找最小改动让树模型改变决策,确保解释公平可靠
Optimal Counterfactual Search in Tree Ensembles: A Study Across Modeling and Solution Paradigms
- 用约束规划建模,统一处理数值与离散特征的最优反事实搜索
- 在十大数据集上表现最佳,尤其在多距离度量下稳定性强
- 适合关注解释公平性与可操作性的模型可信度研究者
信任反事实解释的关键在于其推荐的改动是否真正最小:次优解释可能大幅高估实际所需变更,启发式误差会导致个体间不公,部分用户获得有效建议,而另一些则被分配过高的成本。因此,本文研究在合理性和可操作性约束下,为树集成模型计算最优反事实解释的问题。这是一个组合优化问题:对固定模型而言,反事实搜索可转化为在距离目标下选择一致的分支决策与阈值定义的区域。我们提出CPCF,一种约束规划(CP)形式化方法,将数值特征编码为由分裂阈值诱导的区间域,离散特征保持原生有限域表示。这生成了一个紧凑的有限域公式,无需连续边界搜索即可支持多种距离目标。随后,我们将CPCF置于更广泛的数学规划范式比较中:扩展了最初针对硬投票随机森林设计的最大布尔可满足性(MaxSAT)公式以适用于软投票集成,并与当前最优的混合整数线性规划(MILP)方法进行对比。在十个数据集和三种类型的树集成上,分析了可扩展性、即时性能及对距离度量的敏感性。结果表明,CP整体表现最佳。更重要的是,我们的研究识别出各范式优势适用场景:CP总体最通用,MaxSAT在硬投票集成中表现尤为出色,而MILP在具有中等分裂层级的分摊推理场景中仍具竞争力。
原文摘要 · Abstract (English)
Trust in counterfactual explanations depends critically on whether their recommended changes are truly minimal: suboptimal explanations may vastly overshoot the actual changes needed to alter a decision, and heuristic errors can affect individuals unevenly, giving some users relevant recourse while assigning others unnecessarily costly recommendations. Consequently, we study the problem of computing optimal counterfactual explanations for tree ensembles under plausibility and actionability constraints. This is a combinatorial problem: for a fixed model, counterfactual search boils down to selecting consistent branching decisions and threshold-defined regions under a distance objective. We exploit this structure through CPCF, a constraint programming (CP) formulation in which numerical features are encoded as interval domains induced by split thresholds, while discrete features retain native finite-domain representations. This yields a compact finite-domain formulation that supports multiple distance objectives without continuous split-boundary search. We then place CPCF in a broader comparison across mathematical programming paradigms: we extend a maximum Boolean satisfiability (MaxSAT) formulation, originally designed for hard-voting random forests, to soft-voting ensembles, and compare against the current state-of-the-art mixed-integer linear programming (MILP) optimal approach. Across ten datasets and three types of tree ensembles, we analyze scalability, anytime performance, and sensitivity to distance metrics. We observe that CP achieves the best overall performance. More importantly, our results identify regimes in which the specific strengths of each paradigm make it best suited: CP is most versatile overall, MaxSAT handles hard-voting ensembles particularly well, and MILP remains competitive in amortized inference settings with a moderate number of split levels.
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