Assessing Antithetic Sampling for Approximating Shapley, Banzhaf, and Owen Values
Jochen Staudacher,
Tim Pollmann
Abstract:Computing Shapley values for large cooperative games is an NP-hard problem. For practical applications, stochastic approximation via permutation sampling is widely used. In the context of machine learning applications of the Shapley value, the concept of antithetic sampling has become popular. The idea is to employ the reverse permutation of a sample in order to reduce variance and accelerate convergence of the algorithm. We study this approach for the Shapley and Banzhaf values, as well as for the Owen value … Show more
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