Amortized Generation of Sequential Algorithmic Recourses for Black-box Models
This addresses the need for actionable, sequential feedback in explainable ML for users of black-box systems, though it is incremental by extending single-shot recourses to sequential ones.
The paper tackles the problem of generating sequential algorithmic recourses for black-box models, proposing a stochastic-control-based approach that allows inputs to change stochastically across intermediate states, and demonstrates successful generation on three real-world datasets.
Explainable machine learning (ML) has gained traction in recent years due to the increasing adoption of ML-based systems in many sectors. Algorithmic Recourses (ARs) provide "what if" feedback of the form "if an input datapoint were x' instead of x, then an ML-based system's output would be y' instead of y." ARs are attractive due to their actionable feedback, amenability to existing legal frameworks, and fidelity to the underlying ML model. Yet, current AR approaches are single shot -- that is, they assume x can change to x' in a single time period. We propose a novel stochastic-control-based approach that generates sequential ARs, that is, ARs that allow x to move stochastically and sequentially across intermediate states to a final state x'. Our approach is model agnostic and black box. Furthermore, the calculation of ARs is amortized such that once trained, it applies to multiple datapoints without the need for re-optimization. In addition to these primary characteristics, our approach admits optional desiderata such as adherence to the data manifold, respect for causal relations, and sparsity -- identified by past research as desirable properties of ARs. We evaluate our approach using three real-world datasets and show successful generation of sequential ARs that respect other recourse desiderata.