When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in interpretation, there is a lack of consensus regarding how features’ importance is quantified, which makes the explanations offered for the outcomes mostly unreliable. A possible solution to address the lack of agreement is to combine the results from multiple feature importance quantifiers to reduce the variance in estimates and to improve the quality of explanations. Our hypothesis is that this leads to more robust and trustworthy explanations of the contribution of each feature to machine learning predictions. To test this hypothesis, we propose an extensible model-agnostic framework divided in four main parts: (i) traditional data pre-processing and preparation for predictive machine learning models, (ii) predictive machine learning, (iii) feature importance quantification, and (iv) feature importance decision fusion using an ensemble strategy. Our approach is tested on synthetic data, where the ground truth is known. We compare different fusion approaches and their results for both training and test sets. We also investigate how different characteristics within the datasets affect the quality of the feature importance ensembles studied. The results show that, overall, our feature importance ensemble framework produces 15% less feature importance errors compared with existing methods. Additionally, the results reveal that different levels of noise in the datasets do not affect the feature importance ensembles’ ability to accurately quantify feature importance, whereas the feature importance quantification error increases with the number of features and number of orthogonal informative features. We also discuss the implications of our findings on the quality of explanations provided to safety-critical systems.
On the Evaluation Measures for Machine Learning Algorithms for Safety-Critical Systems
