Inproceedings,
RHALE: Robust and Heterogeneity-Aware Accumulated Local Effects
ECAI 2023 - 26th European Conference on Artificial Intelligence, September 30 - October 4, 2023, Kraków, Poland - Including 12th Conference on Prestigious Applications of Intelligent Systems (PAIS 2023), volume 372 of Frontiers in Artificial Intelligence and Applications, page 859--866. IOS Press, (2023)
DOI: 10.3233/FAIA230354
Abstract
Accumulated Local Effects (ALE) is a widely used explainability method for isolating the average effect of a feature on the output because it handles cases with correlated features well. However, it has two limitations. First, it does not quantify the deviation of instance-level (local) effects from the average (global) effect, known as heterogeneity. Second, for estimating the average effect, it partitions the feature domain into user-defined, fixed-sized bins, where different bin sizes may lead to inconsistent ALE estimations. To address these limitations, we propose Robust and Heterogeneity-aware ALE (RHALE). RHALE quantifies the heterogeneity by considering the standard deviation of the local effects and automatically determines an optimal variable-size bin-splitting. In this paper, we prove that to achieve an unbiased approximation of the standard deviation of local effects within each bin, bin splitting must follow a set of sufficient conditions. Based on these conditions, we propose an algorithm that automatically determines the optimal partitioning, balancing the estimation bias and variance. Through evaluations on synthetic and real datasets, we demonstrate the superiority of RHALE compared to other methods, including the advantages of automatic bin splitting, especially in cases with correlated features.
