Personal Insights for Altering Decisions of Tree-based Ensembles over Time

Machine Learning models are prevalent in critical human-related decision making, such as resume filtering and loan applications. Refused individuals naturally ask what could change the decision, should they reapply. This question is hard for the model owner to answer: first, the model is typically complex and not easily interpretable; second, models may be updated periodically; and last, attributes of the individual seeking approval are apt to change in time. While each of these challenges have been extensively studied in isolation, their conjunction has not. To this end, we propose a novel framework that allows users to devise a plan of action to individuals in presence of Machine Learning classification, where both the ML model and the user properties are expected to change over time. Our technical solution is currently confined to a particular yet important class of models, namely those of tree-based ensembles (Random Forests, Gradient Boosted trees). In this setting it uniquely combines state-of-the-art solutions for single model interpretation, domain adaptation techniques for predicting future models, and constraint databases to represent and query the space of possible actions. We devise efficient algorithms that leverage these foundations in a novel solution, and experimentally show that they are effective in proposing useful and actionable steps leading to the desired classification.