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Calibrated Explanations for Multi-class
Proceedings of the Thirteenth Symposium on Conformal and Probabilistic Prediction with Applications, PMLR 230:175-194, 2024.
Abstract
Calibrated Explanations is a recently proposed feature importance explanation method providing uncertainty quantification. It utilises Venn-Abers to generate well-calibrated factual and counterfactual explanations for binary classification. In this paper, we extend the method to support multi-class classification. The paper includes an evaluation illustrating the calibration quality of the selected multi-class calibration approach, as well as a demonstration of how the explanations can help determine which explanations to trust.