Reinforcement learning based locally interpretable models

Abstract

A method for training a locally interpretable model includes obtaining a set of training samples and training a black-box model using the set of training samples. The method also includes generating, using the trained black-box model and the set of training samples, a set of auxiliary training samples and training a baseline interpretable model using the set of auxiliary training samples. The method also includes training, using the set of auxiliary training samples and baseline interpretable model, an instance-wise weight estimator model. For each auxiliary training sample in the set of auxiliary training samples, the method also includes determining, using the trained instance-wise weight estimator model, a selection probability for the auxiliary training sample. The method also includes selecting, based on the selection probabilities, a subset of auxiliary training samples and training the locally interpretable model using the subset of auxiliary training samples.