shapash VS CARLA

There's work being done in that regard (like this python module), but as far as I know it's very clearly statistical guesstimates, and though it "works", the mathematical foundations are still somewhat shaky. There are heuristics in there we can't get rid of for now. But it's still better than nothing. Waaaaaay better than nothing.

Shapash – Python library to make machine learning interpretable\ (4 comments)

Try out eurybia, from the author of shapash which is a brilliant library as well.

With the new version of Shapash that is now available, you can document each model you release into production. Within a few lines of code, you can include in an HTML report all the information about your model (and its associated performance), the data it uses, its learning strategy, … this report is designed to be easily shared with a Data Protection Officer, an internal audit department, a risk control department, a compliance department, or anyone who wants to understand his work.

Abstract: Counterfactual explanations provide means for prescriptive model explanations by suggesting actionable feature changes (e.g., increase income) that allow individuals to achieve favourable outcomes in the future (e.g., insurance approval). Choosing an appropriate method is a crucial aspect for meaningful counterfactual explanations. As documented in recent reviews, there exists a quickly growing literature with available methods. Yet, in the absence of widely available open–source implementations, the decision in favour of certain models is primarily based on what is readily available. Going forward – to guarantee meaningful comparisons across explanation methods – we present CARLA (Counterfactual And Recourse Library), a python library for benchmarking counterfactual explanation methods across both different data sets and different machine learning models. In summary, our work provides the following contributions: (i) an extensive benchmark of 11 popular counterfactual explanation methods, (ii) a benchmarking framework for research on future counterfactual explanation methods, and (iii) a standardized set of integrated evaluation measures and data sets for transparent and extensive comparisons of these methods. We have open sourced CARLA and our experimental results on GitHub, making them available as competitive baselines. We welcome contributions from other research groups and practitioners.

4 Min Read| Paper | Github