Counterfactual Explanations for Multivariate Time-Series without Training Datasets

التفاصيل البيبلوغرافية
العنوان: Counterfactual Explanations for Multivariate Time-Series without Training Datasets
المؤلفون: Sun, Xiangyu, Aoki, Raquel, Wilson, Kevin H.
سنة النشر: 2024
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Computer Science - Machine Learning, Statistics - Methodology
الوصف: Machine learning (ML) methods have experienced significant growth in the past decade, yet their practical application in high-impact real-world domains has been hindered by their opacity. When ML methods are responsible for making critical decisions, stakeholders often require insights into how to alter these decisions. Counterfactual explanations (CFEs) have emerged as a solution, offering interpretations of opaque ML models and providing a pathway to transition from one decision to another. However, most existing CFE methods require access to the model's training dataset, few methods can handle multivariate time-series, and none can handle multivariate time-series without training datasets. These limitations can be formidable in many scenarios. In this paper, we present CFWoT, a novel reinforcement-learning-based CFE method that generates CFEs when training datasets are unavailable. CFWoT is model-agnostic and suitable for both static and multivariate time-series datasets with continuous and discrete features. Users have the flexibility to specify non-actionable, immutable, and preferred features, as well as causal constraints which CFWoT guarantees will be respected. We demonstrate the performance of CFWoT against four baselines on several datasets and find that, despite not having access to a training dataset, CFWoT finds CFEs that make significantly fewer and significantly smaller changes to the input time-series. These properties make CFEs more actionable, as the magnitude of change required to alter an outcome is vastly reduced.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2405.18563
رقم الأكسشن: edsarx.2405.18563
قاعدة البيانات: arXiv