Calculating and Visualizing Counterfactual Feature Importance Values

Despite the success of complex machine learning algorithms, mostly justified by an outstanding performance in prediction tasks, their inherent opaque nature still represents a challenge to their responsible application. Counterfactual explanations surged as one potential solution to explain individual decision results. However, two major drawbacks directly impact their usability: (1) the isonomic view of feature changes, in which it is not possible to observe textithow much each modified feature influences the prediction, and (2) the lack of graphical resources to visualize the counterfactual explanation. We introduce Counterfactual Feature (change) Importance (CFI) values as a solution: a way of assigning an importance value to each feature change in a given counterfactual explanation. To calculate these values, we propose two potential CFI methods. One is simple, fast, and has a greedy nature. The other, coined CounterShapley, provides a way to calculate Shapley values between the factual-counterfactual pair. Using these importance values, we additionally introduce three chart types to visualize the counterfactual explanations: (a) the Greedy chart, which shows a greedy sequential path for prediction score increase up to predicted class change, (b) the CounterShapley chart, depicting its respective score in a simple and one-dimensional chart, and finally (c) the Constellation chart, which shows all possible combinations of feature changes, and their impact on the model's prediction score. For each of our proposed CFI methods and visualization schemes, we show how they can provide more information on counterfactual explanations. Finally, an open-source implementation is offered, compatible with any counterfactual explanation generator algorithm. Code repository at: https://github.com/ADMAntwerp/CounterPlots