论文标题

异常归因与可能性补偿

Anomaly Attribution with Likelihood Compensation

论文作者

Idé, Tsuyoshi, Dhurandhar, Amit, Navrátil, Jiří, Singh, Moninder, Abe, Naoki

论文摘要

本文解决了解释黑盒回归模型的异常预测的任务。当使用黑框模型(例如从许多传感器测量值中预测构建能源消耗的模型)时,我们通常会有某些观察到的样品可能会显着偏离其预测的情况。这可能是由于亚最佳的黑盒模型,或仅仅​​是因为这些样品是异常值。无论哪种情况,理想情况下都希望计算``责任分数'',以指示输入变量负责异常输出的程度。在这项工作中,我们将该任务形式化为一个统计反问题:给定模型偏离预期值,推断每个输入变量的责任分数。我们提出了一种称为似然补偿(LC)的新方法,该方法基于可能性原理,并计算对每个输入变量的校正。据我们所知,这是第一个计算实际有价值异常模型偏差的责任分数的原则性框架。我们将方法应用于现实世界中的建筑能源预测任务,并根据专家反馈确认其实用性。

This paper addresses the task of explaining anomalous predictions of a black-box regression model. When using a black-box model, such as one to predict building energy consumption from many sensor measurements, we often have a situation where some observed samples may significantly deviate from their prediction. It may be due to a sub-optimal black-box model, or simply because those samples are outliers. In either case, one would ideally want to compute a ``responsibility score'' indicative of the extent to which an input variable is responsible for the anomalous output. In this work, we formalize this task as a statistical inverse problem: Given model deviation from the expected value, infer the responsibility score of each of the input variables. We propose a new method called likelihood compensation (LC), which is founded on the likelihood principle and computes a correction to each input variable. To the best of our knowledge, this is the first principled framework that computes a responsibility score for real valued anomalous model deviations. We apply our approach to a real-world building energy prediction task and confirm its utility based on expert feedback.

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