Efficient Task-Specific Data Valuation for Nearest Neighbor Algorithms

Given a data set D containing millions of data points and a data consumer who is willing to pay for X to train a machine learning (ML) model over D, how should we distribute this X to each data point to reflect its "value"? In this paper, we define the "relative value of data" via the Shapley value, as it uniquely possesses properties with appealing real-world interpretations, such as fairness, rationality and decentralizability. For general, bounded utility functions, the Shapley value is known to be challenging to compute: to get Shapley values for all N data points, it requires O(2 N) model evaluations for exact computation and O(N N) for (ϵ, δ)-approximation. In this paper, we focus on one popular family of ML models relying on K-nearest neighbors (KNN). The most surprising result is that for unweighted KNN classifiers and regressors, the Shapley value of all N data points can be computed, exactly, in O(N N) time -- an exponential improvement on computational complexity!