4.7 Article

A robust algorithm for explaining unreliable machine learning survival models using the Kolmogorov-Smirnov bounds

期刊

NEURAL NETWORKS
卷 132, 期 -, 页码 1-18

出版社

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.neunet.2020.08.007

关键词

Interpretable model; Explainable AI; Survival analysis; Censored data; The Cox model; Kolmogorov-Smirnov bounds

资金

  1. RFBR, Russia [20-01-00154]

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A new robust algorithm based on the explanation method SurvLIME called SurvLIME-KS is proposed for explaining machine learning survival models. The algorithm is developed to ensure robustness to cases of a small amount of training data or outliers of survival data. The first idea behind SurvLIME-KS is to apply the Cox proportional hazards model to approximate the black-box survival model at the local area around a test example due to the linear relationship of covariates in the model. The second idea is to incorporate the well-known Kolmogorov-Smirnov bounds for constructing sets of predicted cumulative hazard functions. As a result, the robust maximin strategy is used, which aims to minimize the average distance between cumulative hazard functions of the explained black-box model and of the approximating Cox model, and to maximize the distance over all cumulative hazard functions in the interval produced by the Kolmogorov-Smirnov bounds. The maximin optimization problem is reduced to the quadratic program. Various numerical experiments with synthetic and real datasets demonstrate the SurvLIME-KS efficiency. (c) 2020 Elsevier Ltd. All rights reserved.

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