给销售预测模型加了个能真实解释原因的可解释层,还验证了它的可靠性。
How Faithful Is Attribution for Sales Forecasting? A Counterfactual Study

- 用反事实方法分解预测结果,确保每部分贡献加起来正好等于总预测值。
- 删除或插入特征后,预测误差显著变化(删除差0.22,插入差0.27),证明解释可信。
- 揭示模型对促销信号依赖程度不一,且能捕捉周周期但低估波动幅度。
针对多系列销售预测中的深度模型(如WaveNet风格扩张卷积网络)缺乏可解释性的问题,本文在完整Corporacion Favorita超市数据集(174,685个商品序列,覆盖1,688天)上训练的多序列WaveNet模型基础上,添加了一个后处理、与架构无关的反事实可解释层。该方法将每个预测值精确分解为各因素的贡献,避免了传统SHAP类方法存在的分配伪影。通过删除/插入测试评估可解释性忠实度,发现两项测试均具统计显著性(删除差距0.22,p<0.001;插入差距0.27,p<0.01;在五个背景采样种子下稳健)。研究进一步揭示:不同序列对促销信号的依赖差异大(中位比约1.0,约20%序列有强影响);模型能捕捉周销售周期形状(日-周相关系数r=0.78),但系统性低估其振幅。本工作不提升精度,而是提供一个经严格验证的可解释层,并坦诚说明其局限。
原文摘要 · Abstract (English)
Deep models for sales forecasting, such as WaveNet-style dilated convolutional networks, are accurate but opaque: when a single model predicts sales for one of many series, it offers no account of why. We add a post-hoc, architecture-agnostic counterfactual interpretability layer to a multi-series WaveNet forecaster trained on the full Corporacion Favorita grocery dataset (174,685 series over 1,688 days). The method decomposes each forecast into contributions that sum exactly to the predicted value, avoiding the allocation artifacts we observed with additive SHAP-style attribution. We evaluate faithfulness with a deletion/insertion protocol and find a statistically significant effect on both tests (deletion gap 0.22, p<0.001; insertion gap 0.27, p<0.01; robust across five background-sampling seeds), establishing that the attributions reflect genuine model behavior rather than plausible-looking artifacts. We then characterize, honestly, where attribution is and is not informative: reliance on the promotion signal is heterogeneous across series (median ratio approximately 1.0, with roughly 20% of series showing a strong effect), and the model captures the shape of the weekly sales cycle (day-of-week r=0.78) while systematically under-predicting its amplitude. Our contribution is not improved accuracy but an interpretability layer with a rigorous faithfulness evaluation and a candid account of its limits.
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