Feature Importance Depends on Properties of the Data: Towards Choosing the Correct Explanations for Your Data and Decision Trees based Models

In order to ensure the reliability of the explanations of machine learning models, it is crucial to establish their advantages and limits and in which case each of these methods outperform. However, the current understanding of when and how each method of explanation can be used is insufficient. To fill this gap, we perform a comprehensive empirical evaluation by synthesizing multiple datasets with the desired properties. Our main objective is to assess the quality of feature importance estimates provided by local explanation methods, which are used to explain predictions made by decision tree-based models. By analyzing the results obtained from synthetic datasets as well as publicly available binary classification datasets, we observe notable disparities in the magnitude and sign of the feature importance estimates generated by these methods. Moreover, we find that these estimates are sensitive to specific properties present in the data. Although some model hyper-parameters do not significantly influence feature importance assignment, it is important to recognize that each method of explanation has limitations in specific contexts. Our assessment highlights these limitations and provides valuable insight into the suitability and reliability of different explanatory methods in various scenarios.

Shapley Chains: Extending Shapley Values to Classifier Chains

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making are one of the most popular approaches to explain local individual and global predictions. By considering each output separately in multi-output tasks, these methods fail to provide complete feature explanations. We propose Shapley Chains to overcome this issue by including label interdependencies in the explanation design process. Shapley Chains assign Shapley values as feature importance scores in multi-output classification using classifier chains, by separating the direct and indirect influence of these feature scores. Compared to existing methods, this approach allows to attribute a more complete feature contribution to the predictions of multi-output classification tasks. We provide a mechanism to distribute the hidden contributions of the outputs with respect to a given chaining order of these outputs. Moreover, we show how our approach can reveal indirect feature contributions missed by existing approaches. Shapley Chains help to emphasize the real learning factors in multi-output applications and allows a better understanding of the flow of information through output interdependencies in synthetic and real-world datasets.