解释时间序列模型时,单一时间域解释可能遗漏关键信息,需结合频域分析。
On the Necessity of Multi-Domain Explanation: An Uncertainty Principle Approach for Deep Time Series Models
- 引入量子力学中的不确定性原理量化信号在时频域的局部化限制
- 发现大量案例中时域与频域解释不一致,违反不确定性原理下界
- 建议同时展示多域解释,尤其适合深度时序模型的可解释性研究者
当前时间序列可解释性方法主要在时域生成归因。近期发展提出解释空间概念,允许在时域训练的模型使用任意域(如频域)的XAI方法进行解释。现有做法通常选择时域或归因最稀疏的域呈现。本文表明,在某些情况下,时域与频域的归因会突出本质上不同的特征,二者并非直接对应。这说明应同时呈现多域解释以实现更全面的理解。为此,我们首次将不确定性原理(UP)引入XAI领域,该原理在谐波分析与信号处理中建立信号在时频域同时局域化的下限。通过评估归因是否违反此下限,可判断其强调的特征是否独立。若违反,则时频解释应并列呈现。我们在多种深度学习模型、XAI方法及分类与预测数据集上验证了该方法的有效性。结果显示,大量案例存在UP违规,暴露了仅依赖时域解释的局限性,凸显多域解释作为新范式的必要性。
原文摘要 · Abstract (English)
A prevailing approach to explain time series models is to generate attribution in time domain. A recent development in time series XAI is the concept of explanation spaces, where any model trained in the time domain can be interpreted with any existing XAI method in alternative domains, such as frequency. The prevailing approach is to present XAI attributions either in the time domain or in the domain where the attribution is most sparse. In this paper, we demonstrate that in certain cases, XAI methods can generate attributions that highlight fundamentally different features in the time and frequency domains that are not direct counterparts of one another. This suggests that both domains' attributions should be presented to achieve a more comprehensive interpretation. Thus it shows the necessity of multi-domain explanation. To quantify when such cases arise, we introduce the uncertainty principle (UP), originally developed in quantum mechanics and later studied in harmonic analysis and signal processing, to the XAI literature. This principle establishes a lower bound on how much a signal can be simultaneously localized in both the time and frequency domains. By leveraging this concept, we assess whether attributions in the time and frequency domains violate this bound, indicating that they emphasize distinct features. In other words, UP provides a sufficient condition that the time and frequency domain explanations do not match and, hence, should be both presented to the end user. We validate the effectiveness of this approach across various deep learning models, XAI methods, and a wide range of classification and forecasting datasets. The frequent occurrence of UP violations across various datasets and XAI methods highlights the limitations of existing approaches that focus solely on time-domain explanations. This underscores the need for multi-domain explanations as a new paradigm.
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