arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1908.04839cs.LGcs.AI
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时间相关协变量的局部分数相关模型解释

Local Score Dependent Model Explanation for Time Dependent Covariates

Inria(法国国家信息与自动化研究所);Thales(泰雷兹集团)

Xochitl Watts, Freddy Lecue

摘要:

使用深度神经网络做出高风险决策需要全局和局部解释,以便用户和专家对建模算法有信心。我们介绍了一种新的技术,找到全局和局部的解释时间序列数据中使用的二进制分类机器学习系统。我们确定了黑盒模型用于区分类别的最突出的原始特征。这种解释可以在分类、连续和时间序列数据上进行,并且可以推广到任何二元分类模型。对时间序列数据进行分析以训练长短期记忆深度神经网络,并在解释中使用底层特征的时间依赖结构。所提出的技术属性权重的功能来解释属于一个类的基本风险率的乘法因子的观测风险。我们使用Cox比例风险回归的一个变体,一个广义加性模型,来解释变量对黑箱模型输出的分数的类内响应概率的影响。协变量在特征中包含时间依赖性结构,因此解释包括基础时间序列数据结构。

英文摘要:

The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local explanations for time series data used in binary classification machine learning systems. We identify the most salient of the original features used by a black box model to distinguish between classes. The explanation can be made on categorical, continuous, and time series data and can be generalized to any binary classification model. The analysis is conducted on time series data to train a long short-term memory deep neural network and uses the time dependent structure of the underlying features in the explanation. The proposed technique attributes weights to features to explain an observations risk of belonging to a class as a multiplicative factor of a base hazard rate. We use a variation of the Cox Proportional Hazards regression, a Generalized Additive Model, to explain the effect of variables upon the probability of an in-class response for a score output from the black box model. The covariates incorporate time dependence structure in the features so the explanation is inclusive of the underlying time series data structure.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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