用随机森林自身表示学习找反事实解释,更直观且更简洁。
Interpretable Model-Aware Counterfactual Explanations for Random Forest
- 利用随机森林的内部表示进行反事实搜索
- 生成的解释比Shapley值更稀疏、更实用
- 适合需要可解释性的金融等监管领域
尽管机器学习模型预测能力强大,但在金融等监管行业因缺乏可解释性而受限。虽然如Shapley值等模型无关方法流行,但其解释常不符合人们期待的因果逻辑。反事实案例解释——告知个体哪些条件改变可导致结果变化——更具直观性和可操作性。然而,如何找到合适的反事实并识别关键特征仍是挑战。本文将反事实搜索与解释问题建模为相似性学习,利用随机森林模型自身学到的表示。一旦找到反事实,特征重要性通过从原始实例到达该反事实所跨越的随机森林划分来计算。在MNIST手写数字数据集和German信用数据集上验证,该方法生成的解释比Shapley值更稀疏、更有效。
原文摘要 · Abstract (English)
Despite their enormous predictive power, machine learning models are often unsuitable for applications in regulated industries such as finance, due to their limited capacity to provide explanations. While model-agnostic frameworks such as Shapley values have proved to be convenient and popular, they rarely align with the kinds of causal explanations that are typically sought after. Counterfactual case-based explanations, where an individual is informed of which circumstances would need to be different to cause a change in outcome, may be more intuitive and actionable. However, finding appropriate counterfactual cases is an open challenge, as is interpreting which features are most critical for the change in outcome. Here, we pose the question of counterfactual search and interpretation in terms of similarity learning, exploiting the representation learned by the random forest predictive model itself. Once a counterfactual is found, the feature importance of the explanation is computed as a function of which random forest partitions are crossed in order to reach it from the original instance. We demonstrate this method on both the MNIST hand-drawn digit dataset and the German credit dataset, finding that it generates explanations that are sparser and more useful than Shapley values.
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