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CGS-Mask: Making Time Series Predictions Intuitive for All

AAAI 2024 · Time series › Causal and generative time series · approach: Robust forecasting and evaluation · 1 citations (OpenAlex)

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Proposes CGS-Mask, a model-agnostic perturbation saliency method that uses binary strip masks (consecutive time steps) optimized by a self-adaptive cellular genetic algorithm to explain multivariate time series predictions.

Problem

Existing saliency explanations for time series models score features per time point with fragmented numeric values, ignore temporal ordering, and often require model internals (gradients), making them hard for non-experts to understand.

Approach

Treat consecutive time steps as a cohesive binary strip unit and search for the mask maximizing perturbation error using a cellular genetic algorithm with crossover, mutation, and translation operators, relying only on model inputs and outputs.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CGS-Mask instead of Dynamasktime-series saliency explanation · rare featureAUR: 0.58±0.03 -> 0.81±0.02Helped
Use CGS-Mask instead of Dynamasktime-series saliency explanation · rare timeAUR: 0.63±0.04 -> 0.82±0.04Helped
Use CGS-Mask instead of Dynamasktime-series saliency explanation · mixtureAUR: 0.59±0.02 -> 0.82±0.03Helped
Use CGS-Mask instead of Dynamasktime-series saliency explanation · randomAUR: 0.56±0.03 -> 0.79±0.03Helped
Use CGS-Mask instead of Dynamasksaliency explanation · MIMIC-IIIperturbation error ΔpM: 0.072±0.003 -> 0.084±0.004Helped
Use CGS-Mask instead of Dynamasksaliency explanation · LSSTperturbation error ΔpM: 1.77±0.09 -> 1.92±0.05Helped
Use CGS-Mask instead of Dynamasksaliency explanation · NATOPSperturbation error ΔpM: 1.89±0.06 -> 2.15±0.09Helped
Use CGS-Mask instead of Dynamasksaliency explanation · AEperturbation error ΔpM: 121.15±2.93 -> 131.24±3.72Helped
add temporally contiguous strips rather than point-based masks (ablation)CGS-Mask · synthetic data setsmask discreteness DMHelped
add the cellular genetic algorithm rather than standard genetic algorithm (ablation)CGS-Mask · real-world data setsperturbation error ΔpM: 0.080±0.003 -> 0.084±0.004; 1.87±0.05 -> 1.92±0.05; 1.99±0.05 -> 2.15±0.09; 122.72±4.69 -> 131.24±3.72Helped
add the translation operator (ablation)CGS-Mask · real-world data setsperturbation error ΔpM: 0.082±0.003 -> 0.084±0.004; 1.89±0.04 -> 1.92±0.05; 2.09±0.07 -> 2.15±0.09; 127.56±3.54 -> 131.24±3.72Helped

Surprising findings

Limitations

Experimental setup

Datasets: MIMIC-III LSST NATOPS Appliances Energy synthetic rare features synthetic rare time synthetic mixture synthetic random

Benchmarks: MIMIC-III LSST NATOPS Appliances Energy synthetic rare feature synthetic rare time synthetic mixture synthetic random

Metrics: AUP AUR mask discreteness mask entropy perturbation error (cross entropy / squared error) user preference rank response time and accuracy

Baselines: Feature Occlusion Feature Permutation Integrated Gradient Shapley Value Sampling FIT RISE DeepLIFT Dynamask

Builds on: Dynamask FIT Integrated Gradients RISE LIME

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