Explaining the "Why": A Unified Framework for the Additive Attribution of Changes in Arbitrary Measures

TL;DR

This paper introduces a unified, game theory-based framework for attributing changes in arbitrary measures, offering a flexible spectrum of algorithms with proven accuracy, interpretability, and practical utility.

Contribution

It provides a novel classification of measures enabling a range of attribution algorithms, bridging gaps in generality, interpretability, and performance in data analytics.

Findings

Framework accurately attributes measure changes in simulations.

Demonstrates generality for non-additive measures.

Outperforms existing root cause analysis systems in practical tests.

Abstract

Explaining why aggregated measures change is a critical challenge in data analytics that existing systems struggle to address. While current attribution methods exist, they lack a unified solution that is simultaneously general for arbitrary measures, holistic across both data dimensions and measure composition, and rigorous in its interpretability. To bridge this gap, we introduce a principled framework that reframes attribution through the powerful lens of cooperative game theory. Our key contribution is a classification of measures based on their mathematical structure, which enables a spectrum of algorithms-from general approximations to exact, closed-form solutions-that offer a principled trade-off between generality and performance. We demonstrate our framework's superiority through a multi-faceted evaluation: simulations first confirm its numerical accuracy and then its generality for non-additive measures; a case study on Simpson's Paradox showcases its unique interpretability; and a final experiment proves its practical utility by significantly outperforming existing root cause analysis systems.