timeXplain

This is the Python reference implementation of our paper "timeXplain – A Framework for Explaining the Predictions of Time Series Classifiers".

Modern time series classifiers display impressive predictive capabilities, yet their decision-making processes mostly remain black boxes to the user. At the same time, model-agnostic explainers, such as the recently proposed SHAP, promise to make the predictions of machine learning models interpretable, provided there are well-designed domain mappings. We bring both worlds together in our timeXplain framework, extending the reach of explainable artificial intelligence to time series classification and value prediction. We present novel domain mappings for the time domain, frequency domain, and time series statistics and analyze their explicative power as well as their limits. We employ a novel evaluation metric to experimentally compare timeXplain to several model-specific explanation approaches for state-of-the-art time series classifiers.

Please cite our paper if you refer to our results or use the method or code in your own work:

@article{mujkanovic2020timexplain,
    title={timeXplain -- A Framework for Explaining the Predictions of Time Series Classifiers},
    author={Mujkanovic, Felix and Dosko\v{c}, Vanja and Schirneck, Martin and Sch\"afer, Patrick and Friedrich, Tobias},
    journal={arXiv preprint arXiv:2007.07606},
    year={2020}
}

Quick Start

To get started with timeXplain, take a look at the notebooks in experiments/notebooks/:

• The notebook case_study.ipynb reproduces the small case study presented above and thereby introduces how to use the package.
• The notebook explainers.ipynb showcases all explanation methods offered by the package, including both model-agnostic and model-specific techniques.

Setup

For the library itself, install the dependencies listed in requirements.txt. In addition, there are two optional dependencies:

• numba is only used by a tiny portion of the library, which will warn you at runtime if the package is missing.
• scikit-learn is only used at one point in the library, which will throw an error if the package is missing.

If you want to run the notebooks or reproduce the evaluation experiment, you additionally need to install the dependencies listed in requirements-experiments.txt.

Libraries Supported by the Model-Specific Explainers

The model-specific explainers (which are not to be confused with the model-agnostic explainers) were implemented to be compatible with the following libraries:

• LinearShapExplainer and TreeShapExplainer support sktime's rotation trees and libraries that shap itself supports.
• ShapeletTransformExplainer supports sktime.
• SaxVsmWordSuperposExplainer and WeaselExplainer support pyts.
• NeuralCamExplainer supports keras.

If needed, adapting the model-specific explainers to other libraries should not be too difficult.

Reproducing the Evaluation Experiment

To reproduce the entire evaluation experiment from the paper, first download the 2018 UCR Time Series Classification Archive and extract it into the experiments/data/ucr/ folder, mimicking the FaceFour and GunPoint time series which are already there. Then delete all time series except the following ones:

ArrowHead
BeetleFly
BirdChicken
BME
Car
CBF
Chinatown
ChlorineConcentration
CinCECGTorso
Coffee
Computers
DiatomSizeReduction
DistalPhalanxOutlineAgeGroup
DistalPhalanxOutlineCorrect
DistalPhalanxTW
Earthquakes
ECG200
ECGFiveDays
EthanolLevel
FaceFour
FordA
FordB
FreezerRegularTrain
FreezerSmallTrain
GunPoint
Ham
HandOutlines
Herring
HouseTwenty
ItalyPowerDemand
LargeKitchenAppliances
Lightning2
Meat
MelbournePedestrian
MiddlePhalanxOutlineAgeGroup
MiddlePhalanxOutlineCorrect
MoteStrain
OliveOil
PhalangesOutlinesCorrect
ProximalPhalanxOutlineAgeGroup
ProximalPhalanxOutlineCorrect
RefrigerationDevices
Rock
ScreenType
ShapeletSim
SmallKitchenAppliances
SmoothSubspace
SonyAIBORobotSurface1
SonyAIBORobotSurface2
StarLightCurves
Strawberry
ToeSegmentation1
ToeSegmentation2
Trace
TwoLeadECG
TwoPatterns
UMD
Wafer
Wine
WormsTwoClass
Yoga

Next, execute this command in the root directory of the repository to fit all classifiers:

$ python experun.py classifier_fitter -p <PROCESSES> -a ucr -c \
      time_series_forest \
      shapelet_transform \
      sax_vsm weasel \
      rotation_forest \
      svm_linear \
      resnet

Now execute the following command to compute impacts explaining the predictions of the fitted classifiers:

$ python experun.py impacts -p <PROCESSES> -a ucr -e \
      shap_timeslice_local_mean \
      shap_timeslice_local_mean_bgcs \
      shap_timeslice_global_mean \
      shap_timeslice_global_mean_bgcs \
      shap_timeslice_local_noise \
      shap_timeslice_local_noise_bgcs \
      shap_timeslice_global_noise \
      shap_timeslice_global_noise_bgcs \
      shap_timeslice_sample \
      shap_timeslice_sample_bgcs \
      shapelet_superpos \
      shapelet_superpos_divide_spread \
      sax_vsm_word_superpos \
      sax_vsm_word_superpos_divide_spread \
      weasel_word_superpos \
      weasel_word_superpos_divide_spread \
      tree_shap \
      neural_cam \
      -s 5

Next, execute the following command to compute the fidelity and informativeness scores from the computed impacts:

$ python experun.py evaluation_data -p <PROCESSES> -a ucr

Finally, collect fidelity and informativeness scores by executing this command:

$ python experun.py evaluation_metrics

As the last step, run the evaluation_metrics.ipynb notebook to reproduce our mean fidelity and mean informativeness plots from the aggregated results.