Bayesian Hierarchical Models for Counterfactual Estimation

Natraj Raman, Daniele Magazzeni, Sameena Shah
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, PMLR 206:1115-1128, 2023.

Abstract

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single point solution and propose a probabilistic paradigm to estimate a diverse set of counterfactuals. Specifically, we treat the perturbations as random variables endowed with prior distribution functions. This allows sampling multiple counterfactuals from the posterior density, with the added benefit of incorporating inductive biases, preserving domain specific constraints and quantifying uncertainty in estimates. More importantly, we leverage Bayesian hierarchical modeling to share information across different subgroups of a population, which can both improve robustness and measure fairness. A gradient based sampler with superior convergence characteristics efficiently computes the posterior samples. Experiments across several datasets demonstrate that the counterfactuals estimated using our approach are valid, sparse, diverse and feasible.

Cite this Paper


BibTeX
@InProceedings{pmlr-v206-raman23a, title = {Bayesian Hierarchical Models for Counterfactual Estimation}, author = {Raman, Natraj and Magazzeni, Daniele and Shah, Sameena}, booktitle = {Proceedings of The 26th International Conference on Artificial Intelligence and Statistics}, pages = {1115--1128}, year = {2023}, editor = {Ruiz, Francisco and Dy, Jennifer and van de Meent, Jan-Willem}, volume = {206}, series = {Proceedings of Machine Learning Research}, month = {25--27 Apr}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v206/raman23a/raman23a.pdf}, url = {https://proceedings.mlr.press/v206/raman23a.html}, abstract = {Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single point solution and propose a probabilistic paradigm to estimate a diverse set of counterfactuals. Specifically, we treat the perturbations as random variables endowed with prior distribution functions. This allows sampling multiple counterfactuals from the posterior density, with the added benefit of incorporating inductive biases, preserving domain specific constraints and quantifying uncertainty in estimates. More importantly, we leverage Bayesian hierarchical modeling to share information across different subgroups of a population, which can both improve robustness and measure fairness. A gradient based sampler with superior convergence characteristics efficiently computes the posterior samples. Experiments across several datasets demonstrate that the counterfactuals estimated using our approach are valid, sparse, diverse and feasible.} }
Endnote
%0 Conference Paper %T Bayesian Hierarchical Models for Counterfactual Estimation %A Natraj Raman %A Daniele Magazzeni %A Sameena Shah %B Proceedings of The 26th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2023 %E Francisco Ruiz %E Jennifer Dy %E Jan-Willem van de Meent %F pmlr-v206-raman23a %I PMLR %P 1115--1128 %U https://proceedings.mlr.press/v206/raman23a.html %V 206 %X Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single point solution and propose a probabilistic paradigm to estimate a diverse set of counterfactuals. Specifically, we treat the perturbations as random variables endowed with prior distribution functions. This allows sampling multiple counterfactuals from the posterior density, with the added benefit of incorporating inductive biases, preserving domain specific constraints and quantifying uncertainty in estimates. More importantly, we leverage Bayesian hierarchical modeling to share information across different subgroups of a population, which can both improve robustness and measure fairness. A gradient based sampler with superior convergence characteristics efficiently computes the posterior samples. Experiments across several datasets demonstrate that the counterfactuals estimated using our approach are valid, sparse, diverse and feasible.
APA
Raman, N., Magazzeni, D. & Shah, S.. (2023). Bayesian Hierarchical Models for Counterfactual Estimation. Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 206:1115-1128 Available from https://proceedings.mlr.press/v206/raman23a.html.

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