Fast and accurate anomaly detection explanations with forward-backward feature importance

Abstract

The present invention relates to machine learning (ML) explainability (MLX). Herein are local explanation techniques for black box ML models based on coalitions of features in a dataset. In an embodiment, a computer receives a request to generate a local explanation of which coalitions of features caused an anomaly detector to detect an anomaly. During unsupervised generation of a new coalition, a first feature is randomly selected from features in a dataset. Which additional features in the dataset can join the coalition, because they have mutual information with the first feature that exceeds a threshold, is detected. For each feature that is not in the coalition, values of the feature are permuted in imperfect copies of original tuples in the dataset. An average anomaly score of the imperfect copies is measured. Based on the average anomaly score of the imperfect copies, a local explanation is generated that references (e.g. defines) the coalition.