Explaining time series classifiers through meaningful perturbation and optimisation

Abstract

Machine learning approaches have enabled increasingly powerful time series classifiers. While performance has improved drastically, the resulting classifiers generally suffer from poor explainability, limiting their applicability in critical areas. Saliency-based methods designed to highlight the critical features are one of the most promising approaches to improving this explainability. Here, current techniques commonly rely on artificially perturbing the features, using, for example, random noise or ‘zeroing’ these features. We first demonstrate that an important drawback of these methods is that the perturbations used can result in unrealistic assessments of the classifier, since the perturbations force the data outside their original distribution. We articulate how this can result in poor identification of critical features, and hence misleading explanations. In order to address this issue and identify the most important features for the output of a black-box model, we propose a dual approach through meaningful perturbation and optimisation. First, leveraging a mechanism originally proposed in image analysis, a generative model is trained to create within-distribution perturbations of the input. These are then used to reliably evaluate whether a set of features is critical. Second, a greedybased segmentation and identification strategy is proposed to search for the smallest set of critical features. Experiments show that the proposed approach addresses the out-of-distribution problem and identifies fewer critical features than existing methods. In combination, both aspects of the proposed approach offer a qualitative advance towards generating meaningful and robust explanations in the context of time series classification.