Type: | Package |
Title: | Counterfactual Explanations |
Version: | 0.1.6 |
Maintainer: | Susanne Dandl <dandls.datascience@gmail.com> |
Description: | Modular and unified R6-based interface for counterfactual explanation methods. The following methods are currently implemented: Burghmans et al. (2022) <doi:10.48550/arXiv.2104.07411>, Dandl et al. (2020) <doi:10.1007/978-3-030-58112-1_31> and Wexler et al. (2019) <doi:10.1109/TVCG.2019.2934619>. Optional extensions allow these methods to be applied to a variety of models and use cases. Once generated, the counterfactuals can be analyzed and visualized by provided functionalities. |
URL: | https://github.com/dandls/counterfactuals |
BugReports: | https://github.com/dandls/counterfactuals/issues |
Depends: | R (≥ 3.5.0) |
Imports: | R6, checkmate, StatMatch, iml, data.table, paradox, miesmuschel, bbotk |
Suggests: | gower, randomForest, GGally, trtf, testthat, MASS, R.rsp, cowplot, covr, ggplot2, keras, rchallenge, gamlss.data, partykit, mlt, variables, basefun, rmarkdown, rpart, mlr3, mlr3learners, mlr3pipelines, tidymodels, caret, mlr |
License: | LGPL-3 |
Encoding: | UTF-8 |
RoxygenNote: | 7.3.2 |
VignetteBuilder: | R.rsp |
Config/testthat/edition: | 3 |
NeedsCompilation: | no |
Packaged: | 2024-10-17 09:43:03 UTC; sdandl |
Author: | Susanne Dandl |
Repository: | CRAN |
Date/Publication: | 2024-10-17 12:00:06 UTC |
Base class for Counterfactual Explanation Methods
Description
Abstract base class for counterfactual explanation methods.
Inheritance
Child classes: CounterfactualMethodClassif, CounterfactualMethodRegr
Methods
Public methods
Method new()
Creates a new CounterfactualMethod
object.
Usage
CounterfactualMethod$new( predictor, lower = NULL, upper = NULL, distance_function = NULL )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
character(1)
|function()
)
Either the name of an already implemented distance function (currently 'gower' or 'gower_c') or a function having three arguments:x
,y
, anddata
. The function should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method print()
Prints a CounterfactualMethod
object.
The method calls a (private) $print_parameters()
method which should be implemented by the leaf classes.
Usage
CounterfactualMethod$print()
Method clone()
The objects of this class are cloneable with this method.
Usage
CounterfactualMethod$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
Base class for Counterfactual Explanation Methods for Classification Tasks
Description
Abstract base class for counterfactual explanation methods for classifcation tasks.
CounterfactualMethodClassif
can only be initialized for classification tasks. Child classes inherit the (public)
$find_counterfactuals()
method, which calls a (private) $run()
method. This $run()
method should be implemented
by the child classes and return the counterfactuals as a data.table
(preferably) or a data.frame
.
Inheritance
Child classes: MOCClassif, WhatIfClassif, NICEClassif
Super class
counterfactuals::CounterfactualMethod
-> CounterfactualMethodClassif
Methods
Public methods
Inherited methods
Method new()
Creates a new CounterfactualMethodClassif
object.
Usage
CounterfactualMethodClassif$new( predictor, lower = NULL, upper = NULL, distance_function = NULL )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|NULL
)
A distance function that may be used by the leaf classes. If specified, the function must have three arguments:x
,y
, anddata
and return adouble
matrix withnrow(x)
rows andnrow(y)
columns.
Method find_counterfactuals()
Runs the counterfactual method and returns the counterfactuals.
It searches for counterfactuals that have a predicted probability in the interval desired_prob
for the
desired_class
.
Usage
CounterfactualMethodClassif$find_counterfactuals( x_interest, desired_class = NULL, desired_prob = c(0.5, 1) )
Arguments
x_interest
(
data.table(1)
|data.frame(1)
)
A single row with the observation of interest.desired_class
(
character(1)
|NULL
)
The desired class. IfNULL
(default) thenpredictor$class
is taken.desired_prob
(
numeric(1)
|numeric(2)
)
The desired predicted probability of thedesired_class
. It can be a numeric scalar or a vector with two numeric values that specify a probability interval. For hard classification tasks this can be set to0
or1
, respectively. A scalar is internally converted to an interval.
Returns
A Counterfactuals object containing the results.
Method clone()
The objects of this class are cloneable with this method.
Usage
CounterfactualMethodClassif$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
Base class for Counterfactual Explanation Methods for Regression Tasks
Description
Abstract base class for counterfactual explanation methods for regression tasks.
CounterfactualMethodRegr
can only be initialized for regression tasks. Child classes inherit the (public)
$find_counterfactuals()
method, which calls a (private) $run()
method. This $run()
method should be implemented
by the child classes and return the counterfactuals as a data.table
(preferably) or a data.frame
.
Inheritance
Child classes: MOCRegr, WhatIfRegr, NICERegr
Super class
counterfactuals::CounterfactualMethod
-> CounterfactualMethodRegr
Methods
Public methods
Inherited methods
Method new()
Creates a new CounterfactualMethodRegr object.
Usage
CounterfactualMethodRegr$new( predictor, lower = NULL, upper = NULL, distance_function = NULL )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|NULL
)
A distance function that may be used by the leaf classes. If specified, the function must have three arguments:x
,y
, anddata
and return adouble
matrix withnrow(x)
rows andnrow(y)
columns.
Method find_counterfactuals()
Runs the counterfactual method and returns the counterfactuals.
It searches for counterfactuals that have a predicted outcome in the interval desired_outcome
.
Usage
CounterfactualMethodRegr$find_counterfactuals(x_interest, desired_outcome)
Arguments
x_interest
(
data.table(1)
|data.frame(1)
)
A single row with the observation of interest.desired_outcome
(
numeric(1)
|numeric(2)
)
The desired predicted outcome. It can be a numeric scalar or a vector with two numeric values that specify an outcome interval. A scalar is internally converted to an interval.
Returns
A Counterfactuals object containing the results.
Method clone()
The objects of this class are cloneable with this method.
Usage
CounterfactualMethodRegr$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
Counterfactuals Class
Description
A Counterfactuals
object should be created by the $find_counterfactuals
method of CounterfactualMethodRegr
or CounterfactualMethodClassif.
It contains the counterfactuals and has several methods for their evaluation and visualization.
Active bindings
desired
(
list(1)
|list(2)
)
Alist
with the desired properties of the counterfactuals. For regression tasks it has one elementdesired_outcome
(CounterfactualMethodRegr) and for classification tasks two elementsdesired_class
anddesired_prob
(CounterfactualMethodClassif).data
(
data.table
)
The counterfactuals forx_interest
.x_interest
(
data.table(1)
)
A single row with the observation of interest.distance_function
(
function()
)
The distance function used in the second and fourth evaluation measure. The function must have three arguments:x
,y
, anddata
and return anumeric
matrix. If set toNULL
(default), then Gower distance (Gower 1971) is used.method
(
character
)
A single row with the observation of interest.
Methods
Public methods
Method new()
Creates a new Counterfactuals
object.
This method should only be called by the $find_counterfactuals
methods of CounterfactualMethodRegr
and CounterfactualMethodClassif.
Usage
Counterfactuals$new( cfactuals, predictor, x_interest, param_set, desired, method = NULL )
Arguments
cfactuals
(
data.table
)
The counterfactuals. Must have the same column names and types aspredictor$data$X
.predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.x_interest
(
data.table(1)
|data.frame(1)
)
A single row with the observation of interest.param_set
(ParamSet)
A ParamSet based on the features ofpredictor$data$X
.desired
(
list(1)
|list(2)
)
Alist
with the desired properties of the counterfactuals. It should have one elementdesired_outcome
for regression tasks (CounterfactualMethodRegr) and two elementsdesired_class
anddesired_prob
for classification tasks (CounterfactualMethodClassif).method
(
character
)
Name of the method with which counterfactuals were generated. Default is NULL which means that no name is provided.
Method evaluate()
Evaluates the counterfactuals. It returns the counterfactuals together with the evaluation measures
.
Usage
Counterfactuals$evaluate( measures = c("dist_x_interest", "dist_target", "no_changed", "dist_train", "minimality"), show_diff = FALSE, k = 1L, weights = NULL )
Arguments
measures
(
character
)
The name of one or more evaluation measures. The following measures are available:-
dist_x_interest
: The distance of a counterfactual tox_interest
measured by Gower's dissimilarity measure (Gower 1971). -
dist_target
: The absolute distance of the prediction for a counterfactual to the intervaldesired_outcome
(regression tasks) ordesired_prob
(classification tasks). -
no_changed
: The number of feature changes w.r.t.x_interest
. -
dist_train
: The (weighted) distance to thek
nearest training data points measured by Gower's dissimilarity measure (Gower 1971). -
minimality
: The number of changed features that each could be set to the value ofx_interest
while keeping the desired prediction value.
-
show_diff
(
logical(1)
)
Should the counterfactuals be displayed as their differences tox_interest
? Default isFALSE
. If set toTRUE
, positive values for numeric features indicate an increase compared to the feature value inx_interest
, negative values indicate a decrease. For factors, the feature value is displayed if it differs fromx_interest
;NA
means "no difference" in both cases.k
(
integerish(1)
)
How many nearest training points should be considered for computing thedist_train
measure? Default is1L
.weights
(
numeric(k)
|NULL
)
How should thek
nearest training points be weighted when computing thedist_train
measure? IfNULL
(default) then allk
points are weighted equally. If a numeric vector of lengthk
is given, the i-th element specifies the weight of the i-th closest data point.
Method evaluate_set()
Evaluates a set of counterfactuals. It returns the evaluation measures
.
Usage
Counterfactuals$evaluate_set( measures = c("diversity", "no_nondom", "frac_nondom", "hypervolume"), nadir = NULL )
Arguments
measures
(
character
)
The name of one or more evaluation measures. The following measures are available:-
diversity
: Diversity of returned counterfactuals in the feature space -
no_nondom
: Number of counterfactuals that are not dominated by other counterfactuals. -
frac_nondom
: Fraction of counterfactuals that are not dominated by other counterfactuals -
hypervolume
: Hypervolume of the induced Pareto front
-
nadir
(
numeric
)
Max objective values to calculate dominated hypervolume. Only considered, ifhypervolume
is one of themeasures
. May be a scalar, in which case it is used for all four objectives, or a vector of length 4. Default is NULL, meaning the nadir point by Dandl et al. (2020) is used: (min distance between prediction ofx_interest
todesired_prob/_outcome
, 1, number of features, 1).
Method predict()
Returns the predictions for the counterfactuals.
Usage
Counterfactuals$predict()
Method subset_to_valid()
Subset data to those meeting the desired prediction,
Process could be reverted using revert_subset_to_valid()
.
Usage
Counterfactuals$subset_to_valid()
Method revert_subset_to_valid()
Subset data to those meeting the desired prediction,
Process could be reverted using revert_subset_to_valid()
.
Usage
Counterfactuals$revert_subset_to_valid()
Method plot_parallel()
Plots a parallel plot that connects the (scaled) feature values of each counterfactual and highlights
x_interest
in blue.
Usage
Counterfactuals$plot_parallel( feature_names = NULL, row_ids = NULL, digits_min_max = 2L )
Arguments
feature_names
(
character
|NULL
)
The names of the (numeric) features to display. IfNULL
(default) all features are displayed.row_ids
(
integerish
|NULL
)
The row ids of the counterfactuals to display. IfNULL
(default) all counterfactuals are displayed.digits_min_max
Maximum number of digits for the minimum and maximum features values. Default is
2L
.
Method plot_freq_of_feature_changes()
Plots a bar chart with the frequency of feature changes across all counterfactuals.
Usage
Counterfactuals$plot_freq_of_feature_changes(subset_zero = FALSE)
Arguments
subset_zero
(
logical(1)
)
Should unchanged features be excluded from the plot? Default isFALSE
.
Method get_freq_of_feature_changes()
Returns the frequency of feature changes across all counterfactuals.
Usage
Counterfactuals$get_freq_of_feature_changes(subset_zero = FALSE)
Arguments
subset_zero
(
logical(1)
)
Should unchanged features be excluded? Default isFALSE
.
Returns
A (named) numeric
vector with the frequency of feature changes.
Method plot_surface()
Creates a surface plot for two features. x_interest
is represented as a white dot and
all counterfactuals that differ from x_interest
only in the two selected features are represented as black dots.
The tick marks next to the axes show the marginal distribution of the observed data (predictor$data$X
).
The exact plot type depends on the selected feature types and number of features:
2 numeric features: surface plot
2 non-numeric features: heatmap
1 numeric or non-numeric feature: line graph
Usage
Counterfactuals$plot_surface(feature_names, grid_size = 250L)
Arguments
feature_names
(
character(2)
)
The names of the features to plot.grid_size
(
integerish(1)
)
The grid size of the plot. It is ignored in case of twonon-numeric
features. Default is250L
.
Method print()
Prints the Counterfactuals
object.
Usage
Counterfactuals$print()
Method clone()
The objects of this class are cloneable with this method.
Usage
Counterfactuals$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Gower, J. C. (1971), "A general coefficient of similarity and some of its properties". Biometrics, 27, 623–637.
MOC (Multi-Objective Counterfactual Explanations) for Classification Tasks
Description
MOC (Dandl et. al 2020) solves a multi-objective optimization problem to find counterfactuals. The four objectives to minimize are:
-
dist_target
: Distance todesired_prob
(classification tasks) ordesired_prob
(regression tasks). -
dist_x_interest
: Dissimilarity tox_interest
measured by Gower's dissimilarity measure (Gower 1971). -
no_changed
: Number of feature changes. -
dist_train
: (Weighted) sum of dissimilarities to thek
nearest data points inpredictor$data$X
.
For optimization, it uses the NSGA II algorithm (Deb et. al 2002) with mixed integer evolutionary strategies (Li et al. 2013) and some tailored adjustments for the counterfactual search (Dandl et al. 2020). Default values for the hyperparameters are based on Dandl et al. 2020.
Details
Several population initialization strategies are available:
-
random
: Feature values of new individuals are sampled from the feature value ranges inpredictor$data$X
. Some features values are randomly reset to their initial value inx_interest
. -
sd
: Likerandom
, except that the sample ranges of numerical features are limited to one standard deviation from their initial value inx_interest
. -
icecurve
: As inrandom
, feature values are sampled from the feature value ranges inpredictor$data$X
. Then, however, features are reset with probabilities relative to their importance: the higher the importance of a feature, the higher the probability that its values differ from its value inx_interest
. The feature importance is measured using ICE curves (Goldstein et al. 2015). -
traindata
: Contrary to the other strategies, feature values are drawn from (non-dominated) data points inpredictor$data$X
; if not enough non-dominated data points are available, remaining individuals are initialized by random sampling. Subsequently, some features values are randomly reset to their initial value inx_interest
(as forrandom
).
If use_conditional_mutator
is set to TRUE, a conditional mutator samples
feature values from the conditional distribution given the other feature values
with the help of transformation trees (Hothorn and Zeileis 2017).
For details see Dandl et al. 2020.
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodClassif
-> MOCClassif
Active bindings
optimizer
(OptimInstanceBatchMultiCrit)
The object used for optimization.
Methods
Public methods
Inherited methods
Method new()
Create a new MOCClassif
object.
Usage
MOCClassif$new( predictor, epsilon = NULL, fixed_features = NULL, max_changed = NULL, mu = 20L, termination_crit = "gens", n_generations = 175L, p_rec = 0.71, p_rec_gen = 0.62, p_mut = 0.73, p_mut_gen = 0.5, p_mut_use_orig = 0.4, k = 1L, weights = NULL, lower = NULL, upper = NULL, init_strategy = "icecurve", use_conditional_mutator = FALSE, quiet = FALSE, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.epsilon
(
numeric(1)
|NULL
)
If notNULL
, candidates whose prediction for thedesired_class
is farther away from the intervaldesired_prob
thanepsilon
are penalized.NULL
(default) means no penalization.fixed_features
(
character()
|NULL
)
Names of features that are not allowed to be changed.NULL
(default) allows all features to be changed.max_changed
(
integerish(1)
|NULL
)
Maximum number of feature changes.NULL
(default) allows any number of changes.mu
(
integerish(1)
)
The population size. Default is20L
.termination_crit
(
character(1)
|NULL
)
Termination criterion, currently, two criterions are implemented: "gens" (default), which stops aftern_generations
generations, and "genstag", which stops after the hypervolume did not improve forn_generations
generations (the total number of generations is limited to 500).n_generations
(
integerish(1)
)
The number of generations. Default is175L
.p_rec
(
numeric(1)
)
Probability with which an individual is selected for recombination. Default is0.71
.p_rec_gen
(
numeric(1)
)
Probability with which a feature/gene is selected for recombination. Default is0.62
.p_mut
(
numeric(1)
)
Probability with which an individual is selected for mutation. Default is0.73
.p_mut_gen
(
numeric(1)
)
Probability with which a feature/gene is selected for mutation. Default is0.5
.p_mut_use_orig
(
numeric(1)
)
Probability with which a feature/gene is reset to its original value inx_interest
after mutation. Default is0.4
.k
(
integerish(1)
)
The number of data points to use for the forth objective. Default is1L
.weights
(
numeric(1) | numeric(k)
|NULL
)
The weights used to compute the weighted sum of dissimilarities for the forth objective. It is either a single value or a vector of lengthk
. If it has lengthk
, the i-th element specifies the weight of the i-th closest data point. The values should sum up to1
.NULL
(default) means all data points are weighted equally.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.init_strategy
(
character(1)
)
The population initialization strategy. Can beicecurve
(default),random
,sd
ortraindata
. For more information, see theDetails
section.use_conditional_mutator
(
logical(1)
)
Should a conditional mutator be used? The conditional mutator generates plausible feature values based on the values of the other feature. Default isFALSE
.quiet
(
logical(1)
)
Should information about the optimization status be hidden? Default isFALSE
.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function to be used in the second and fourth objective. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method plot_statistics()
Plots the evolution of the mean and minimum objective values together with the dominated hypervolume over the generations. All values for a generation are computed based on all non-dominated individuals that emerged until that generation.
Usage
MOCClassif$plot_statistics(centered_obj = TRUE)
Arguments
centered_obj
(
logical(1)
)
Should the objective values be centered? If set toFALSE
, each objective value is visualized in a separate plot, since they (usually) have different scales. If set toTRUE
(default), they are visualized in a single plot.
Method get_dominated_hv()
Calculates the dominated hypervolume of each generation.
Usage
MOCClassif$get_dominated_hv()
Returns
A data.table
with the dominated hypervolume of each generation.
Method plot_search()
Visualizes two selected objective values of all emerged individuals in a scatter plot.
Usage
MOCClassif$plot_search(objectives = c("dist_target", "dist_x_interest"))
Arguments
objectives
(
character(2)
)
The two objectives to be shown in the plot. Possible values are "dist_target", "dist_x_interest, "no_changed", and "dist_train".
Method clone()
The objects of this class are cloneable with this method.
Usage
MOCClassif$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Dandl, S., Molnar, C., Binder, M., and Bischl, B. (2020). "Multi-Objective Counterfactual Explanations". In: Parallel Problem Solving from Nature – PPSN XVI, edited by Thomas Bäck, Mike Preuss, André Deutz, Hao Wang, Carola Doerr, Michael Emmerich, and Heike Trautmann, 448–469, Cham, Springer International Publishing, doi:10.1007/978-3-030-58112-1_31.
Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). "A fast and elitist multiobjective genetic algorithm: NSGA-II". IEEE transactions on evolutionary computation, 6(2), 182-197.
Goldstein, A., Kapelner, A., Bleich, J., and Pitkin, E. (2015). "Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation". Journal of Computational and Graphical Statistics 24 (1): 44–65. doi:10.1080/10618600.2014.907095.
Gower, J. C. (1971). A general coefficient of similarity and some of its properties. Biometrics, 27, 623–637.
Hothorn, T., Zeileis, A. (2017), "Transformation Forests". Technical Report, arXiv 1701.02110.
Li, Rui, L., Emmerich, M. T. M., Eggermont, J. Bäck, T., Schütz, M., Dijkstra, J., Reiber, J. H. C. (2013). "Mixed Integer Evolution Strategies for Parameter Optimization." Evolutionary Computation 21 (1): 29–64. doi:10.1162/EVCO_a_00059.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(Species ~ ., data = iris)
# Create a predictor object
predictor = iml::Predictor$new(rf, type = "prob")
# Find counterfactuals for x_interest
moc_classif = MOCClassif$new(predictor, n_generations = 15L, quiet = TRUE)
cfactuals = moc_classif$find_counterfactuals(
x_interest = iris[150L, ], desired_class = "versicolor", desired_prob = c(0.5, 1)
)
# Print the counterfactuals
cfactuals$data
# Plot evolution of hypervolume and mean and minimum objective values
moc_classif$plot_statistics()
}
MOC (Multi-Objective Counterfactual Explanations) for Regression Tasks
Description
MOC (Dandl et. al 2020) solves a multi-objective optimization problem to find counterfactuals. The four objectives to minimize are:
-
dist_target
: Distance todesired_prob
(classification tasks) ordesired_prob
(regression tasks). -
dist_x_interest
: Dissimilarity tox_interest
measured by Gower's dissimilarity measure (Gower 1971). -
no_changed
: Number of feature changes. -
dist_train
: (Weighted) sum of dissimilarities to thek
nearest data points inpredictor$data$X
.
For optimization, it uses the NSGA II algorithm (Deb et. al 2002) with mixed integer evolutionary strategies (Li et al. 2013) and some tailored adjustments for the counterfactual search (Dandl et al. 2020). Default values for the hyperparameters are based on Dandl et al. 2020.
Details
Several population initialization strategies are available:
-
random
: Feature values of new individuals are sampled from the feature value ranges inpredictor$data$X
. Some features values are randomly reset to their initial value inx_interest
. -
sd
: Likerandom
, except that the sample ranges of numerical features are limited to one standard deviation from their initial value inx_interest
. -
icecurve
: As inrandom
, feature values are sampled from the feature value ranges inpredictor$data$X
. Then, however, features are reset with probabilities relative to their importance: the higher the importance of a feature, the higher the probability that its values differ from its value inx_interest
. The feature importance is measured using ICE curves (Goldstein et al. 2015). -
traindata
: Contrary to the other strategies, feature values are drawn from (non-dominated) data points inpredictor$data$X
; if not enough non-dominated data points are available, remaining individuals are initialized by random sampling. Subsequently, some features values are randomly reset to their initial value inx_interest
(as forrandom
).
If use_conditional_mutator
is set to TRUE, a conditional mutator samples
feature values from the conditional distribution given the other feature values
with the help of transformation trees (Hothorn and Zeileis 2017).
For details see Dandl et al. 2020.
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodRegr
-> MOCRegr
Active bindings
optimizer
(OptimInstanceBatchMultiCrit)
The object used for optimization.
Methods
Public methods
Inherited methods
Method new()
Create a new MOCRegr
object.
Usage
MOCRegr$new( predictor, epsilon = NULL, fixed_features = NULL, max_changed = NULL, mu = 20L, termination_crit = "gens", n_generations = 175L, p_rec = 0.71, p_rec_gen = 0.62, p_mut = 0.73, p_mut_gen = 0.5, p_mut_use_orig = 0.4, k = 1L, weights = NULL, lower = NULL, upper = NULL, init_strategy = "icecurve", use_conditional_mutator = FALSE, quiet = FALSE, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.epsilon
(
numeric(1)
|NULL
)
If notNULL
, candidates whose prediction is farther away from the intervaldesired_outcome
thanepsilon
are penalized.NULL
(default) means no penalization.fixed_features
(
character()
|NULL
)
Names of features that are not allowed to be changed.NULL
(default) allows all features to be changed.max_changed
(
integerish(1)
|NULL
)
Maximum number of feature changes.NULL
(default) allows any number of changes.mu
(
integerish(1)
)
The population size. Default is20L
.termination_crit
(
character(1)
|NULL
)
Termination criterion, currently, two criterions are implemented: "gens" (default), which stops aftern_generations
generations, and "genstag", which stops after the hypervolume did not improve forn_generations
generations (the total number of generations is limited to 500).n_generations
(
integerish(1)
)
The number of generations. Default is175L
.p_rec
(
numeric(1)
)
Probability with which an individual is selected for recombination. Default is0.71
.p_rec_gen
(
numeric(1)
)
Probability with which a feature/gene is selected for recombination. Default is0.62
.p_mut
(
numeric(1)
)
Probability with which an individual is selected for mutation. Default is0.73
.p_mut_gen
(
numeric(1)
)
Probability with which a feature/gene is selected for mutation. Default is0.5
.p_mut_use_orig
(
numeric(1)
)
Probability with which a feature/gene is reset to its original value inx_interest
after mutation. Default is0.4
.k
(
integerish(1)
)
The number of data points to use for the forth objective. Default is1L
.weights
(
numeric(1) | numeric(k)
|NULL
)
The weights used to compute the weighted sum of dissimilarities for the forth objective. It is either a single value or a vector of lengthk
. If it has lengthk
, the i-th element specifies the weight of the i-th closest data point. The values should sum up to1
.NULL
(default) means all data points are weighted equally.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.init_strategy
(
character(1)
)
The population initialization strategy. Can beicecurve
(default),random
,sd
ortraindata
. For more information, see theDetails
section.use_conditional_mutator
(
logical(1)
)
Should a conditional mutator be used? The conditional mutator generates plausible feature values based on the values of the other feature. Default isFALSE
.quiet
(
logical(1)
)
Should information about the optimization status be hidden? Default isFALSE
.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function to be used in the second and fourth objective. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method plot_statistics()
Plots the evolution of the mean and minimum objective values together with the dominated hypervolume over the generations. All values for a generation are computed based on all non-dominated individuals that emerged until that generation.
Usage
MOCRegr$plot_statistics(centered_obj = TRUE)
Arguments
centered_obj
(
logical(1)
)
Should the objective values be centered? If set toFALSE
, each objective value is visualized in a separate plot, since they (usually) have different scales. If set toTRUE
(default), they are visualized in a single plot.
Method get_dominated_hv()
Calculates the dominated hypervolume of each generation.
Usage
MOCRegr$get_dominated_hv()
Returns
A data.table
with the dominated hypervolume of each generation.
Method plot_search()
Visualizes two selected objective values of all emerged individuals in a scatter plot.
Usage
MOCRegr$plot_search(objectives = c("dist_target", "dist_x_interest"))
Arguments
objectives
(
character(2)
)
The two objectives to be shown in the plot. Possible values are "dist_target", "dist_x_interest, "no_changed", and "dist_train".
Method clone()
The objects of this class are cloneable with this method.
Usage
MOCRegr$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Dandl, S., Molnar, C., Binder, M., and Bischl, B. (2020). "Multi-Objective Counterfactual Explanations". In: Parallel Problem Solving from Nature – PPSN XVI, edited by Thomas Bäck, Mike Preuss, André Deutz, Hao Wang, Carola Doerr, Michael Emmerich, and Heike Trautmann, 448–469, Cham, Springer International Publishing, doi:10.1007/978-3-030-58112-1_31.
Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). "A fast and elitist multiobjective genetic algorithm: NSGA-II". IEEE transactions on evolutionary computation, 6(2), 182-197.
Goldstein, A., Kapelner, A., Bleich, J., and Pitkin, E. (2015). "Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation". Journal of Computational and Graphical Statistics 24 (1): 44–65. doi:10.1080/10618600.2014.907095.
Gower, J. C. (1971). A general coefficient of similarity and some of its properties. Biometrics, 27, 623–637.
Hothorn, T., Zeileis, A. (2017), "Transformation Forests". Technical Report, arXiv 1701.02110.
Li, Rui, L., Emmerich, M. T. M., Eggermont, J. Bäck, T., Schütz, M., Dijkstra, J., Reiber, J. H. C. (2013). "Mixed Integer Evolution Strategies for Parameter Optimization." Evolutionary Computation 21 (1): 29–64. doi:10.1162/EVCO_a_00059.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(mpg ~ ., data = mtcars)
# Create a predictor object
predictor = iml::Predictor$new(rf)
# Find counterfactuals for x_interest
moc_regr = MOCRegr$new(predictor, n_generations = 15L, quiet = TRUE)
cfactuals = moc_regr$find_counterfactuals(x_interest = mtcars[1L, ], desired_outcome = c(22, 26))
# Print the counterfactuals
cfactuals$data
# Plot evolution of hypervolume and mean and minimum objective values
moc_regr$plot_statistics()
}
NICE (Nearest Instance Counterfactual Explanations) for Classification Tasks
Description
NICE (Brughmans and Martens 2021) searches for counterfactuals by iteratively replacing feature values
of x_interest
with the corresponding value of its most similar (optionally correctly classified) instance x_nn
.
Details
NICE starts the counterfactual search for x_interest
by finding its most similar (optionally) correctly classified
neighbor x_nn
.
In the first iteration, NICE creates new instances by replacing a different feature value of x_interest
with the corresponding
value of x_nn
in each new instance. Thus, if x_nn
differs from x_interest
in d
features, d
new instances are created.
Then, the reward values for the created instances are computed with the chosen reward function.
Available reward functions are sparsity
, proximity
, and plausibility
.
In the second iteration, NICE creates d-1
new instances by replacing a different feature value of the highest
reward instance of the previous iteration with the corresponding value of x_interest
, and so on.
If finish_early = TRUE
, the algorithm terminates when the predicted desired_class
probability for
the highest reward instance is in the interval desired_prob
; if finish_early = FALSE
, the
algorithm continues until x_nn
is recreated.
Once the algorithm terminated, it depends on return_multiple
which instances
are returned as counterfactuals: if return_multiple = FALSE
, then only the highest reward instance in the
last iteration is returned as counterfactual; if return_multiple = TRUE
, then all instances (of all iterations)
whose predicted desired_class
probability is in the interval desired_prob
are returned as counterfactuals.
If finish_early = FALSE
and return_multiple = FALSE
, then x_nn
is returned as single counterfactual.
This NICE implementation corresponds to the original version of Brughmans and Martens (2021) when
return_multiple = FALSE
, finish_early = TRUE
, and x_nn_correct = TRUE
.
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodClassif
-> NICEClassif
Active bindings
x_nn
(
logical(1)
)
The most similar (optionally) correctly classified instance ofx_interest
.archive
(
list()
)
A list that stores the history of the algorithm run. For each algorithm iteration, it has one element containing adata.table
, which stores all created instances of this iteration together with their reward values and their predictions.
Methods
Public methods
Inherited methods
Method new()
Create a new NICEClassif object.
Usage
NICEClassif$new( predictor, optimization = "sparsity", x_nn_correct = TRUE, return_multiple = FALSE, finish_early = TRUE, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.optimization
(
character(1)
)
The reward function to optimize. Can besparsity
(default),proximity
orplausibility
.x_nn_correct
(
logical(1)
)
Should only correctly classified data points inpredictor$data$X
be considered for the most similar instance search? Default isTRUE
.return_multiple
(
logical(1)
)
Should multiple counterfactuals be returned? If TRUE, the algorithm returns all created instances whosedesired_class
prediction is in the intervaldesired_prob
. For more information, see theDetails
section.finish_early
(
logical(1)
)
Should the algorithm terminate after an iteration in which thedesired_class
prediction for the highest reward instance is in the intervaldesired_prob
. IfFALSE
, the algorithm continues untilx_nn
is recreated.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function used to compute the distances betweenx_interest
and the training data points for findingx_nn
. Ifoptimization
is set toproximity
, the distance function is also used for calculating the distance between candidates andx_interest
. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function is allowed as input. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method clone()
The objects of this class are cloneable with this method.
Usage
NICEClassif$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Brughmans, D., & Martens, D. (2021). NICE: An Algorithm for Nearest Instance Counterfactual Explanations. arXiv 2104.07411 v2.
Gower, J. C. (1971), "A general coefficient of similarity and some of its properties". Biometrics, 27, 623–637.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(Species ~ ., data = iris)
# Create a predictor object
predictor = iml::Predictor$new(rf, type = "prob")
# Find counterfactuals
nice_classif = NICEClassif$new(predictor)
cfactuals = nice_classif$find_counterfactuals(
x_interest = iris[150L, ], desired_class = "versicolor", desired_prob = c(0.5, 1)
)
# Print the results
cfactuals$data
# Print archive
nice_classif$archive
}
NICE (Nearest Instance Counterfactual Explanations) for Regression Tasks
Description
NICE (Brughmans and Martens 2021) searches for counterfactuals by iteratively replacing feature values
of x_interest
with the corresponding value of its most similar (optionally correctly predicted) instance x_nn
.
While the original method is only applicable to classification tasks (see NICEClassif), this implementation extend it to regression tasks.
Details
NICE starts the counterfactual search for x_interest
by finding its most similar (optionally) correctly predicted
neighbor x_nn
with(in) the desired prediction (range). Correctly predicted means that the prediction of x_nn
is less
than a user-specified margin_correct
away from the true outcome of x_nn
.
This is designed to mimic the search for x_nn
for regression tasks.
If no x_nn
satisfies this constraint, a warning is returned that no counterfactual could be found.
In the first iteration, NICE creates new instances by replacing a different feature value of x_interest
with the corresponding
value of x_nn
in each new instance. Thus, if x_nn
differs from x_interest
in d
features, d
new instances are created.
Then, the reward values for the created instances are computed with the chosen reward function.
Available reward functions are sparsity
, proximity
, and plausibility
.
In the second iteration, NICE creates d-1
new instances by replacing a different feature value of the highest
reward instance of the previous iteration with the corresponding value of x_interest
, and so on.
If finish_early = TRUE
, the algorithm terminates when the predicted outcome for
the highest reward instance is in the interval desired_outcome
; if finish_early = FALSE
, the
algorithm continues until x_nn
is recreated.
Once the algorithm terminated, it depends on return_multiple
which instances
are returned as counterfactuals: if return_multiple = FALSE
, then only the highest reward instance in the
last iteration is returned as counterfactual; if return_multiple = TRUE
, then all instances (of all iterations)
whose predicted outcome is in the interval desired_outcome
are returned as counterfactuals.
If finish_early = FALSE
and return_multiple = FALSE
, then x_nn
is returned as single counterfactual.
The function computes the dissimilarities using Gower's dissimilarity measure (Gower 1971).
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodRegr
-> NICERegr
Active bindings
x_nn
(
logical(1)
)
The most similar (optionally) correctly classified instance ofx_interest
.archive
(
list()
)
A list that stores the history of the algorithm run. For each algorithm iteration, it has one element containing adata.table
, which stores all created instances of this iteration together with their reward values and their predictions.
Methods
Public methods
Inherited methods
Method new()
Create a new NICERegr object.
Usage
NICERegr$new( predictor, optimization = "sparsity", x_nn_correct = TRUE, margin_correct = NULL, return_multiple = FALSE, finish_early = TRUE, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.optimization
(
character(1)
)
The reward function to optimize. Can besparsity
(default),proximity
orplausibility
.x_nn_correct
(
logical(1)
)
Should only correctly classified data points inpredictor$data$X
be considered for the most similar instance search? Default isTRUE
.margin_correct
(
numeric(1)
|NULL
)
The accepted margin for considering a prediction as "correct". Ignored ifx_nn_correct = FALSE
. If NULL, the accepted margin is set to half the median absolute distance between the true and predicted outcomes in the data (predictor$data
).return_multiple
(
logical(1)
)
Should multiple counterfactuals be returned? If TRUE, the algorithm returns all created instances whose prediction is in the intervaldesired_outcome
. For more information, see theDetails
section.finish_early
(
logical(1)
)
Should the algorithm terminate after an iteration in which the prediction for the highest reward instance is in the intervaldesired_outcome
. IfFALSE
, the algorithm continues untilx_nn
is recreated.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function used to compute the distances betweenx_interest
and the training data points for findingx_nn
. Ifoptimization
is set toproximity
, the distance function is also used for calculating the distance between candidates andx_interest
. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function is allowed as input. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method clone()
The objects of this class are cloneable with this method.
Usage
NICERegr$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Brughmans, D., & Martens, D. (2021). NICE: An Algorithm for Nearest Instance Counterfactual Explanations. arXiv 2104.07411 v2.
Gower, J. C. (1971), "A general coefficient of similarity and some of its properties". Biometrics, 27, 623–637.
Examples
if (require("randomForest")) {
set.seed(123456)
# Train a model
rf = randomForest(mpg ~ ., data = mtcars)
# Create a predictor object
predictor = iml::Predictor$new(rf)
# Find counterfactuals
nice_regr = NICERegr$new(predictor)
cfactuals = nice_regr$find_counterfactuals(
x_interest = mtcars[1L, ], desired_outcome = c(22, 26)
)
# Print the results
cfactuals$data
# Print archive
nice_regr$archive
}
Random Search for Classification Tasks
Description
RandomSearch randomly samples a population of candidates and returns non-dominated candidates w.r.t to the objectives
of MOC (Dandl et. al 2020) as counterfactuals. RandomSearch is equivalent to MOC with zero generations and the random
initialization strategy.
The four objectives of MOC (Dandl et. al 2020) to are:
-
Distance to
desired_prob
(classification tasks) ordesired_prob
(regression tasks). -
Dissimilarity to
x_interest
measured by Gower's dissimilarity measure (Gower 1971). -
Number of feature changes.
-
(Weighted) sum of dissimilarities to the
k
nearest data points inpredictor$data$X
.
Details
RandomSearch is typically used as a baseline in benchmark comparisons with MOC.
The total number of samples drawn is mu
* n_generations
. Using separate parameters mu
and n_generations
is only required to make certain statistics comparable with MOC (e.g. the evolution of the dominated hypervolume).
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodClassif
-> RandomSearchClassif
Active bindings
optimizer
(OptimInstanceBatchMultiCrit)
The object used for optimization.
Methods
Public methods
Inherited methods
Method new()
Create a new RandomSearchClassif
object.
Usage
RandomSearchClassif$new( predictor, fixed_features = NULL, max_changed = NULL, mu = 20L, n_generations = 175L, p_use_orig = 0.5, k = 1L, weights = NULL, lower = NULL, upper = NULL, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.fixed_features
(
character()
|NULL
)
Names of features that are not allowed to be changed.NULL
(default) allows all features to be changed.max_changed
(
integerish(1)
|NULL
)
Maximum number of feature changes.NULL
(default) allows any number of changes.mu
(
integerish(1)
)
The population size. Default is20L
. The total number of random samples is set tomu * n_generations
. See theDetails
for further details.n_generations
(
integerish(1)
)
The number of generations. Default is175L
. The total number of random samples is set tomu * n_generations
. See theDetails
section for further details.p_use_orig
(
numeric(1)
)
Probability with which a feature/gene is reset to its original value inx_interest
after random sampling. Default is0.5
.k
(
integerish(1)
)
The number of data points to use for the forth objective. Default is1L
.weights
(
numeric(1) | numeric(k)
|NULL
)
The weights used to compute the weighted sum of dissimilarities for the forth objective. It is either a single value or a vector of lengthk
. If it has lengthk
, the i-th element specifies the weight of the i-th closest data point. The values should sum up to1
.NULL
(default) means all data points are weighted equally.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function to be used in the second and fourth objective. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method plot_statistics()
Plots the evolution of the mean and minimum objective values together with the dominated hypervolume over
the generations. All values for a generation are computed based on all non-dominated individuals that emerged until
that generation. The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_statistics()
method. See the Details
section for further information.
Usage
RandomSearchClassif$plot_statistics(centered_obj = TRUE)
Arguments
centered_obj
(
logical(1)
)
Should the objective values be centered? If set toFALSE
, each objective value is visualized in a separate plot, since they (usually) have different scales. If set toTRUE
(default), they are visualized in a single plot.
Method get_dominated_hv()
Calculates the dominated hypervolume of each generation. The randomly drawn samples are therefore split
into n_generations
folds of size mu.
This function mimics MOCs get_dominated_hv()
method. See the Details
section for further information.
Usage
RandomSearchClassif$get_dominated_hv()
Returns
A data.table
with the dominated hypervolume of each generation.
Method plot_search()
Visualizes two selected objective values of all emerged individuals in a scatter plot.
The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_search()
method. See the Details
section for further information.
Usage
RandomSearchClassif$plot_search( objectives = c("dist_target", "dist_x_interest") )
Arguments
objectives
(
character(2)
)
The two objectives to be shown in the plot. Possible values are "dist_target", "dist_x_interest, "no_changed", and "dist_train".
Method clone()
The objects of this class are cloneable with this method.
Usage
RandomSearchClassif$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Dandl, S., Molnar, C., Binder, M., and Bischl, B. (2020). "Multi-Objective Counterfactual Explanations". In: Parallel Problem Solving from Nature – PPSN XVI, edited by Thomas Bäck, Mike Preuss, André Deutz, Hao Wang, Carola Doerr, Michael Emmerich, and Heike Trautmann, 448–469, Cham, Springer International Publishing, doi:10.1007/978-3-030-58112-1_31.
Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). "A fast and elitist multiobjective genetic algorithm: NSGA-II". IEEE transactions on evolutionary computation, 6(2), 182-197.
Goldstein, A., Kapelner, A., Bleich, J., and Pitkin, E. (2015). "Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation". Journal of Computational and Graphical Statistics 24 (1): 44–65. doi:10.1080/10618600.2014.907095.
Gower, J. C. (1971). A general coefficient of similarity and some of its properties. Biometrics, 27, 623–637.
Li, Rui, L., Emmerich, M. T. M., Eggermont, J. Bäck, T., Schütz, M., Dijkstra, J., Reiber, J. H. C. (2013). "Mixed Integer Evolution Strategies for Parameter Optimization." Evolutionary Computation 21 (1): 29–64. doi:10.1162/EVCO_a_00059.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(Species ~ ., data = iris)
# Create a predictor object
predictor = iml::Predictor$new(rf, type = "prob")
# Find counterfactuals for x_interest
rs_classif = RandomSearchClassif$new(predictor, n_generations = 30L)
cfactuals = rs_classif$find_counterfactuals(
x_interest = iris[150L, ], desired_class = "versicolor", desired_prob = c(0.5, 1)
)
# Print the counterfactuals
cfactuals$data
# Plot evolution of hypervolume and mean and minimum objective values
rs_classif$plot_statistics()
}
Random Search for Regression Tasks
Description
RandomSearch randomly samples a population of candidates and returns non-dominated candidates w.r.t to the objectives
of MOC (Dandl et. al 2020) as counterfactuals. RandomSearch is equivalent to MOC with zero generations and the random
initialization strategy.
The four objectives of MOC (Dandl et. al 2020) to are:
-
Distance to
desired_prob
(classification tasks) ordesired_prob
(regression tasks). -
Dissimilarity to
x_interest
measured by Gower's dissimilarity measure (Gower 1971). -
Number of feature changes.
-
(Weighted) sum of dissimilarities to the
k
nearest data points inpredictor$data$X
.
Details
RandomSearch is typically used as a baseline in benchmark comparisons with MOC.
The total number of samples drawn is mu
* n_generations
. Using separate parameters mu
and n_generations
is only required to make certain statistics comparable with MOC (e.g. the evolution of the dominated hypervolume).
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodRegr
-> RandomSearchRegr
Active bindings
optimizer
(OptimInstanceBatchMultiCrit)
The object used for optimization.
Methods
Public methods
Inherited methods
Method new()
Create a new RandomSearchRegr
object.
Usage
RandomSearchRegr$new( predictor, fixed_features = NULL, max_changed = NULL, mu = 20L, n_generations = 175L, p_use_orig = 0.5, k = 1L, weights = NULL, lower = NULL, upper = NULL, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.fixed_features
(
character()
|NULL
)
Names of features that are not allowed to be changed.NULL
(default) allows all features to be changed.max_changed
(
integerish(1)
|NULL
)
Maximum number of feature changes.NULL
(default) allows any number of changes.mu
(
integerish(1)
)
The population size. Default is20L
. The total number of random samples is set tomu * n_generations
. See theDetails
section for further details.n_generations
(
integerish(1)
)
The number of generations. Default is175L
. The total number of random samples is set tomu * n_generations
. See theDetails
section for further details.p_use_orig
(
numeric(1)
)
Probability with which a feature/gene is reset to its original value inx_interest
after random sampling. Default is0.5
.k
(
integerish(1)
)
The number of data points to use for the forth objective. Default is1L
.weights
(
numeric(1) | numeric(k)
|NULL
)
The weights used to compute the weighted sum of dissimilarities for the forth objective. It is either a single value or a vector of lengthk
. If it has lengthk
, the i-th element specifies the weight of the i-th closest data point. The values should sum up to1
.NULL
(default) means all data points are weighted equally.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function to be used in the second and fourth objective. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method plot_statistics()
Plots the evolution of the mean and minimum objective values together with the dominated hypervolume over
the generations. All values for a generation are computed based on all non-dominated individuals that emerged until
that generation. The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_statistics()
method. See the Details
section for further information.
Usage
RandomSearchRegr$plot_statistics(centered_obj = TRUE)
Arguments
centered_obj
(
logical(1)
)
Should the objective values be centered? If set toFALSE
, each objective value is visualized in a separate plot, since they (usually) have different scales. If set toTRUE
(default), they are visualized in a single plot.
Method get_dominated_hv()
Calculates the dominated hypervolume of each generation. The randomly drawn samples are therefore split
into n_generations
folds of size mu.
This function mimics MOCs get_dominated_hv()
method. See the Details
section for further information.
Usage
RandomSearchRegr$get_dominated_hv()
Returns
A data.table
with the dominated hypervolume of each generation.
Method plot_search()
Visualizes two selected objective values of all emerged individuals in a scatter plot.
The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_search()
method. See the Details
section for further information.
Usage
RandomSearchRegr$plot_search(objectives = c("dist_target", "dist_x_interest"))
Arguments
objectives
(
character(2)
)
The two objectives to be shown in the plot. Possible values are "dist_target", "dist_x_interest, "no_changed", and "dist_train".
Method clone()
The objects of this class are cloneable with this method.
Usage
RandomSearchRegr$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Dandl, S., Molnar, C., Binder, M., and Bischl, B. (2020). "Multi-Objective Counterfactual Explanations". In: Parallel Problem Solving from Nature – PPSN XVI, edited by Thomas Bäck, Mike Preuss, André Deutz, Hao Wang, Carola Doerr, Michael Emmerich, and Heike Trautmann, 448–469, Cham, Springer International Publishing, doi:10.1007/978-3-030-58112-1_31.
Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). "A fast and elitist multiobjective genetic algorithm: NSGA-II". IEEE transactions on evolutionary computation, 6(2), 182-197.
Goldstein, A., Kapelner, A., Bleich, J., and Pitkin, E. (2015). "Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation". Journal of Computational and Graphical Statistics 24 (1): 44–65. doi:10.1080/10618600.2014.907095.
Gower, J. C. (1971). A general coefficient of similarity and some of its properties. Biometrics, 27, 623–637.
Li, Rui, L., Emmerich, M. T. M., Eggermont, J. Bäck, T., Schütz, M., Dijkstra, J., Reiber, J. H. C. (2013). "Mixed Integer Evolution Strategies for Parameter Optimization." Evolutionary Computation 21 (1): 29–64. doi:10.1162/EVCO_a_00059.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(mpg ~ ., data = mtcars)
# Create a predictor object
predictor = iml::Predictor$new(rf)
# Find counterfactuals for x_interest
rs_regr = RandomSearchRegr$new(predictor, n_generations = 30L)
cfactuals = rs_regr$find_counterfactuals(x_interest = mtcars[1L, ], desired_outcome = c(22, 26))
# Print the counterfactuals
cfactuals$data
# Plot evolution of hypervolume and mean and minimum objective values
rs_regr$plot_statistics()
}
WhatIf for Classification Tasks
Description
WhatIf returns the n_counterfactual
most similar observations to x_interest
from observations in predictor$data$X
whose prediction for the desired_class
is in the desired_prob
interval.
Details
By default, the dissimilarities are computed using Gower's dissimilarity measure (Gower 1971).
Only observations whose features values lie between the corresponding values in lower
and upper
are considered
counterfactual candidates.
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodClassif
-> WhatIfClassif
Methods
Public methods
Inherited methods
Method new()
Create a new WhatIfClassif object.
Usage
WhatIfClassif$new( predictor, n_counterfactuals = 1L, lower = NULL, upper = NULL, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.n_counterfactuals
(
integerish(1)
)
The number of counterfactuals to return. Default is1L
.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function used to compute the distances betweenx_interest
and the training data points for findingx_nn
. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method clone()
The objects of this class are cloneable with this method.
Usage
WhatIfClassif$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Gower, J. C. (1971), "A general coefficient of similarity and some of its properties". Biometrics, 27, 623–637.
Wexler, J., Pushkarna, M., Bolukbasi, T., Wattenberg, M., Viégas, F., & Wilson, J. (2019). The what-if tool: Interactive probing of machine learning models. IEEE transactions on visualization and computer graphics, 26(1), 56–65.
Examples
if (require("randomForest")) {
# Train a model
rf = randomForest(Species ~ ., data = iris)
# Create a predictor object
predictor = iml::Predictor$new(rf, type = "prob")
# Find counterfactuals for x_interest
wi_classif = WhatIfClassif$new(predictor, n_counterfactuals = 5L)
cfactuals = wi_classif$find_counterfactuals(
x_interest = iris[150L, ], desired_class = "versicolor", desired_prob = c(0.5, 1)
)
# Print the results
cfactuals$data
}
WhatIf for Regression Tasks
Description
WhatIf returns the n_counterfactual
most similar observations to x_interest
from observations in predictor$data$X
whose prediction is in the desired_outcome
interval.
Details
Only observations whose features values lie between the corresponding values in lower
and upper
are considered
counterfactual candidates.
Super classes
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodRegr
-> WhatIfRegr
Methods
Public methods
Inherited methods
Method new()
Create a new WhatIfRegr object.
Usage
WhatIfRegr$new( predictor, n_counterfactuals = 1L, lower = NULL, upper = NULL, distance_function = "gower" )
Arguments
predictor
(Predictor)
The object (created withiml::Predictor$new()
) holding the machine learning model and the data.n_counterfactuals
(
integerish(1)
)
The number of counterfactuals to return Default is1L
.lower
(
numeric()
|NULL
)
Vector of minimum values for numeric features. IfNULL
(default), the element for each numeric feature inlower
is taken as its minimum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.upper
(
numeric()
|NULL
)
Vector of maximum values for numeric features. IfNULL
(default), the element for each numeric feature inupper
is taken as its maximum value inpredictor$data$X
. If notNULL
, it should be named with the corresponding feature names.distance_function
(
function()
|'gower'
|'gower_c'
)
The distance function used to compute the distances betweenx_interest
and the training data points for findingx_nn
. Either the name of an already implemented distance function ('gower' or 'gower_c') or a function. If set to 'gower' (default), then Gower's distance (Gower 1971) is used; if set to 'gower_c', a C-based more efficient version of Gower's distance is used. A function must have three argumentsx
,y
, anddata
and should return adouble
matrix withnrow(x)
rows and maximumnrow(y)
columns.
Method clone()
The objects of this class are cloneable with this method.
Usage
WhatIfRegr$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
References
Gower, J. C. (1971), "A general coefficient of similarity and some of its properties". Biometrics, 27, 623–637.
Wexler, J., Pushkarna, M., Bolukbasi, T., Wattenberg, M., Viégas, F., & Wilson, J. (2019). The what-if tool: Interactive probing of machine learning models. IEEE transactions on visualization and computer graphics, 26(1), 56–65.
Examples
if (require("randomForest")) {
set.seed(123456)
# Train a model
rf = randomForest(mpg ~ ., data = mtcars)
# Create a predictor object
predictor = iml::Predictor$new(rf)
# Find counterfactuals for x_interest
wi_regr = WhatIfRegr$new(predictor, n_counterfactuals = 5L)
cfactuals = wi_regr$find_counterfactuals(
x_interest = mtcars[1L, ], desired_outcome = c(22, 26)
)
# Print the results
cfactuals
}
Computes the (absolute, pairwise) distance between the vector elements and an interval
Description
Computes the (absolute, pairwise) distance between the vector elements and an interval
Usage
dist_to_interval(x, interval)
Arguments
x |
( |
interval |
( |
Evaluates a distance function and checks for correct output format
Description
This function serves as an evaluation wrapper for some distance function. It checks that the output
of distance_function
is a numeric
matrix with nrow(x)
rows and nrow(y)
columns as expected.
Usage
eval_distance(distance_function, x, y, data = NULL)
Arguments
distance_function |
( |
x |
( |
y |
( |
data |
( |
Creates a ParamSet for the features of a data.table.
Description
Creates a ParamSet for the columns of dt
. Depending on the class of a column, a different
Domain is created:
-
double
:p_dbl()
-
integer
:p_int()
-
character
:p_fct()
(with unique values as levels) -
factor
:p_fct()
(with factor levels as levels)
Usage
make_param_set(dt, lower = NULL, upper = NULL)
Arguments
dt |
( |
lower |
(numeric() | NULL) |
upper |
(numeric() | NULL) |
Value
A ParamSet for the features of dt
.
Returns the indices of the n smallest elements in a vector
Description
Returns the indices of the n smallest elements in a vector
Usage
smallest_n_indices(x, n = 1L)
Arguments
x |
( |
n |
( |