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A Query-Optimal Algorithm for Finding Counterfactuals

14 July 2022
Guy Blanc
Caleb M. Koch
Jane Lange
Li-Yang Tan
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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\}f:Xd→{0,1} and instance x⋆x^\starx⋆, our algorithm makes \[ {S(f)^{O(\Delta_f(x^\star))}\cdot \log d}\] queries to fff and returns {an {\sl optimal}} counterfactual for x⋆x^\starx⋆: a nearest instance x′x'x′ to x⋆x^\starx⋆ for which f(x′)≠f(x⋆)f(x')\ne f(x^\star)f(x′)=f(x⋆). Here S(f)S(f)S(f) is the sensitivity of fff, a discrete analogue of the Lipschitz constant, and Δf(x⋆)\Delta_f(x^\star)Δf​(x⋆) is the distance from x⋆x^\starx⋆ to its nearest counterfactuals. The previous best known query complexity was d O(Δf(x⋆))d^{\,O(\Delta_f(x^\star))}dO(Δf​(x⋆)), achievable by brute-force local search. We further prove a lower bound of S(f)Ω(Δf(x⋆))+Ω(log⁡d)S(f)^{\Omega(\Delta_f(x^\star))} + \Omega(\log d)S(f)Ω(Δf​(x⋆))+Ω(logd) on the query complexity of any algorithm, thereby showing that the guarantees of our algorithm are essentially optimal.

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