论文标题
Rocoursenet:对预测求程模型的分配良好的培训
RoCourseNet: Distributionally Robust Training of a Prediction Aware Recourse Model
论文作者
论文摘要
最终用户对机器学习(ML)模型的反事实(CF)解释是首选的,因为他们通过向受到预测结果不利影响的个人提供诉讼(或对比度)案例来解释ML模型的预测。现有的CF解释方法在假设基础目标ML模型随着时间的推移静止不动的假设下生成了回流。但是,由于训练数据中通常发生的分布变化,ML模型在实践中不断更新,这可能会使先前生成的回复无效,而最终用户对我们的算法框架的信任减少。为了解决这个问题,我们提出了Rocoursenet,这是一个培训框架,共同优化了对未来数据转移的强大预测和回收。这项工作包含四个关键贡献:(1)我们将坚固的追索性生成问题作为三级优化问题,由两个子问题组成:(i)一个双层问题,一个问题发现训练数据中最坏情况的对抗性转移,以及(ii)外部最小化问题,以产生强大的鲁棒性回收,以抵制这种糟糕的回忆。 (2)我们利用对抗性训练来解决此三级优化问题:(i)提出一种新颖的虚拟数据转移(VDS)算法,以发现最坏情况下的最坏情况转移了ML模型,通过明确考虑训练数据集中最差的数据转移,以及(ii)以预测和相应的优化型块均匀的下降过程,以实现障碍的稳定性下降过程。 (3)我们在三个现实世界数据集上评估了Rocoursenet的性能,并表明Rocoursenet始终达到超过96%的稳健有效性,并且在生成可靠的CF解释时至少超过了最先进的基线。 (4)最后,我们概括了Rocoursenet框架,以适应任何参数的事后方法,以提高稳健有效性。
Counterfactual (CF) explanations for machine learning (ML) models are preferred by end-users, as they explain the predictions of ML models by providing a recourse (or contrastive) case to individuals who are adversely impacted by predicted outcomes. Existing CF explanation methods generate recourses under the assumption that the underlying target ML model remains stationary over time. However, due to commonly occurring distributional shifts in training data, ML models constantly get updated in practice, which might render previously generated recourses invalid and diminish end-users trust in our algorithmic framework. To address this problem, we propose RoCourseNet, a training framework that jointly optimizes predictions and recourses that are robust to future data shifts. This work contains four key contributions: (1) We formulate the robust recourse generation problem as a tri-level optimization problem which consists of two sub-problems: (i) a bi-level problem that finds the worst-case adversarial shift in the training data, and (ii) an outer minimization problem to generate robust recourses against this worst-case shift. (2) We leverage adversarial training to solve this tri-level optimization problem by: (i) proposing a novel virtual data shift (VDS) algorithm to find worst-case shifted ML models via explicitly considering the worst-case data shift in the training dataset, and (ii) a block-wise coordinate descent procedure to optimize for prediction and corresponding robust recourses. (3) We evaluate RoCourseNet's performance on three real-world datasets, and show that RoCourseNet consistently achieves more than 96% robust validity and outperforms state-of-the-art baselines by at least 10% in generating robust CF explanations. (4) Finally, we generalize the RoCourseNet framework to accommodate any parametric post-hoc methods for improving robust validity.