Accurate and Robust Feature Importance Estimation under Distribution Shifts

TL;DR

PRoFILE is a new post-hoc feature importance estimation method that accurately and robustly handles distribution shifts without re-training, improving interpretability of black-box models in real-world scenarios.

Contribution

It introduces PRoFILE, a novel approach combining a loss estimator and causal objectives to improve feature importance estimation under distribution shifts without additional re-training.

Findings

Significant improvements over state-of-the-art methods in fidelity and robustness.

Effective detection of distribution shifts using proposed learning strategies.

Maintains accuracy of feature importance estimates under complex domain shifts.

Abstract

With increasing reliance on the outcomes of black-box models in critical applications, post-hoc explainability tools that do not require access to the model internals are often used to enable humans understand and trust these models. In particular, we focus on the class of methods that can reveal the influence of input features on the predicted outputs. Despite their wide-spread adoption, existing methods are known to suffer from one or more of the following challenges: computational complexities, large uncertainties and most importantly, inability to handle real-world domain shifts. In this paper, we propose PRoFILE, a novel feature importance estimation method that addresses all these challenges. Through the use of a loss estimator jointly trained with the predictive model and a causal objective, PRoFILE can accurately estimate the feature importance scores even under complex distribution shifts, without any additional re-training. To this end, we also develop learning strategies for training the loss estimator, namely contrastive and dropout calibration, and find that it can effectively detect distribution shifts. Using empirical studies on several benchmark image and non-image data, we show significant improvements over state-of-the-art approaches, both in terms of fidelity and robustness.