Priority-Aware Shapley Value
Kiljae Lee, Ziqi Liu, Weijing Tang, Yuan Zhang
TL;DR
PASV introduces a unified Shapley-type framework that jointly enforces hard precedence constraints and soft, contributor-specific priorities. By formulating the sampling distribution p^{(\\preceq,\\lambda)} over precedence-respecting orders, PASV recovers PSV and WSV as special cases and is computable via an adjacent-swap MCMC scheme. The paper provides axioms (PROV, SCF) that characterize PASV and analyzes limiting regimes under extreme weights, with a practical priority sweeping diagnostic to assess robustness. Empirical studies on data valuation (MNIST/CIFAR10) and feature attribution (Census Income) show PASV yields more structure-faithful allocations and useful sensitivity analyses for trust/risk considerations. Overall, PASV offers a scalable, principled approach to priority-aware attribution with broad applicability in data-centric AI.
Abstract
Shapley values are widely used for model-agnostic data valuation and feature attribution, yet they implicitly assume contributors are interchangeable. This can be problematic when contributors are dependent (e.g., reused/augmented data or causal feature orderings) or when contributions should be adjusted by factors such as trust or risk. We propose Priority-Aware Shapley Value (PASV), which incorporates both hard precedence constraints and soft, contributor-specific priority weights. PASV is applicable to general precedence structures, recovers precedence-only and weight-only Shapley variants as special cases, and is uniquely characterized by natural axioms. We develop an efficient adjacent-swap Metropolis-Hastings sampler for scalable Monte Carlo estimation and analyze limiting regimes induced by extreme priority weights. Experiments on data valuation (MNIST/CIFAR10) and feature attribution (Census Income) demonstrate more structure-faithful allocations and a practical sensitivity analysis via our proposed "priority sweeping".
