Instance-Based Counterfactual Explanations for Time Series Classification

In recent years there has been a cascade of research in attempting to make AI systems more interpretable by providing explanations; so-called Explainable AI (XAI). Most of this research has dealt with the challenges that arise in explaining black-box deep learning systems in classification and regression tasks, with a focus on tabular and image data; for example, there is a rich seam of work on post-hoc counterfactual explanations for a variety of black-box classifiers (e.g., when a user is refused a loan, the counterfactual explanation tells the user about the conditions under which they would get the loan). However, less attention has been paid to the parallel interpretability challenges arising in AI systems dealing with time series data. This paper advances a novel technique, called Native-Guide, for the generation of proximal and plausible counterfactual explanations for instance-based time series classification tasks (e.g., where users are provided with alternative time series to explain how a classification might change). The Native-Guide method retrieves and uses native in-sample counterfactuals that already exist in the training data as “guides” for perturbation in time series counterfactual
generation. This method can be coupled with both Euclidean and Dynamic Time Warping (DTW) distance measures. After illustrating the technique on a case study involving a climate classification task, we reported on a comprehensive series of experiments on both real-world and synthetic data sets from the UCR archive. These experiments provide computational evidence of the quality of the counterfactual explanations generated.