ReLACE: Reinforcement Learning Agent for Counterfactual Explanations of Arbitrary Predictive Models

The demand for explainable machine learning (ML) models has been growing rapidly in recent years. Amongst the methods proposed to associate ML model predictions with human-understandable rationale, counterfactual explanations are one of the most popular. They consist of post-hoc rules derived from counterfactual examples (CFs), i.e., modified versions of input samples that result in alternative output responses from the predictive model to be explained. However, existing CF generation strategies either exploit the internals of specific models (e.g., random forests or neural networks), or depend on each sample's neighborhood, which makes them hard to be generalized for more complex models and inefficient for larger datasets. In this work, we aim to overcome these limitations and introduce a model-agnostic algorithm to generate optimal counterfactual explanations. Specifically, we formulate the problem of crafting CFs as a sequential decision-making task and then find the optimal CFs via deep reinforcement learning (DRL) with discrete-continuous hybrid action space. Differently from other techniques, our method is easily applied to any black-box model, as this resembles the environment that the DRL agent interacts with. In addition, we develop an algorithm to extract explainable decision rules from the DRL agent's policy, so as to make the process of generating CFs itself transparent. Extensive experiments conducted on several datasets have shown that our method outperforms existing CF generation baselines.