Sciweavers

Share
CORR
2011
Springer

Axiomatic Attribution for Multilinear Functions

7 years 9 months ago
Axiomatic Attribution for Multilinear Functions
We study the attribution problem, that is, the problem of attributing a change in the value of a characteristic function f to its independent variables. We make three contributions. First, we propose a formalization of the problem based on a standard cost sharing model. Second, we show that there is a unique attribution method that satisfies Dummy, Additivity, Conditional Nonnegativity, Affine Scale Invariance, and Anonymity for all characteristic functions that are the sum of a multilinear function and an additive function. We term this the Aumann-Shapley-Shubik method. Conversely, we show that such a uniqueness result does not hold for characteristic functions outside this class. Third, we study multilinear characteristic functions in detail; we describe a computationally efficient implementation of the AumannShapley-Shubik method and discuss practical applications to pay-per-click advertising and portfolio analysis.
Yi Sun, Mukund Sundararajan
Added 19 Aug 2011
Updated 19 Aug 2011
Type Journal
Year 2011
Where CORR
Authors Yi Sun, Mukund Sundararajan
Comments (0)
books