相关论文: S-CFE: Simple Counterfactual Explanations

Optimization problems over discrete or quantized variables are very challenging in general due to the combinatorial nature of their search space. Piecewise-affine regularization (PAR) provides a flexible modeling and computational framework…

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

The increasing deployment of machine learning as well as legal regulations such as EU's GDPR cause a need for user-friendly explanations of decisions proposed by machine learning models. Counterfactual explanations are considered as one of…

Counterfactual explanation is an important Explainable AI technique to explain machine learning predictions. Despite being studied actively, existing optimization-based methods often assume that the underlying machine-learning model is…

Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…

In eXplainable Artificial Intelligence (XAI), instance-based explanations for time series have gained increasing attention due to their potential for actionable and interpretable insights in domains such as healthcare. Addressing the…

Counterfactual explanations are usually obtained by identifying the smallest change made to an input to change a prediction made by a fixed model (hereafter called sparse methods). Recent work, however, has revitalized an old insight: there…

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both…

In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…

This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast linear convergence rates. SAGA improves on the theory behind SAG…

Consider the stochastic composition optimization problem where the objective is a composition of two expected-value functions. We propose a new stochastic first-order method, namely the accelerated stochastic compositional proximal gradient…

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Counterfactual explanations describe how to modify a feature vector in order to flip the outcome of a trained classifier. Obtaining robust counterfactual explanations is essential to provide valid algorithmic recourse and meaningful…

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

We present PPCEF, a novel method for generating probabilistically plausible counterfactual explanations (CFs). PPCEF advances beyond existing methods by combining a probabilistic formulation that leverages the data distribution with the…