This repository provides the Python implementation of the paper Efficient Computation and Analysis of Distributional Shapley Values accepted at AISTATS 2021. We derive the first analytic expressions for the distributional Shapley value (DShapley) for the canonical problems of linear regression, binary classification, and non-parametric density estimation. These analytic forms provide new algorithms to estimate DShapley that are several orders of magnitude faster than previous state-of-the-art methods.
The following code will execute one run of the time comparison experiment in Fig. 1.
python run_time_comparison.py --DShapley_flag
This will conduct one experiment when (m,p)=(100,10).
As for the point addition experiment, you may need to download datasets first. You can download non-regression datasets with the following code (And please see comments in data.py).
python prep_non_reg_data.py
After that you can run all experiments introduced in the paper. One example is as follows.
run_point_addition_exp.py
For more experiments, please see arguments in the run_point_addition_exp.py file.
Remark You may need to run experiments multiple time to reproduce results in the paper (please change the run_id argument).
.
├── data.py
├── dist_shap.py (original algorithm for estimating DShapley)
├── fast_dist_shap.py (proposed fast alogrithm for estimating DShapley)
├── prep_non_reg_data.py
├── run_point_addition_exp.py
├── run_time_comparison.py
├── README.md
└── shap_utils.py
dist_shap.pyandshap_utils.pyprovide the original Monte Carlo-based estimation methods proposed by Ghorbani et al. (2020). The two python files are from this repository.fast_dist_shap.pyis the core file to efficiently compute DShapley.data.pyis to load datasets.
- Ghorbani, Amirata, Michael Kim, and James Zou. "A distributional framework for data valuation." International Conference on Machine Learning. PMLR, 2020.