Counterfactual Explanations for Multivariate Time-Series without Training Datasets

• URL: http://arxiv.org/abs/2405.18563v1
• Date: Tue, 28 May 2024 20:15:09 GMT
• Title: Counterfactual Explanations for Multivariate Time-Series without Training Datasets
• Authors: Xiangyu Sun, Raquel Aoki, Kevin H. Wilson,
• Abstract summary: We present CFWoT, a novel reinforcement-learning-based CFE method that generates CFEs when training datasets are unavailable. We demonstrate the performance of CFWoT against four baselines on several datasets.
• Score: 4.039558709616107
• License: http://creativecommons.org/licenses/by-nc-sa/4.0/
• Abstract: 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.

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