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Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models

Machine Learning 2023-09-26 v1 Artificial Intelligence Computational Finance

Abstract

In recent years, explainable machine learning methods have been very successful. Despite their success, most explainable machine learning methods are applied to black-box models without any domain knowledge. By incorporating domain knowledge, science-informed machine learning models have demonstrated better generalization and interpretation. But do we obtain consistent scientific explanations if we apply explainable machine learning methods to science-informed machine learning models? This question is addressed in the context of monotonic models that exhibit three different types of monotonicity. To demonstrate monotonicity, we propose three axioms. Accordingly, this study shows that when only individual monotonicity is involved, the baseline Shapley value provides good explanations; however, when strong pairwise monotonicity is involved, the Integrated gradients method provides reasonable explanations on average.

Keywords

Cite

@article{arxiv.2309.13246,
  title  = {Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models},
  author = {Dangxing Chen},
  journal= {arXiv preprint arXiv:2309.13246},
  year   = {2023}
}
R2 v1 2026-06-28T12:30:08.937Z