arXiv:2605.05870cs.LG2026-05被引 1

提出高效计算乘积型博弈中稳定可扩展的Shapley值方法

QuadraSHAP: Stable and Scalable Shapley Values for Product Games via Gauss-Legendre Quadrature

论文配图:QuadraSHAP: Stable and Scalable Shapley Values for Product Games via Gauss-Legendre Quadrature
图 1 · 摘自论文原文
  • 将玩家贡献转化为一维积分,避免指数级组合计算
  • 节点数仅需达特征数一半即可精确计算,误差随节点数几何衰减
  • 支持千维特征下快速稳定计算,适合大规模机器学习解释场景

我们研究乘积型博弈中Shapley值的高效计算——这类博弈的联盟值可分解为各玩家贡献项的乘积。此类结构在核方法与树模型等机器学习解释中常见。关键发现是:每个玩家的Shapley值可精确表示为一维积分,将指数级特征组合简化为对[0,1]区间上d−1次多项式的积分,其中d为总特征数。由此构建的高斯-勒让德求积方案在节点数m_q ≥ ⌈d/2⌉时精确,否则误差以几何速度收敛。实际应用中,数百个节点即可在数千特征下实现高精度估计。基于此,我们设计了基于对数空间计算的数值稳定实现,并利用关联扫描原语实现并行化,总工作量为O(d m_q),并行时间仅为O(log d)。实验表明,QuadraSHAP在所有测试配置中均为最快且数值稳定的算法。

原文摘要 · Abstract (English)

We study the efficient computation of Shapley values for \emph{product games} -- cooperative games in which the coalition value factorizes as a product of per-player terms. Such games arise in machine learning explainability whenever the value function inherits a multiplicative structure from the underlying model, as in kernel methods with product kernels and tree-based models. Our key result is that the Shapley value of each player in a product game admits an exact one-dimensional integral representation: the weighted sum over exponentially many feature coalitions collapses to the integral of a degree-$(d-1)$ polynomial over $[0,1]$, where $d$ is the total number of features. This yields a Gauss--Legendre quadrature scheme that is \emph{provably exact} whenever the number of nodes satisfies $m_q \geq \lceil d/2 \rceil$, and otherwise provides a \emph{near-exact} approximation with error provably decaying geometrically in $m_q$. In practice, a few hundred nodes can achieve highly precise estimates even with thousands of features. Building on this formulation, we derive a numerically stable implementation via log-space evaluation, together with an efficient parallel implementation based on associative scan primitives that achieves $O(d\,m_q)$ total work and $O(\log d)$ parallel time. Experiments show that \textsc{QuadraSHAP} is the fastest numerically stable method across all tested configurations.

Shapley值可解释性高效算法乘积博弈

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