WindowSHAP: An Efficient Framework for Explaining Time-series Classifiers based on Shapley Values
This addresses the need for efficient and understandable explanations in high-stakes clinical applications like traumatic brain injury and critical care medicine, though it is incremental as it builds on existing Shapley value methods.
The paper tackles the problem of explaining black-box time-series classifiers by introducing WindowSHAP, a model-agnostic framework that partitions sequences into time windows to compute Shapley values, resulting in an 80% reduction in CPU time for data with 120 time steps and improved explanation quality.
Unpacking and comprehending how black-box machine learning algorithms make decisions has been a persistent challenge for researchers and end-users. Explaining time-series predictive models is useful for clinical applications with high stakes to understand the behavior of prediction models. However, existing approaches to explain such models are frequently unique to data where the features do not have a time-varying component. In this paper, we introduce WindowSHAP, a model-agnostic framework for explaining time-series classifiers using Shapley values. We intend for WindowSHAP to mitigate the computational complexity of calculating Shapley values for long time-series data as well as improve the quality of explanations. WindowSHAP is based on partitioning a sequence into time windows. Under this framework, we present three distinct algorithms of Stationary, Sliding and Dynamic WindowSHAP, each evaluated against baseline approaches, KernelSHAP and TimeSHAP, using perturbation and sequence analyses metrics. We applied our framework to clinical time-series data from both a specialized clinical domain (Traumatic Brain Injury - TBI) as well as a broad clinical domain (critical care medicine). The experimental results demonstrate that, based on the two quantitative metrics, our framework is superior at explaining clinical time-series classifiers, while also reducing the complexity of computations. We show that for time-series data with 120 time steps (hours), merging 10 adjacent time points can reduce the CPU time of WindowSHAP by 80% compared to KernelSHAP. We also show that our Dynamic WindowSHAP algorithm focuses more on the most important time steps and provides more understandable explanations. As a result, WindowSHAP not only accelerates the calculation of Shapley values for time-series data, but also delivers more understandable explanations with higher quality.