Search arXivSearch

arXiv · 2511.12863

Rethinking Data Value: Asymmetric Data Shapley for Structure-Aware Valuation in Data Markets and Machine Learning Pipelines

Abstract

Rigorous valuation of individual data sources is critical for fair compensation in data markets, informed data acquisition, and transparent development of ML/AI models. Classical Data Shapley (DS) provides a essential axiomatic framework for data valuation but is constrained by its symmetry axiom that assumes interchangeability of data sources. This assumption fails to capture the directional and temporal dependencies prevalent in modern ML/AI workflows, including the reliance of duplicated or augmented data on original sources and the order-specific contributions in sequential pipelines such as federated learning and multi-stage LLM fine tuning. To address these limitations, we introduce Asymmetric Data Shapley (ADS), a structure-aware data valuation framework for modern ML/AI pipelines. ADS relaxes symmetry by averaging marginal contributions only over permutations consistent with an application-specific ordering of data groups. It preserves efficiency and linearity, maintains within group symmetry and directional precedence across groups, and reduces to DS when the ordering collapses to a single group. We develop two complementary computational procedures for ADS: (i) a Monte Carlo estimator (MC-ADS) with finite-sample accuracy guarantees, and (ii) a k-nearest neighbor surrogate (KNN-ADS) that is exact and efficient for KNN predictors. Across representative settings with directional and temporal dependence, ADS consistently outperforms benchmark methods by distinguishing novel from redundant contributions and respecting the sequential nature of training. These results establish ADS as a principled and practical approach to equitable data valuation in data markets and complex ML/AI pipelines.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Xi Zheng, Yinghui Huang, Xiangyu Chang, Ruoxi Jia, Yong Tan. 2025-11-17. Rethinking Data Value: Asymmetric Data Shapley for Structure-Aware Valuation in Data Markets and Machine Learning Pipelines. https://arxiv.org/abs/2511.12863

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Ascending Auctions for Combinatorial Markets with Frictions: A Unified Framework via Discrete Convex Analysis

We develop a unified ascending-auction framework for computing Walrasian equilibria in combinatorial markets with strong substitutes valuations and piecewise-linear payment functions. Our auction extends the celebrated ascending auctions of Gul and Stacchetti (2000) and Ausubel (2006) to accommodate payment frictions (e.g., transaction taxes or commission fees). This is achieved by incorporating directional price updates that reflect heterogeneous payment structures. Our framework also generalizes the unit-demand imperfectly transferable utility models of Alkan (1989, 1992) to a fully combinatorial setting, thereby unifying these paradigms. Furthermore, this is the first study to compute the minimum -- also known as the buyer-optimal -- equilibrium in combinatorial markets with such frictions. Our analysis builds upon discrete convex analysis. Our main technical contribution is a characterization of valid price-update directions, together with a strongly polynomial-time algorithm for computing them. Notably, the algorithm uses only demand- and exchange-oracle queries and never requires handling information of exponential size. To compute such a direction, we formulate a lexicographic extension of the polymatroid sum problem and characterize its dual solution via a reduction to a convex flow problem. Exploiting the $\text{L}^\natural$-convexity of the dual objective, we show that the desired direction can be constructed from the minimal dual solution. This convexity also yields transparent economic and potential-based interpretations of the auction dynamics, strengthening the connection between ascending auctions and discrete optimization.

cs.GT

Beyond Provenance: The Economics and Governance of Personalized AI Memory

Personalized AI memories, defined as persistent decision-relevant states distilled by platforms from long-run human-AI interaction, are increasingly portable, provenance-certifiable, and tradable. Provenance answers the question of origin, but it does not settle who holds which rights over a memory, nor how wider deployment affects its future supply. We develop a unified model in which memory use is non-rival, while refresh, the maintenance of continued validity, is relationally co-produced by the represented individual and the platform. Even assuming perfect provenance and complete information, the model still yields a set of inherent limitations. First, there is an extraction ceiling: decision value is bounded by lived experience. Second, a rights-separation theorem shows that no budget-balanced ownership assignment can make both co-producers residual claimants, and that control rights and cash-flow rights operate on distinct margins. Third, a depletion result indicates that reach-expanding policies such as portability, interoperability, and competition raise current access but shrink the long-run memory stock. Fourth, we offer a formal comparison between memory ownership as it ought to be (subject-held) and as it is (platform-held); the welfare ranking reduces to two measurable quantities, both dominated by interior renewable-claim bundles. Finally, endogenous-quality and market-formation results show that uncompensated markets pollute their own raw material, that transparency and compensation are complements, and that the de facto platform-ownership regime is self-perpetuating. On the design side, the analysis points to separated provenance, performance, and permission credentials; compensation indexed to quality-deployment; and portability and salience, rather than nominal ownership, as the binding policy margins.

cs.GT

How Can Incentives and Cut Layer Selection Influence Data Contribution in Split Federated Learning?

To alleviate the training burden in federated learning while enhancing convergence speed, Split Federated Learning (SFL) has emerged as a promising approach by combining the advantages of federated and split learning. However, despite its advantages, existing SFL studies have largely overlooked the strategic interactions among self-interested participants during the SFL process. In this framework, the SFL model owner can choose the cut layer to balance the training load between the server and clients, ensuring the necessary level of privacy for the clients. Additionally, the SFL model owner sets incentives to encourage client participation in the SFL process. The optimization strategies employed by the SFL model owner influence clients' decisions regarding the amount of data they contribute, taking into account the shared incentives over clients and anticipated energy consumption from both computation and networking during SFL. To address this framework, we model the problem using a hierarchical decision-making approach, formulated as a single-leader multi-follower Stackelberg game. We demonstrate the existence and uniqueness of the Nash equilibrium among clients and analyze the Stackelberg equilibrium by examining the leader's game. Furthermore, we discuss privacy concerns related to differential privacy and the criteria for selecting the minimum required cut layer. Our findings show that the Stackelberg equilibrium solution maximizes the utility for both the clients and the SFL model owner while achieving a well-balanced trade-off between model accuracy and the associated computing and networking overhead during the SFL process.

cs.GT