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Fast Calibrated Explanations: Efficient and Uncertainty-Aware Explanations for Machine Learning Models

28 Oct 2024arXiv:2410.21129archive 2025-07-28

Tuwe Löfström, Fatima Rabia Yapicioglu, Alessandra Stramiglio, Helena Löfström, Fabio Vitali

This paper introduces Fast Calibrated Explanations, a method designed for generating rapid, uncertainty-aware explanations for machine learning models. By incorporating perturbation techniques from ConformaSight - a global explanation framework - into the core elements of Calibrated Explanations (CE), we achieve significant speedups. These core elements include local feature importance with calibrated predictions, both of which retain uncertainty quantification. While the new method sacrifices a small degree of detail, it excels in computational efficiency, making it ideal for high-stakes, real-time applications. Fast Calibrated Explanations are applicable to probabilistic explanations in classification and thresholded regression tasks, where they provide the likelihood of a target being above or below a user-defined threshold. This approach maintains the versatility of CE for both classification and probabilistic regression, making it suitable for a range of predictive tasks where uncertainty quantification is crucial.

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Computational EfficiencyFeature ImportanceUncertainty Quantificationregression

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