Stratifying marginal Shapley by feature region avoids off-manifold extrapolation and, with a causal direction and a chosen reference constant, reproduces causal Shapley values on a linear spline and an insurance example.
Pearl, Causality, 2nd ed
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On Model Extrapolation in Marginal Shapley Values
Stratifying marginal Shapley by feature region avoids off-manifold extrapolation and, with a causal direction and a chosen reference constant, reproduces causal Shapley values on a linear spline and an insurance example.