RandomSearch randomly samples a population of candidates and returns non-dominated candidates w.r.t to the objectives
of MOC (Dandl et. al 2020) as counterfactuals. RandomSearch is equivalent to MOC with zero generations and the random
initialization strategy.
The four objectives of MOC (Dandl et. al 2020) to are:
Distance to desired_prob
(classification tasks) or desired_prob
(regression tasks).
Dissimilarity to x_interest
measured by Gower's dissimilarity measure (Gower 1971).
Number of feature changes.
(Weighted) sum of dissimilarities to the k
nearest data points in predictor$data$X
.
counterfactuals::CounterfactualMethod
-> counterfactuals::CounterfactualMethodRegr
-> RandomSearchRegr
optimizer
(OptimInstanceBatchMultiCrit)
The object used for optimization.
new()
Create a new RandomSearchRegr
object.
RandomSearchRegr$new(
predictor,
fixed_features = NULL,
max_changed = NULL,
mu = 20L,
n_generations = 175L,
p_use_orig = 0.5,
k = 1L,
weights = NULL,
lower = NULL,
upper = NULL,
distance_function = "gower"
)
predictor
(Predictor)
The object (created with iml::Predictor$new()
) holding the machine learning model and the data.
fixed_features
(character()
| NULL
)
Names of features that are not allowed to be changed. NULL
(default) allows all features to be changed.
max_changed
(integerish(1)
| NULL
)
Maximum number of feature changes. NULL
(default) allows any number of changes.
mu
(integerish(1)
)
The population size. Default is 20L
. The total number of random samples is set to mu * n_generations
.
See the Details
section for further details.
n_generations
(integerish(1)
)
The number of generations. Default is 175L
. The total number of random samples is set to mu * n_generations
.
See the Details
section for further details.
p_use_orig
(numeric(1)
)
Probability with which a feature/gene is reset to its original value in x_interest
after random sampling. Default is 0.5
.
k
(integerish(1)
)
The number of data points to use for the forth objective. Default is 1L
.
weights
(numeric(1) | numeric(k)
| NULL
)
The weights used to compute the weighted sum of dissimilarities for the forth objective. It is either a single value
or a vector of length k
. If it has length k
, the i-th element specifies the weight of the i-th closest data point.
The values should sum up to 1
. NULL
(default) means all data points are weighted equally.
lower
(numeric()
| NULL
)
Vector of minimum values for numeric features.
If NULL
(default), the element for each numeric feature in lower
is taken as its minimum value in predictor$data$X
.
If not NULL
, it should be named with the corresponding feature names.
upper
(numeric()
| NULL
)
Vector of maximum values for numeric features.
If NULL
(default), the element for each numeric feature in upper
is taken as its maximum value in predictor$data$X
.
If not NULL
, it should be named with the corresponding feature names.
distance_function
(function()
| 'gower'
| 'gower_c'
)
The distance function to be used in the second and fourth objective.
Either the name of an already implemented distance function
('gower' or 'gower_c') or a function.
If set to 'gower' (default), then Gower's distance (Gower 1971) is used;
if set to 'gower_c', a C-based more efficient version of Gower's distance is used.
A function must have three arguments x
, y
, and data
and should
return a double
matrix with nrow(x)
rows and maximum nrow(y)
columns.
plot_statistics()
Plots the evolution of the mean and minimum objective values together with the dominated hypervolume over
the generations. All values for a generation are computed based on all non-dominated individuals that emerged until
that generation. The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_statistics()
method. See the Details
section for further information.
RandomSearchRegr$plot_statistics(centered_obj = TRUE)
centered_obj
(logical(1)
)
Should the objective values be centered? If set to FALSE
, each objective value is visualized in a separate plot,
since they (usually) have different scales. If set to TRUE
(default), they are visualized in a single plot.
get_dominated_hv()
Calculates the dominated hypervolume of each generation. The randomly drawn samples are therefore split
into n_generations
folds of size mu.
This function mimics MOCs get_dominated_hv()
method. See the Details
section for further information.
RandomSearchRegr$get_dominated_hv()
A data.table
with the dominated hypervolume of each generation.
plot_search()
Visualizes two selected objective values of all emerged individuals in a scatter plot.
The randomly drawn samples are therefore split into n_generations
folds of size mu.
This function mimics MOCs plot_search()
method. See the Details
section for further information.
RandomSearchRegr$plot_search(objectives = c("dist_target", "dist_x_interest"))
objectives
(character(2)
)
The two objectives to be shown in the plot. Possible values are "dist_target", "dist_x_interest, "no_changed",
and "dist_train".
clone()
The objects of this class are cloneable with this method.
RandomSearchRegr$clone(deep = FALSE)
deep
Whether to make a deep clone.
RandomSearch is typically used as a baseline in benchmark comparisons with MOC.
The total number of samples drawn is mu
* n_generations
. Using separate parameters mu
and n_generations
is only required to make certain statistics comparable with MOC (e.g. the evolution of the dominated hypervolume).
Dandl, S., Molnar, C., Binder, M., and Bischl, B. (2020). "Multi-Objective Counterfactual Explanations". In: Parallel Problem Solving from Nature – PPSN XVI, edited by Thomas Bäck, Mike Preuss, André Deutz, Hao Wang, Carola Doerr, Michael Emmerich, and Heike Trautmann, 448–469, Cham, Springer International Publishing, tools:::Rd_expr_doi("10.1007/978-3-030-58112-1_31").
Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). "A fast and elitist multiobjective genetic algorithm: NSGA-II". IEEE transactions on evolutionary computation, 6(2), 182-197.
Goldstein, A., Kapelner, A., Bleich, J., and Pitkin, E. (2015). "Peeking Inside the Black Box: Visualizing Statistical Learning with Plots of Individual Conditional Expectation". Journal of Computational and Graphical Statistics 24 (1): 44–65. tools:::Rd_expr_doi("10.1080/10618600.2014.907095").
Gower, J. C. (1971). A general coefficient of similarity and some of its properties. Biometrics, 27, 623–637.
Li, Rui, L., Emmerich, M. T. M., Eggermont, J. Bäck, T., Schütz, M., Dijkstra, J., Reiber, J. H. C. (2013). "Mixed Integer Evolution Strategies for Parameter Optimization." Evolutionary Computation 21 (1): 29–64. tools:::Rd_expr_doi("10.1162/EVCO_a_00059").
if (require("randomForest")) {
# Train a model
rf = randomForest(mpg ~ ., data = mtcars)
# Create a predictor object
predictor = iml::Predictor$new(rf)
# Find counterfactuals for x_interest
rs_regr = RandomSearchRegr$new(predictor, n_generations = 30L)
cfactuals = rs_regr$find_counterfactuals(x_interest = mtcars[1L, ], desired_outcome = c(22, 26))
# Print the counterfactuals
cfactuals$data
# Plot evolution of hypervolume and mean and minimum objective values
rs_regr$plot_statistics()
}
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