Practical do-Shapley Explanations with Estimand-Agnostic Causal Inference
Álvaro Parafita, Tomas Garriga, Axel Brando, Francisco Cazorla
Among explainability techniques, SHAP stands out as one of the most popular, but often overlooks the causal structure of the problem. In response, do-SHAP employs interventional queries, but its reliance on estimands hinders its practical application. To address this problem, we propose the use of estimand-agnostic approaches, which allow for the estimation of any identifiable query from a single model, making do-SHAP feasible on arbitrarily complex graphs. We also develop a novel algorithm to significantly accelerate its computation at a negligible cost, as well as a method to explain inaccessible Data Generating Processes. We demonstrate the estimation and computational performance of our approach, and validate it on two real-world datasets, highlighting its potential in obtaining reliable explanations.