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Amortized Linear-time Exact Shapley Value for Product-Kernel Methods
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Proposes PKeX-Shapley, which uses a neutral-factor removal operator for product kernels to compute exact Shapley values for all d features in O(d^2 n) time, extended to MMD and HSIC attributions.
Problem
Exact Shapley value computation for kernel models is exponential in the number of features, so existing methods (Kernel SHAP, RKHS-SHAP) rely on sampling-based approximations with estimation error that grows with dimension.
Approach
For product kernels, removing a feature replaces its kernel factor with 1, giving a parameter-free, distribution-free value function with a closed-form functional decomposition; Newton's identities and prefix-suffix elementary symmetric polynomial recursions then yield all Shapley values jointly in O(d^2 n) time.
Key results
- Regression-based Kernel SHAP-style estimator still has relative error above 9.0 at d=50 with 200 coalitions and only approaches 0.05 at 10^5 samples, while PKeX-Shapley is exact.
- PKeX-Shapley computes all Shapley values in slightly over two seconds per instance, versus roughly 30 seconds for sampling-based methods at 500 coalitions.
- Brute-force exact computation reaches only 20 features in 20 s, while PKeX-Shapley scales to 1,000 features.
Surprising findings
- Interpolation-based ESP recovery (as in TreeSHAP) becomes numerically unstable already around d≈50 for product-kernel methods, motivating the element-wise recursion.
Limitations
- Applies only to product kernels, not general kernels.
- Not extended to higher-order Shapley interaction indices in this work.
Experimental setup
Datasets: synthetic regression data (linear, polynomial, squared-exponential targets) synthetic two-sample MMD data
Benchmarks: synthetic regression tasks with 17 active features in R^50 synthetic MMD two-sample experiment
Metrics: relative estimation error vs exact Shapley values recovery rate of active features per-instance execution time
Baselines: Kernel SHAP RKHS-SHAP GEMFIX BiSHAP Sampling SHAP
Builds on: Kernel SHAP RKHS-SHAP TreeSHAP canonical additive decomposition
Closest papers by meaning
- A Unified Framework for Provably Efficient Algorithms to Estimate Shapley Values (NeurIPS 2025 · similarity 0.90)
- Provably Accurate Shapley Value Estimation via Leverage Score Sampling (ICLR 2025 · similarity 0.88)
- Regression-adjusted Monte Carlo Estimators for Shapley Values and Probabilistic Values (NeurIPS 2025 · similarity 0.86)
- shapiq: Shapley Interactions for Machine Learning (NeurIPS 2024 · similarity 0.85)
- DU-Shapley: A Shapley Value Proxy for Efficient Dataset Valuation (NeurIPS 2024 · similarity 0.85)
- OperatorSHAP: Fast and Accurate Shapley Value Estimation for Neural Operators (NeurIPS 2026 · similarity 0.85)
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