CountARFactuals -- Generating plausible model-agnostic counterfactual explanations with adversarial random forests

Counterfactual explanations elucidate algorithmic decisions by pointing to scenarios that would have led to an alternative, desired outcome. Giving insight into the model's behavior, they hint users towards possible actions and give grounds for contesting decisions. As a crucial factor in achieving these goals, counterfactuals must be plausible, i.e., describing realistic alternative scenarios within the data manifold. This paper leverages a recently developed generative modeling technique -- adversarial random forests (ARFs) -- to efficiently generate plausible counterfactuals in a model-agnostic way. ARFs can serve as a plausibility measure or directly generate counterfactual explanations. Our ARF-based approach surpasses the limitations of existing methods that aim to generate plausible counterfactual explanations: It is easy to train and computationally highly efficient, handles continuous and categorical data naturally, and allows integrating additional desiderata such as sparsity in a straightforward manner.

Leveraging Model-based Trees as Interpretable Surrogate Models for Model Distillation

Surrogate models play a crucial role in retrospectively interpreting complex and powerful black box machine learning models via model distillation. This paper focuses on using model-based trees as surrogate models which partition the feature space into interpretable regions via decision rules. Within each region, interpretable models based on additive main effects are used to approximate the behavior of the black box model, striking for an optimal balance between interpretability and performance. Four model-based tree algorithms, namely SLIM, GUIDE, MOB, and CTree, are compared regarding their ability to generate such surrogate models. We investigate fidelity, interpretability, stability, and the algorithms' capability to capture interaction effects through appropriate splits. Based on our comprehensive analyses, we finally provide an overview of user-specific recommendations.

Causal Fair Machine Learning via Rank-Preserving Interventional Distributions

A decision can be defined as fair if equal individuals are treated equally and unequals unequally. Adopting this definition, the task of designing machine learning models that mitigate unfairness in automated decision-making systems must include causal thinking when introducing protected attributes. Following a recent proposal, we define individuals as being normatively equal if they are equal in a fictitious, normatively desired (FiND) world, where the protected attribute has no (direct or indirect) causal effect on the target. We propose rank-preserving interventional distributions to define an estimand of this FiND world and a warping method for estimation. Evaluation criteria for both the method and resulting model are presented and validated through simulations and empirical data. With this, we show that our warping approach effectively identifies the most discriminated individuals and mitigates unfairness.

Interpretable Regional Descriptors: Hyperbox-Based Local Explanations

This work introduces interpretable regional descriptors, or IRDs, for local, model-agnostic interpretations. IRDs are hyperboxes that describe how an observation's feature values can be changed without affecting its prediction. They justify a prediction by providing a set of "even if" arguments (semi-factual explanations), and they indicate which features affect a prediction and whether pointwise biases or implausibilities exist. A concrete use case shows that this is valuable for both machine learning modelers and persons subject to a decision. We formalize the search for IRDs as an optimization problem and introduce a unifying framework for computing IRDs that covers desiderata, initialization techniques, and a post-processing method. We show how existing hyperbox methods can be adapted to fit into this unified framework. A benchmark study compares the methods based on several quality measures and identifies two strategies to improve IRDs.

counterfactuals: An R Package for Counterfactual Explanation Methods

Counterfactual explanation methods provide information on how feature values of individual observations must be changed to obtain a desired prediction. Despite the increasing amount of proposed methods in research, only a few implementations exist whose interfaces and requirements vary widely. In this work, we introduce the counterfactuals R package, which provides a modular and unified R6-based interface for counterfactual explanation methods. We implemented three existing counterfactual explanation methods and propose some optional methodological extensions to generalize these methods to different scenarios and to make them more comparable. We explain the structure and workflow of the package using real use cases and show how to integrate additional counterfactual explanation methods into the package. In addition, we compared the implemented methods for a variety of models and datasets with regard to the quality of their counterfactual explanations and their runtime behavior.

Heterogeneous Treatment Effect Estimation for Observational Data using Model-based Forests

The estimation of heterogeneous treatment effects (HTEs) has attracted considerable interest in many disciplines, most prominently in medicine and economics. Contemporary research has so far primarily focused on continuous and binary responses where HTEs are traditionally estimated by a linear model, which allows the estimation of constant or heterogeneous effects even under certain model misspecifications. More complex models for survival, count, or ordinal outcomes require stricter assumptions to reliably estimate the treatment effect. Most importantly, the noncollapsibility issue necessitates the joint estimation of treatment and prognostic effects. Model-based forests allow simultaneous estimation of covariate-dependent treatment and prognostic effects, but only for randomized trials. In this paper, we propose modifications to model-based forests to address the confounding issue in observational data. In particular, we evaluate an orthogonalization strategy originally proposed by Robinson (1988, Econometrica) in the context of model-based forests targeting HTE estimation in generalized linear models and transformation models. We found that this strategy reduces confounding effects in a simulated study with various outcome distributions. We demonstrate the practical aspects of HTE estimation for survival and ordinal outcomes by an assessment of the potentially heterogeneous effect of Riluzole on the progress of Amyotrophic Lateral Sclerosis.

What Makes Forest-Based Heterogeneous Treatment Effect Estimators Work?

Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE estimation in both randomized trials and observational studies. In particular "causal forests", introduced by Athey, Tibshirani and Wager (2019), along with the R implementation in package grf were rapidly adopted. A related approach, called "model-based forests", that is geared towards randomized trials and simultaneously captures effects of both prognostic and predictive variables, was introduced by Seibold, Zeileis and Hothorn (2018) along with a modular implementation in the R package model4you. Here, we present a unifying view that goes beyond the theoretical motivations and investigates which computational elements make causal forests so successful and how these can be blended with the strengths of model-based forests. To do so, we show that both methods can be understood in terms of the same parameters and model assumptions for an additive model under L2 loss. This theoretical insight allows us to implement several flavors of "model-based causal forests" and dissect their different elements in silico. The original causal forests and model-based forests are compared with the new blended versions in a benchmark study exploring both randomized trials and observational settings. In the randomized setting, both approaches performed akin. If confounding was present in the data generating process, we found local centering of the treatment indicator with the corresponding propensities to be the main driver for good performance. Local centering of the outcome was less important, and might be replaced or enhanced by simultaneous split selection with respect to both prognostic and predictive effects.

Pitfalls to Avoid when Interpreting Machine Learning Models

Modern requirements for machine learning (ML) models include both high predictive performance and model interpretability. A growing number of techniques provide model interpretations, but can lead to wrong conclusions if applied incorrectly. We illustrate pitfalls of ML model interpretation such as bad model generalization, dependent features, feature interactions or unjustified causal interpretations. Our paper addresses ML practitioners by raising awareness of pitfalls and pointing out solutions for correct model interpretation, as well as ML researchers by discussing open issues for further research.

Multi-Objective Counterfactual Explanations

Counterfactual explanations are one of the most popular methods to make predictions of black box machine learning models interpretable by providing explanations in the form of `what-if scenarios'. Current approaches can compute counterfactuals only for certain model classes or feature types, or they generate counterfactuals that are not consistent with the observed data distribution. To overcome these limitations, we propose the Multi-Objective Counterfactuals (MOC) method, which translates the counterfactual search into a multi-objective optimization problem and solves it with a genetic algorithm based on NSGA-II. It returns a diverse set of counterfactuals with different trade-offs between the proposed objectives, enabling either a more detailed post-hoc analysis to facilitate better understanding or more options for actionable user responses to change the predicted outcome. We show the usefulness of MOC in concrete cases and compare our approach with state-of-the-art methods for counterfactual explanations.