Revisiting the robustness of post-hoc interpretability methods

Post-hoc interpretability methods play a critical role in explainable artificial intelligence (XAI), as they pinpoint portions of data that a trained deep learning model deemed important to make a decision. However, different post-hoc interpretability methods often provide different results, casting doubts on their accuracy. For this reason, several evaluation strategies have been proposed to understand the accuracy of post-hoc interpretability. Many of these evaluation strategies provide a coarse-grained assessment -- i.e., they evaluate how the performance of the model degrades on average by corrupting different data points across multiple samples. While these strategies are effective in selecting the post-hoc interpretability method that is most reliable on average, they fail to provide a sample-level, also referred to as fine-grained, assessment. In other words, they do not measure the robustness of post-hoc interpretability methods. We propose an approach and two new metrics to provide a fine-grained assessment of post-hoc interpretability methods. We show that the robustness is generally linked to its coarse-grained performance.

Explain the Black Box for the Sake of Science: Revisiting the Scientific Method in the Era of Generative Artificial Intelligence

The scientific method is the cornerstone of human progress across all branches of the natural and applied sciences, from understanding the human body to explaining how the universe works. The scientific method is based on identifying systematic rules or principles that describe the phenomenon of interest in a reproducible way that can be validated through experimental evidence. In the era of artificial intelligence (AI), there are discussions on how AI systems may discover new knowledge. We argue that, before the advent of artificial general intelligence, human complex reasoning for scientific discovery remains of vital importance. Yet, AI can be leveraged for scientific discovery via explainable AI. More specifically, knowing what data AI systems used to make decisions can be a point of contact with domain experts and scientists, that can lead to divergent or convergent views on a given scientific problem. Divergent views may spark further scientific investigations leading to new scientific knowledge. Convergent views may instead reassure that the AI system is operating within bounds deemed reasonable to humans. The latter point addresses the trustworthiness requirement that is indispensable for critical applications in the applied sciences, such as medicine.

ProtoS-ViT: Visual foundation models for sparse self-explainable classifications

Prototypical networks aim to build intrinsically explainable models based on the linear summation of concepts. However, important challenges remain in the transparency, compactness, and meaningfulness of the explanations provided by these models. This work demonstrates how frozen pre-trained ViT backbones can be effectively turned into prototypical models for both general and domain-specific tasks, in our case biomedical image classifiers. By leveraging strong spatial features combined with a novel prototypical head, ProtoS-ViT surpasses existing prototypical models showing strong performance in terms of accuracy, compactness, and explainability. Model explainability is evaluated through an extensive set of quantitative and qualitative metrics which serve as a general benchmark for the development of prototypical models. Code is available at https://github.com/hturbe/protosvit.

A Comprehensive Review on Financial Explainable AI

The success of artificial intelligence (AI), and deep learning models in particular, has led to their widespread adoption across various industries due to their ability to process huge amounts of data and learn complex patterns. However, due to their lack of explainability, there are significant concerns regarding their use in critical sectors, such as finance and healthcare, where decision-making transparency is of paramount importance. In this paper, we provide a comparative survey of methods that aim to improve the explainability of deep learning models within the context of finance. We categorize the collection of explainable AI methods according to their corresponding characteristics, and we review the concerns and challenges of adopting explainable AI methods, together with future directions we deemed appropriate and important.

FinXABSA: Explainable Finance through Aspect-Based Sentiment Analysis

This paper presents a novel approach for explainability in financial analysis by utilizing the Pearson correlation coefficient to establish a relationship between aspect-based sentiment analysis and stock prices. The proposed methodology involves constructing an aspect list from financial news articles and analyzing sentiment intensity scores for each aspect. These scores are then compared to the stock prices for the relevant companies using the Pearson coefficient to determine any significant correlations. The results indicate that the proposed approach provides a more detailed and accurate understanding of the relationship between sentiment analysis and stock prices, which can be useful for investors and financial analysts in making informed decisions. Additionally, this methodology offers a transparent and interpretable way to explain the sentiment analysis results and their impact on stock prices. Overall, the findings of this paper demonstrate the importance of explainability in financial analysis and highlight the potential benefits of utilizing the Pearson coefficient for analyzing aspect-based sentiment analysis and stock prices. The proposed approach offers a valuable tool for understanding the complex relationships between financial news sentiment and stock prices, providing a new perspective on the financial market and aiding in making informed investment decisions.

InterpretTime: a new approach for the systematic evaluation of neural-network interpretability in time series classification

We present a novel approach to evaluate the performance of interpretability methods for time series classification, and propose a new strategy to assess the similarity between domain experts and machine data interpretation. The novel approach leverages a new family of synthetic datasets and introduces new interpretability evaluation metrics. The approach addresses several common issues encountered in the literature, and clearly depicts how well an interpretability method is capturing neural network's data usage, providing a systematic interpretability evaluation framework. The new methodology highlights the superiority of Shapley Value Sampling and Integrated Gradients for interpretability in time-series classification tasks.