Model-Agnostic Counterfactual Explanations for Consequential Decisions

Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide explanations that help the affected individuals not only to understand why a prediction was output, but also how to act to obtain a desired outcome. To this end, several works have proposed optimization-based methods to generate nearest counterfactual explanations. However, these methods are often restricted to a particular subset of models (e.g., decision trees or linear models) and differentiable distance functions. In contrast, we build on standard theory and tools from formal verification and propose a novel algorithm that solves a sequence of satisfiability problems, where both the distance function (objective) and predictive model (constraints) are represented as logic formulae. As shown by our experiments on real-world data, our algorithm is: i) model-agnostic (non-linear, non-differentiable, non-convex); ii) data-type-agnostic (heterogeneous features); iii) distance-agnostic (ℓ0, ℓ1, ℓ_∞, and combinations thereof); iv) able to generate plausible and diverse counterfactuals for any sample (i.e., 100% coverage); and v) at provably optimal distances.