The Skyline of Counterfactual Explanations for Machine Learning Decision Models

Counterfactual explanations are minimum changes of a given input to alter the original prediction by a machine learning model, usually from an undesirable prediction to a desirable one. Previous works frame this problem as a constrained cost minimization, where the cost is defined as L-1/L-2 distance (or variants) over multiple features to measure the change. In real-life applications, features of different types are hardly comparable and it is difficult to measure the changes of heterogeneous features by a single cost function. Moreover, existing approaches do not support interactive exploration of counterfactual explanations. To address above issues, we propose the skyline counterfactual explanations that define the skyline of counterfactual explanations as all non-dominated changes. We solve this problem as multi-objective optimization over actionable features. This approach does not require any cost function over heterogeneous features. With the skyline, the user can interactively and incrementally refine their goals on the features and magnitudes to be changed, especially when lacking prior knowledge to express their needs precisely. Intensive experiment results on three real-life datasets demonstrate that the skyline method provides a friendly way for finding interesting counterfactual explanations, and achieves superior results compared to the state-of-the-art methods.