RT Journal Article
T1 Improving polynomial estimation of the Shapley value by stratified random sampling with optimum allocation
A1 Castro Cantalejo, Javier
A1 Gómez González, Daniel
A1 Molina, Elienda
A1 Tejada Cazorla, Juan Antonio
AB In this paper, we propose a refinement of the polynomial method based on sampling theory proposed by Castro et al. (2009) to estimate the Shapley value for cooperative games. In addition to analyzing the variance of the previously proposed estimation method, we employ stratified random sampling with optimum allocation in order to reduce the variance. We examine some desirable statistical features of the stratified approach and provide some computational results by analyzing the gains due to stratification, which are around 30% on average and more than 80% in the best case.
PB Pergamon-Elsevier
SN 0305-0548
YR 2017
FD 2017
LK https://hdl.handle.net/20.500.14352/17797
UL https://hdl.handle.net/20.500.14352/17797
LA eng
NO Ministerio de Economía y Competitividad (MINECO)
DS Docta Complutense
RD 21 ago 2024