Explain the Explainer: Interpreting Model-Agnostic Counterfactual Explanations of a Deep Reinforcement Learning Agent

Counterfactual examples (CFs) are one of the most popular methods for attaching post hoc explanations to machine learning models. However, existing CF generation methods either exploit the internals of specific models or depend on each sample's neighborhood; thus, they are hard to generalize for complex models and inefficient for large datasets. This article aims to overcome these limitations and introduces ReLAX, a model-agnostic algorithm to generate optimal counterfactual explanations. Specifically, we formulate the problem of crafting CFs as a sequential decision-making task. We then find the optimal CFs via deep reinforcement learning (DRL) with discrete-continuous hybrid action space. In addition, we develop a distillation algorithm to extract decision rules from the DRL agent's policy in the form of a decision tree to make the process of generating CFs itself interpretable. Extensive experiments conducted on six tabular datasets have shown that ReLAX outperforms existing CF generation baselines, as it produces sparser counterfactuals, is more scalable to complex target models to explain, and generalizes to both the classification and regression tasks. Finally, we show the ability of our method to provide actionable recommendations and distill interpretable policy explanations in two practical real-world use cases. © 2020 IEEE.