Learning Model-Agnostic Counterfactual Explanations for Tabular Data

Counterfactual explanations can be obtained by identifying the smallest change made to an input vector to influence a prediction in a positive way from a user’s viewpoint; for example, from ’loan rejected’ to ’awarded’ or from ’high risk of cardiovascular disease’ to ’low risk’. Previous approaches would not ensure that the produced counterfactuals be proximate (i.e., not local outliers) and connected to regions with substantial data density (i.e., close to correctly classified observations), two requirements known as counterfactual faithfulness. Our contribution is twofold. First, drawing ideas from the manifold learning literature, we develop a framework, called C-CHVAE, that generates faithful counterfactuals. Second, we suggest to complement the catalog of counterfactual quality measures using a criterion to quantify the degree of difficulty for a certain counterfactual suggestion. Our real world experiments suggest that faithful counterfactuals come at the cost of higher degrees of difficulty.