Nicolas J. B Brunel

Salim I. Amoukou, Nicolas J. B Brunel

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant correction for all test points, disregarding their individual uncertainties, to ensure coverage properties. To address this issue, we propose using a Quantile Regression Forest (QRF) to learn the distribution of nonconformity scores and utilizing the QRF's weights to assign more importance to samples with residuals similar to the test point. This approach results in PI lengths that are more aligned with the model's uncertainty. In addition, the weights learnt by the QRF provide a partition of the features space, allowing for more efficient computations and improved adaptiveness of the PI through groupwise conformalization. Our approach enjoys an assumption-free finite sample marginal and training-conditional coverage, and under suitable assumptions, it also ensures conditional coverage. Our methods work for any nonconformity score and are available as a Python package. We conduct experiments on simulated and real-world data that demonstrate significant improvements compared to existing methods.

Salim I. Amoukou, Nicolas J. B Brunel

Counterfactual Explanations (CE) face several unresolved challenges, such as ensuring stability, synthesizing multiple CEs, and providing plausibility and sparsity guarantees. From a more practical point of view, recent studies [Pawelczyk et al., 2022] show that the prescribed counterfactual recourses are often not implemented exactly by individuals and demonstrate that most state-of-the-art CE algorithms are very likely to fail in this noisy environment. To address these issues, we propose a probabilistic framework that gives a sparse local counterfactual rule for each observation, providing rules that give a range of values capable of changing decisions with high probability. These rules serve as a summary of diverse counterfactual explanations and yield robust recourses. We further aggregate these local rules into a regional counterfactual rule, identifying shared recourses for subgroups of the data. Our local and regional rules are derived from the Random Forest algorithm, which offers statistical guarantees and fidelity to data distribution by selecting recourses in high-density regions. Moreover, our rules are sparse as we first select the smallest set of variables having a high probability of changing the decision. We have conducted experiments to validate the effectiveness of our counterfactual rules in comparison to standard CE and recent similar attempts. Our methods are available as a Python package.

Salim I. Amoukou, Nicolas J. B Brunel

To explain the decision of any model, we extend the notion of probabilistic Sufficient Explanations (P-SE). For each instance, this approach selects the minimal subset of features that is sufficient to yield the same prediction with high probability, while removing other features. The crux of P-SE is to compute the conditional probability of maintaining the same prediction. Therefore, we introduce an accurate and fast estimator of this probability via random Forests for any data $(\boldsymbol{X}, Y)$ and show its efficiency through a theoretical analysis of its consistency. As a consequence, we extend the P-SE to regression problems. In addition, we deal with non-discrete features, without learning the distribution of $\boldsymbol{X}$ nor having the model for making predictions. Finally, we introduce local rule-based explanations for regression/classification based on the P-SE and compare our approaches w.r.t other explainable AI methods. These methods are available as a Python package at \url{www.github.com/salimamoukou/acv00}.