ShapleyOG: Fast Adaptive Shapley Value Estimation with Odd Gaussian Processes
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
arXiv:2606. 02247v1 Announce Type: cross Abstract: Shapley values are a principled attribution measure widely used in interpretable machine learning, but their exact computation scales exponentially with the number of players, motivating a wide range of approximation methods based on value function evaluations of sampled coalitions.
arXiv:2410. 01917v3 Announce Type: replace-cross Abstract: Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features.
QuadraSHAP is a method for computing ε-exact Shapley values in product games, where coalition values factor across players. It replaces the exponential coalition sum with a one-dimensional polynomial integral, using Gauss–Legendre quadrature to achieve exact values when ε = 0 and provides a computable error bound for ε > 0. The approach supports weighted sums of product games, enabling baseline and empirical interventional attribution for models such as log-link regression, Cox models, odds-scale classifiers, product-kernel machines, and tree-based models, and achieves logarithmic parallel time with efficient GPU evaluation even for hundreds of thousands of features.
arXiv:2603. 03672v2 Announce Type: replace Abstract: The Shapley value provides a principled foundation for data valuation, but exact computation is #P-hard due to the exponential coalition space.
The paper introduces a novel method that merges Monte Carlo sampling with linear regression to estimate probabilistic values such as Shapley and Banzhaf values. It generalizes previous algorithms by allowing any efficiently computable function family, enabling the use of tree-based models like XGBoost and cross‑fitting for unbiased estimates. Experiments on eight datasets show the approach achieves state‑of‑the‑art accuracy, reducing error by up to 11× for Shapley values and 390× for general probabilistic values compared to existing methods.
arXiv:2605. 00762v2 Announce Type: replace Abstract: We study meritocratic fairness in budgeted combinatorial multi-armed bandits with full-bandit feedback, where a learner selects at most $K$ arms per time step and observes only the noisy aggregate reward of the selected set.