What went wrong and when? Instance-wise Feature Importance for Time-series Models

5 Mar 2020Sana TonekaboniShalmali JoshiKieran CampbellDavid DuvenaudAnna Goldenberg

Explanations of time series models are useful for high stakes applications like healthcare but have received little attention in machine learning literature. We propose FIT, a framework that evaluates the importance of observations for a multivariate time-series black-box model, by quantifying the shift in the predictive distribution over time... (read more)

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