The counterfactuals
package provides various (model-agnostic) counterfactual explanation methods via a unified R6-based interface.
Counterfactual explanation methods address questions of the form: “For input , the model predicted . What needs to be changed in for the model to predict a desired outcome instead?”.
Denied loan applications serve as a common example; here a counterfactual explanation (or counterfactual for short) could be: “The loan was denied because the amount of €30k is too high given the income. If the amount had been €20k, the loan would have been granted.”
For an introduction to counterfactual explanation methods, we recommend Chapter 9.3 of the Interpretable Machine Learning book by Christoph Molnar. The package is based on the R code underlying the paper Multi-Objective Counterfactual Explanations (MOC).
The following counterfactual explanation methods are currently implemented:
You can install the development version from GitHub with:
In this example, we train a randomForest
on the iris
dataset and examine how a given virginica
observation would have to change in order to be classified as versicolor
.
First, we train a randomForest
model to predict the target variable Species
, omitting one observation from the training data, which is x_interest
(the observation for which we want to find counterfactuals).
We then create an iml::Predictor
object, which serves as a wrapper for different model types; it contains the model and the data for its analysis.
For x_interest
, the model predicts a probability of 8% for class versicolor
.
x_interest = iris[150L, ]
predictor$predict(x_interest)
#> setosa versicolor virginica
#> 1 0 0.08 0.92
Now, we examine what needs to be changed in x_interest
so that the model predicts a probability of at least 50% for class versicolor
.
Here, we want to apply WhatIf and since it is a classification task, we create a WhatIfClassif
object.
Then, we use the find_counterfactuals()
method to find counterfactuals for x_interest
.
cfactuals = wi_classif$find_counterfactuals(
x_interest, desired_class = "versicolor", desired_prob = c(0.5, 1)
)
cfactuals
is a Counterfactuals
object that contains the counterfactuals and has several methods for their evaluation and visualization.
cfactuals
#> 5 Counterfactual(s)
#>
#> Desired class: versicolor
#> Desired predicted probability range: [0.5, 1]
#>
#> Head:
#> Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1: 5.9 3.2 4.8 1.8
#> 2: 6.0 2.7 5.1 1.6
#> 3: 5.9 3.0 4.2 1.5
The counterfactuals are stored in the data
field.
cfactuals$data
#> Sepal.Length Sepal.Width Petal.Length Petal.Width
#> 1: 5.9 3.2 4.8 1.8
#> 2: 6.0 2.7 5.1 1.6
#> 3: 5.9 3.0 4.2 1.5
#> 4: 6.7 3.0 5.0 1.7
#> 5: 6.0 2.9 4.5 1.5
With the evaluate()
method, we can evaluate the counterfactuals using various quality measures.
cfactuals$evaluate()
#> Sepal.Length Sepal.Width Petal.Length Petal.Width dist_x_interest no_changed dist_train dist_target minimality
#> 1: 5.9 3.2 4.8 1.8 0.03354520 2 0 0 0
#> 2: 6.0 2.7 5.1 1.6 0.05902778 3 0 0 2
#> 3: 5.9 3.0 4.2 1.5 0.06938559 2 0 0 0
#> 4: 6.7 3.0 5.0 1.7 0.07020951 3 0 0 1
#> 5: 6.0 2.9 4.5 1.5 0.07403484 4 0 0 2
One visualization option is to plot the frequency of feature changes across all counterfactuals using the plot_freq_of_feature_changes()
method.
Another visualization option is a parallel plot—created with the plot_parallel()
method—that connects the (scaled) feature values of each counterfactual and highlights x_interest
in blue.
Each of the implemented R6 Classes has its own documentation. Counterfactual generation methods can be accessed, e.g., via ?WhatIfClassif
for the WhatIf method applied to a classification task. The documentation for its parent class can be accessed via ?CounterfactualMethodClassif
and ?CounterfactualMethod
. For notes on the evaluation and visualization methods for generated counterfactuals - independent on the method that was used - ?Counterfactuals
should be consulted. Class methods can also be found via ??<methodname>
, e.g., ??find_counterfactuals
will point to the help page of the CounterfactualMethodClassif
class.