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Supplementary explanation strategy What is it and what is it useful for? Limitations
Surrogate models (SM) SM’s build a simpler interpretable model (often a decision tree or rule list) from the dataset and predictions of an opaque system. The purpose of the SM is to provide an understandable proxy of the complex model that estimates that model well, while not having the same degree of opacity. They are good for assisting in processes of model diagnosis and improvement and can help to expose overfitting and bias. They can also represent some non-linearities and interactions that exist in the original model. As approximations, SM’s often fail to capture the full extent of non-linear relationships and high-dimensional interactions among features. There is a seemingly unavoidable trade-off between the need for the SM to be sufficiently simple so that it is understandable by humans, and the need for that model to be sufficiently complex so that it can represent the intricacies of how the mapping function of a ‘black box’ model works as a whole. That said, the R2 measurement can provide a good quantitative metric of the accuracy of the SM’s approximation of the original complex model.
Global/local? Internal/post-hoc? For the most part, SM’s may be used both globally and locally. As simplified proxies, they are post-hoc.
Partial Dependence Plot (PDP) A PDP calculates and graphically represents the marginal effect of one or two input features on the output of an opaque model by probing the dependency relation between the input variable(s) of interest and the predicted outcome across the dataset, while averaging out the effect of all the other features in the model. This is a good visualisation tool, which allows a clear and intuitive representation of the nonlinear behaviour for complex functions (like random forests and SVM’s). It is helpful, for instance, in showing that a given model of interest meets monotonicity constraints across the distribution it fits.

While PDP’s allow for valuable access to non-linear relationships between predictor and response variables, and therefore also for comparisons of model behaviour with domain-informed expectations of reasonable relationships between features and outcomes, they do not account for interactions between the input variables under consideration. They may, in this way, be misleading when certain features of interest are strongly correlated with other model features.

Because PDP’s average out marginal effects, they may also be misleading if features have uneven effects on the response function across different subsets of the data—ie where they have different associations with the output at different points. The PDP may flatten out these heterogeneities to the mean. 

Global/local? Internal/post-hoc? PDP’s are global post-hoc explainers that can also allow deeper causal understandings of the behaviour of an opaque model through visualisation. These insights are, however, very partial and incomplete both because PDP’s are unable to represent feature interactions and heterogenous effects, and because they are unable to graphically represent more than a couple of features at a time (human spatial thinking is limited to a few dimensions, so only two variables in 3D space are easily graspable).
Individual Conditional Expectations Plot (ICE) Refining and extending PDP’s, ICE plots graph the functional relationship between a single feature and the predicted response for an individual instance. Holding all features constant except the feature of interest, ICE plots represent how, for each observation, a given prediction changes as the values of that feature vary. Significantly, ICE plots therefore disaggregate or break down the averaging of partial feature effects generated in a PDP by showing changes in the feature-output relationship for each specific instance, ie observation-by-observation. This means that it can both detect interactions and account for uneven associations of predictor and response variables. 

When used in combination with PDP’s, ICE plots can provide local information about feature behaviour that enhances the coarser global explanations offered by PDP’s. Most importantly, ICE plots are able to detect the interaction effects and heterogeneity in features that remain hidden from PDP’s in virtue of the way they compute the partial dependence of outputs on features of interest by averaging out the effect of the other predictor variables. Still, although ICE plots can identify interactions, they are also liable to missing significant correlations between features and become misleading in some instances.

Constructing ICE plots can also become challenging when datasets are very large. In these cases, time-saving approximation techniques such as sampling observation or binning variables can be employed (but, depending on adjustments and size of the dataset, with an unavoidable impact on explanation accuracy).

Global/local? Internal/post-hoc? ICE plots offer a local and post-hoc form of supplementary explanation.
Accumulated Local Effects Plots (ALE)

As an alternative approach to PDP’s, ALE plots provide a visualisation of the influence of individual features on the predictions of a ‘black box’ model by averaging the sum of prediction differences for instances of features of interest in localised intervals and then integrating these averaged effects across all of the intervals. By doing this, they are able to graph the accumulated local effects of the features on the response function as a whole. Because ALE plots use local differences in prediction when computing the averaged influence of the feature (instead of its marginal effect as do PDP’s), it is able to better account for feature interactions and avoid statistical bias. This ability to estimate and represent feature influence in a correlation-aware manner is an advantage of ALE plots.  

ALE plots are also more computationally tractable than PDP’s because they are able to use techniques to compute effects in smaller intervals and chunks of observations. 

A notable limitation of ALE plots has to do with the way that they carve up the data distribution into intervals that are largely chosen by the explanation designer. If there are too many intervals, the prediction differences may become too small and less stably estimate influences. If the intervals are widened too much, the graph will cease to sufficiently represent the complexity of the underlying model.

While ALE plots are good for providing global explanations that account for feature correlations, the strengths of using PDP’s in combination with ICE plots should also be considered (especially when there are less interaction effects in the model being explained). All three visualisation techniques shed light on different dimensions of interest in explaining opaque systems, so the appropriateness of employing them should be weighed case-by-case. 

Global/local? Internal/post-hoc?  ALE plots are a global and post-hoc form of supplementary explanation.
Global Variable Importance The global variable importance strategy calculates the contribution of each input feature to model output across the dataset by permuting the feature of interest and measuring changes in the prediction error: if changing the value of the permuted feature increases the model error, then that feature is considered to be important. Utilising global variable importance to understand the relative influence of features on the performance of the model can provide significant insight into the logic underlying the model’s behaviour. This method also provides valuable understanding about non-linearities in the complex model that is being explained.  

While permuting variables to measure their relative importance, to some extent, accounts for interaction effects, there is still a high degree of imprecision in the method with regard to which variables are interacting and how much these interactions are impacting the performance of the model.

A bigger picture limitation of global variable importance comes from what is known as the ‘Rashomon effect’. This refers to the variety of different models that may fit the same data distribution equally well. These models may have very different sets of significant features. Because the permutation-based technique can only provide explanatory insight with regard to a single model’s performance, it is unable to address this wider problem of the variety of effective explanation schemes.  

Global/local? Internal/post-hoc? Global variable importance is a form of global and post-hoc explanation.  
Global Variable Interaction  The global variable interaction strategy computes the importance of variable interactions across the dataset by measuring the variance in the model’s prediction when potentially interacting variables are assumed to be independent. This is primarily done by calculating an ‘H-statistic’ where a no-interaction partial dependence function is subtracted from an observed partial dependence function in order to compute the variance in the prediction. This is a versatile explanation strategy, which has been employed to calculate interaction effects in many types of complex models including ANN’s and Random Forests. It can be used to calculate interactions between two or more variables and also between variables and the response function as a whole. It has been effectively used, for example, in biological research to identify interaction effects among genes.

While the basic capacity to identify interaction effects in complex models is a positive contribution of global variable interaction as a supplementary explanatory strategy, there are a couple of potential drawbacks to which you may want to pay attention.

First, there is no established metric in this method to determine the quantitative threshold across which measured interactions become significant. The relative significance of interactions is useful information as such, but there is no way to know at which point interactions are strong enough to exercise effects.

Second, the computational burden of this explanation strategy is very high, because interaction effects are being calculated combinatorially across all the data points. This means that as the number of data points increase, the number of necessary computations increase exponentially.

Global/local? Internal/post-hoc?  Global variable interaction is a form of global and post-hoc explanation.  
Sensitivity Analysis and Layer-Wise Relevance Propagation (LRP) Sensitivity analysis and LRP are supplementary explanation tools used for artificial neural networks. Sensitivity analysis identifies the most relevant features of an input vector by calculating local gradients to determine how a data point has to be moved to change the output label. Here, an output’s sensitivity to such changes in input values identifies the most relevant features. LRP is another method to identify feature relevance that is downstream from sensitivity analysis. It uses a strategy of moving backward through the layers of a neural net graph to map patterns of high activation in the nodes and ultimately generates interpretable groupings of salient input variables that can be visually represented in a heat or pixel attribution map.

Both sensitivity analysis and LRP identify important variables in the vastly large feature spaces of neural nets. These explanatory techniques find visually informative patterns by mathematically piecing together the values of individual nodes in the network. As a consequence of this piecemeal approach, they offer very little by way of an account of the reasoning or logic behind the results of an ANNs’ data processing.

Recently, more and more research has focused on attention-based methods of identifying the higher-order representations that are guiding the mapping functions of these kinds of models as well as on interpretable CBR methods that are integrated into ANN architectures and that analyse images by identifying prototypical parts and combining them into a representational wholes. These newer techniques are showing that some significant progress is being made in uncovering the underlying logic of some ANN’s.


Global/local? Internal/post-hoc? Sensitivity analysis and salience mapping are forms of local and post-hoc explanation, although the recent incorporation of CBR techniques is moving neural net explanations toward a more internal basis of interpretation.  
Local Interpretable Model-Agnostic Explanation (LIME) and anchors

LIME works by fitting an interpretable model to a specific prediction or classification produced by an opaque system. It does this by sampling data points at random around the target prediction or classification and then using them to build a local approximation of the decision boundary that can account for the features which figure prominently in the specific prediction or classification under scrutiny.

LIME does this by generating a simple linear regression model by weighting the values of the data points, which were produced by randomly perturbing the opaque model, according to their proximity to the original prediction or classification. The closest of these values to the instance being explained are weighted the heaviest, so that the supplemental model can produce an explanation of feature importance that is locally faithful to that instance. Note that other interpretive models like decision trees may be used as well.

While LIME appears to be a step in the right direction, in its versatility and in the availability of many iterations in very useable software, a host of issues that present challenges to the approach remains unresolved.

For instance, the crucial aspect of how to properly define the proximity measure for the ‘neighbourhood’ or ‘local region’ where the explanation applies remains unclear, and small changes in the scale of the chosen measure can lead to greatly diverging explanations. Likewise, the explanation produced by the supplemental linear model can quickly become unreliable, even with small and virtually unnoticeable perturbations of the system it is attempting to approximate. This challenges the basic assumption that there is always some simplified interpretable model that successfully approximates the underlying model reasonably well near any given data point.

LIME’s creators have largely acknowledged these shortcomings and have recently offered a new explanatory approach that they call ‘anchors’. These ‘high precision rules’ incorporate into their formal structures ‘reasonable patterns’ that are operating within the underlying model (such as the implicit linguistic conventions that are at work in a sentiment prediction model), so that they can establish suitable and faithful boundaries of their explanatory coverage of its predictions or classifications.


Global/local? Internal/post-hoc? LIME offers a local and post-hoc form of supplementary explanation.
Shapley Additive ExPlanations (SHAP)

SHAP uses concepts from cooperative game theory to define a ‘Shapley value’ for a feature of concern that provides a measurement of its influence on the underlying model’s prediction.

Broadly, this value is calculated by averaging the feature’s marginal contribution to every possible prediction for the instance under consideration. The way SHAP computes marginal contributions is by constructing two instances: the first instance includes the feature being measured, while the second leaves it out by substituting a randomly selected stand-in variable for it. After calculating the prediction for each of these instances by plugging their values into the original model, the result of the second is subtracted from that of the first to determine the marginal contribution of the feature. This procedure is then repeated for all possible combinations of features so that the weighted average of all of the marginal contributions of the feature of concern can be computed.

This method then allows SHAP, by extension, to estimate the Shapley values for all input features in the set to produce the complete distribution of the prediction for the instance. While computationally intensive, this means that for the calculation of the specific instance, SHAP can axiomatically guarantee the consistency and accuracy of its reckoning of the marginal effect of the feature. This computational robustness has made SHAP attractive as an explainer for a wide variety of complex models, because it can provide a more comprehensive picture of relative feature influence for a given instance than any other post-hoc explanation tool.

Of the several drawbacks of SHAP, the most practical one is that such a procedure is computationally burdensome and becomes intractable beyond a certain threshold.

Note, though, some later SHAP versions do offer methods of approximation such as Kernel SHAP and Shapley Sampling Values to avoid this excessive computational expense. These methods do, however, affect the overall accuracy of the method.

Another significant limitation of SHAP is that its method of sampling values in order to measure marginal variable contributions assumes feature independence (ie that values sampled are not correlated in ways that might significantly affect the output for a particular calculation). As a consequence, the interaction effects engendered by and between the stand-in variables that are used as substitutes for left-out features are necessarily unaccounted for when conditional contributions are approximated. The result is the introduction of uncertainty into the explanation that is produced, because the complexity of multivariate interactions in the underlying model may not be sufficiently captured by the simplicity of this supplemental interpretability technique. This drawback in sampling (as well as a certain degree of arbitrariness in domain definition) can cause SHAP to become unreliable even with minimal perturbations of the model it is approximating.

There are currently efforts being made to account for feature dependencies in the SHAP calculations. The original creators of the technique have introduced Tree SHAP to, at least partially, include feature interactions. Others have recently introduced extensions of Kernel SHAP.

Global/local? Internal/post-hoc? SHAP offers a local and post-hoc form of supplementary explanation.
Counterfactual Explanation

Counterfactual explanations offer information about how specific factors that influenced an algorithmic decision can be changed so that better alternatives can be realised by the recipient of a particular decision or outcome.

Incorporating counterfactual explanations into a model at its point of delivery allows stakeholders to see what input variables of the model can be modified, so that the outcome could be altered to their benefit. For AI systems that assist decisions about changeable human actions (like loan decisions or credit scoring), incorporating counterfactual explanation into the development and testing phases of model development may allow the incorporation of actionable variables, ie input variables that will afford decision subjects with concise options for making practical changes that would improve their chances of obtaining the desired outcome.

In this way, counterfactual explanatory strategies can be used as way to incorporate reasonableness and the encouragement of agency into the design and implementation of AI systems.

While counterfactual explanation offers a useful way to contrastively explore how feature importance may influence an outcome, it has limitations that originate in the variety of possible features that may be included when considering alternative outcomes. In certain cases, the sheer number of potentially significant features that could be at play in counterfactual explanations of a given result can make a clear and direct explanation difficult to obtain and selected sets of possible explanations seem potentially arbitrary.

Moreover, there are as yet limitations on the types of datasets and functions to which these kinds of explanations are applicable.

Finally, because this kind of explanation concedes the opacity of the algorithmic model outright, it is less able to address concerns about potentially harmful feature interactions and questionable covariate relationships that may be buried deep within the model’s architecture. It is a good idea to use counterfactual explanations in concert with other supplementary explanation strategies—that is, as one component of a more comprehensive explanation portfolio.

Global/local? Internal/post-hoc?  Counterfactual explanations are a local and post-hoc form of supplementary explanation strategy.
Self-Explaining and Attention-Based Systems

Self-explaining and attention-based systems actually integrate secondary explanation tools into the opaque systems so that they can offer runtime explanations of their own behaviours. For instance, an image recognition system could have a primary component, like a convolutional neural net, that extracts features from its inputs and classifies them while a secondary component, like a built-in recurrent neural net with an ‘attention-directing’ mechanism translates the extracted features into a natural language representation that produces a sentence-long explanation of the result to the user.

Research into integrating ‘attention-based’ interfaces is continuing to advance toward potentially making their implementations more sensitive to user needs, explanation-forward, and humanly understandable. Moreover, the incorporation of domain knowledge and logic-based or convention-based structures into the architectures of complex models are increasingly allowing for better and more user-friendly representations and prototypes to be built into them.

Automating explanations through self-explaining systems is a promising approach for applications where users benefit from gaining real-time insights about the rationale of the complex systems they are operating. However, regardless of their practical utility, these kinds of secondary tools will only work as well as the explanatory infrastructure that is actually unpacking their underlying logics. This explanatory layer must remain accessible to human evaluators and be understandable to affected individuals. Self-explaining systems, in other words, should themselves remain optimally interpretable. The task of formulating a primary strategy of supplementary explanation is still part of the process of building out a system with self-explaining capacity.

Another potential pitfall to consider for self-explaining systems is their ability to mislead or to provide false reassurance to users, especially when humanlike qualities are incorporated into their delivery method. This can be avoided by not designing anthropomorphic qualities into their user interface and by making uncertainty and error metrics explicit in the explanation as it is delivered.


Global/local? Internal/post-hoc? 

Because self-explaining and attention-based systems are secondary tools that can utilise many different methods of explanation, they may be global or local, internal or post-hoc, or a combination of any of them.