Deterministic algorithms for inhomogeneous Bernoulli trials: Shapley value of network devices

Abstract

Suppose that $n$ computer devices are to be connected to a network via inhomogeneous Bernoulli trials. The Shapley value of a device quantifies how much the network's value increases due to the participation of that device. Characteristic functions of such games are naturally taken as the belief function (containment function) and Choquet capacity (hitting probability) of a random set (random network of devices). Traditionally, the Shapley value is either calculated as the expected marginal contribution over all possible coalitions (subnetworks), which results in exponential computational complexity, or approximated by the Monte Carlo sampling technique, where the performance is highly dependent on the stochastic sampling process. The purpose of this study is to design deterministic algorithms for games formulated via inhomogeneous Bernoulli trials that approximate the Shapley value in linear or quadratic time, with rigorous error analysis (Sections 3 and 4). Additionally, we provide a review of relevant literature on existing calculation methods in Remark 3.1 and Appendix I. A further goal is to supplement Shapley's original proof by deriving the Shapley value formula using a rigorous approach based on definite integrals and combinatorial analysis. This method explicitly highlights the roles of the Binomial Theorem and the Beta function in the proof, addressing a gap in Shapley's work (Appendix II).