexity of weighted voting games. We also show that, unlike the Banzhaf power index, the Shapley-Shubik power index is not #P-parsimonious-complete. This finding sets a hard limit on the possible strengthenings of a result of Deng and Papadimitriou [5], who showed that the Shapley-Shubik power index is #P-metric-complete. Recommender problems with large and dynamic item pools are ubiquitous in web applications like content optimization, online advertising and web search. Despite the availability of rich item meta-data, excess heterogeneity at the item level often requires inclusion of item-specific "factors" (or weights) in the model. However, since estimating item factors is computationally intensive, it poses a challenge for time-sensitive recommender problems where it is important to rapidly learn factors for new items (e.g., news articles, event updates, tweets) in an online fashion. In this paper, we propose a novel method called FOBFM (Fast Online Bilinear Factor Model) to learn item-specific factors quickly through online regression. The online regression for each item can be performed independently and hence the procedure is fast, scalable and easily parallelizable. However, the convergence of these independent regressions can be slow due to high dimensionality. The central idea of our approach is to use a large amount of historical data to initialize the online models based on offline features and learn linear projections that can effectively reduce the dimensionality. We estimate the rank of our linear projections by taking recourse to online model selection based on optimizing predictive likelihood. Through extensive experiments, we show that our method significantly and uniformly outperforms other competitive methods and obtains relative lifts that are in the range of 10-15 in terms of predictive log-likelihood, 200-300 for a rank correlation metric on a proprietary My Yahoo! dataset; it obtains 9 reduction in root mean squared error over the previously best method on a benchmark MovieLens dataset using a time-based train test data split. Preference aggregation is used in a variety of multiagent applications, and as a result, voting theory has become an important topic in multiagent system research. However, power indices (which reflect how much "real power" a voter has in a weighted voting system) have received relatively little attention, although they have long been studied in political science and economics. We consider a particular multiagent domain, a threshold network flow game. Agents control the edges of a graph; a coalition wins if it can send a flow that exceeds a given threshold from a source vertex to a target vertex. The relative power of each edge agent reflects its significance in enabling such a flow, and in real-world networks could be used, for example, to allocate resources for maintaining parts of the network. We examine the computational complexity of calculating two prominent power indices, the Banzhaf index and the Shapley-Shubik index, in this network flow domain. We also consider the complexity of calculating the core in this domain. The core can be used to allocate, in a stable manner, the gains of the coalition that is established. We show that calculating the Shapley-Shubik index in this network flow domain is NP-hard, and that calculating the Banzhaf index is #P-complete. Despite these negative results, we show that for some restricted network flow domains there exists a polynomial algorithm for calculating agents' Banzhaf power indices. We also show that computing the core in this game can be performed in polynomial time. We study strategic issues in the Gale-Shapley stable marriage model. In the first part of the paper, we derive the optimal cheating strategy and show that it is not always possible for a woman to recover her women-optimal stable partner from the men-optimal stable matching mechanism when she can only cheat by permuting her preferences. In fact, we show, using simulation, that the chances that a woman can benefit from cheating are slim. In the second part of the paper, we consider a two-sided matching market found in Singapore. We study the matching mechanism used by the Ministry of Education (MOE) in the placement of primary six students in secondary schools, and discuss why the current method has limited success in accommodating the preferences of the students, and the specific needs of the schools (in terms of the “mix” of admitted students). Using insights from the first part of the paper, we show that stable matching mechanisms are more appropriate in this matching market and explain why the strategic behavior of the students need not be a major concern. (Stable Marriage; Strategic Issues; Gale-Shapley Algorithm; Student Posting Exercise)