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Approximating Score-based Explanation Techniques Using Conformal Regression
Proceedings of the Twelfth Symposium on Conformal
and Probabilistic Prediction with Applications, PMLR 204:450-469, 2023.
Abstract
Score-based explainable machine-learning techniques
are often used to understand the logic behind
black-box models. However, such explanation
techniques are often computationally expensive,
which limits their application in time-critical
contexts. Therefore, we propose and investigate the
use of computationally less costly regression models
for approximating the output of score-based
explanation techniques, such as SHAP. Moreover,
validity guarantees for the approximated values are
provided by the employed inductive conformal
prediction framework. We propose several
non-conformity measures designed to take the
difficulty of approximating the explanations into
account while keeping the computational cost low. We
present results from a large-scale empirical
investigation, in which the approximate explanations
generated by our proposed models are evaluated with
respect to efficiency (interval size). The results
indicate that the proposed method can significantly
improve execution time compared to the fast version
of SHAP, TreeSHAP. The results also suggest that the
proposed method can produce tight intervals, while
providing validity guarantees. Moreover, the
proposed approach allows for comparing explanations
of different approximation methods and selecting a
method based on how informative (tight) are the
predicted intervals.