Understanding the Shapley Value Implemented by the dowhy.gcm.shapley Module

[yanmluk]

Hi, I was wondering for the dowhy.gcm.shapley module, what kind of shapley value is implemented? Is it causal shapley, marginal shapley, asymmetric shapley or other kind of shapley value? I speculate the module here applies the knowledge of causal structure since it's included in the gcm package. Thank you!

[bloebp]

The Shapley module itself is only a 'toolbox' that implements different methods to approximate Shapley values following the 'classical definition' (https://en.wikipedia.org/wiki/Shapley_value) for a given value/set/characteristic function. This is in general without any causal or graph context. The causal context comes typically from the definition of the set function. However, in that sense, it symmetrizes over all player permutations and does not reduce the set of possible permutations by, for instance, incorporating the graph structure.

[yanmluk]

Thank you! This is very helpful!