ShapleyPipe: Hierarchical Shapley Search for Data Preparation Pipeline Construction

Abstract: Automated data preparation pipeline construction is critical for machine learning success, yet existing methods suffer from two fundamental limitations: they treat pipeline construction as black-box optimization without quantifying individual operator contributions, and they struggle with the combinatorial explosion of the search space ($N^M$ configurations for N operators and pipeline length M). We introduce ShapleyPipe, a principled framework that leverages game-theoretic Shapley values to systematically quantify each operator's marginal contribution while maintaining full interpretability. Our key innovation is a hierarchical decomposition that separates category-level structure search from operator-level refinement, reducing the search complexity from exponential to polynomial. To make Shapley computation tractable, we develop: (1) a Multi-Armed Bandit mechanism for intelligent category evaluation with provable convergence guarantees, and (2) Permutation Shapley values to correctly capture position-dependent operator interactions. Extensive evaluation on 18 diverse datasets demonstrates that ShapleyPipe achieves 98.1\% of high-budget baseline performance while using 24\% fewer evaluations, and outperforms the state-of-the-art reinforcement learning method by 3.6\%. Beyond performance gains, ShapleyPipe provides interpretable operator valuations ($\rho$=0.933 correlation with empirical performance) that enable data-driven pipeline analysis and systematic operator library refinement.