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A Query-Optimal Algorithm for Finding Counterfactuals

International Conference on Machine Learning (ICML), 2022
Abstract

We design an algorithm for finding counterfactuals with strong theoretical guarantees on its performance. For any monotone model f:Xd{0,1}f : X^d \to \{0,1\} and instance xx^\star, our algorithm makes \[ {S(f)^{O(\Delta_f(x^\star))}\cdot \log d}\] queries to ff and returns {an {\sl optimal}} counterfactual for xx^\star: a nearest instance xx' to xx^\star for which f(x)f(x)f(x')\ne f(x^\star). Here S(f)S(f) is the sensitivity of ff, a discrete analogue of the Lipschitz constant, and Δf(x)\Delta_f(x^\star) is the distance from xx^\star to its nearest counterfactuals. The previous best known query complexity was dO(Δf(x))d^{\,O(\Delta_f(x^\star))}, achievable by brute-force local search. We further prove a lower bound of S(f)Ω(Δf(x))+Ω(logd)S(f)^{\Omega(\Delta_f(x^\star))} + \Omega(\log d) on the query complexity of any algorithm, thereby showing that the guarantees of our algorithm are essentially optimal.

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