Abstract:Explainability of black-box machine learning models is crucial, in particular when deployed in critical applications such as medicine or autonomous cars. Existing approaches produce explanations for the predictions of models, however, how to assess the quality and reliability of such explanations remains an open question. In this paper we take a step further in order to provide the practitioner with tools to judge the trustworthiness of an explanation. To this end, we produce estimates of the uncertainty of a … Show more
“…Related Work While our work is unique in that we do not assume access to the underlying ML model, our approach builds upon previous methods that attempt to quantify the uncertainty of explanations. These include methods that apply standard sampling error techniques to explainability [30] as well as non-parametric approaches [27,35]. While [27] also employs bootstrap methods, our approach is different in that we focus on gradient estimation of the ML model instead of rank orders of feature importance.…”
Section: Introductionmentioning
confidence: 99%
“…These include methods that apply standard sampling error techniques to explainability [30] as well as non-parametric approaches [27,35]. While [27] also employs bootstrap methods, our approach is different in that we focus on gradient estimation of the ML model instead of rank orders of feature importance. Additionally, [35] focuses on quantifying the uncertainty in explanations of convolutional neural networks, while our method is model-agnostic.…”
We present a model-agnostic algorithm for generating post-hoc explanations and uncertainty intervals for a machine learning model when only a sample of inputs and outputs from the model is available, rather than direct access to the model itself. This situation may arise when model evaluations are expensive; when privacy, security and bandwidth constraints are imposed; or when there is a need for real-time, on-device explanations. Our algorithm constructs explanations using local polynomial regression and quantifies the uncertainty of the explanations using a bootstrapping approach. Through a simulation study, we show that the uncertainty intervals generated by our algorithm exhibit a favorable trade-off between interval width and coverage probability compared to the naive confidence intervals from classical regression analysis. We further demonstrate the capabilities of our method by applying it to black-box models trained on two real datasets.
“…Related Work While our work is unique in that we do not assume access to the underlying ML model, our approach builds upon previous methods that attempt to quantify the uncertainty of explanations. These include methods that apply standard sampling error techniques to explainability [30] as well as non-parametric approaches [27,35]. While [27] also employs bootstrap methods, our approach is different in that we focus on gradient estimation of the ML model instead of rank orders of feature importance.…”
Section: Introductionmentioning
confidence: 99%
“…These include methods that apply standard sampling error techniques to explainability [30] as well as non-parametric approaches [27,35]. While [27] also employs bootstrap methods, our approach is different in that we focus on gradient estimation of the ML model instead of rank orders of feature importance. Additionally, [35] focuses on quantifying the uncertainty in explanations of convolutional neural networks, while our method is model-agnostic.…”
We present a model-agnostic algorithm for generating post-hoc explanations and uncertainty intervals for a machine learning model when only a sample of inputs and outputs from the model is available, rather than direct access to the model itself. This situation may arise when model evaluations are expensive; when privacy, security and bandwidth constraints are imposed; or when there is a need for real-time, on-device explanations. Our algorithm constructs explanations using local polynomial regression and quantifies the uncertainty of the explanations using a bootstrapping approach. Through a simulation study, we show that the uncertainty intervals generated by our algorithm exhibit a favorable trade-off between interval width and coverage probability compared to the naive confidence intervals from classical regression analysis. We further demonstrate the capabilities of our method by applying it to black-box models trained on two real datasets.
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