Partial Order in Chaos: Consensus on Feature Attributions in the Rashomon Set
Résumé
Post-hoc global/local feature attribution methods are progressively being employed to
understand the decisions of complex machine learning models. Yet, because of limited amounts of data,
it is possible to obtain a diversity of models with good empirical performance but that
provide very different explanations for the same prediction, making it hard to derive insight from them.
In this work, instead of aiming at reducing the under-specification of model explanations, we fully
embrace it and extract logical statements about feature attributions that are consistent across all
models with good empirical performance (i.e. all models in the Rashomon Set).
We show that partial orders of local/global feature importance arise from this methodology
enabling more nuanced interpretations by allowing pairs of features to be incomparable when there is no consensus on
their relative importance. We prove that every relation among features present in these partial orders also holds in
the rankings provided by existing approaches. Finally, we present three use cases employing hypothesis spaces with
tractable Rashomon Sets (Additive models, Kernel Ridge, and Random Forests) and show that partial orders
allow one to extract consistent local and global interpretations of models despite their under-specification.
Domaines
Informatique [cs]Origine | Fichiers éditeurs autorisés sur une archive ouverte |
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