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Most likely, NNs in general love shortcut learning (see Geirhos et al. 2020). In general, local explanations such as grad-cam are quite noisy, and sometimes even inconsistent (see Seo et al. 2018 ). Now, in my experience, I've seen that integrated gradients (see Sundararajan et al 2017) does a better job compared to Grad-CAM (also, add a noise tunnel), but this is only based on my limited experience. I would totally recommend using the implementations from the Captum library for loca explanations.
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