VCNet: A self-explaining model for realistic counterfactual generation

Improvements of machine learning techniques for decision systems has led to the rise of applications in various domains such as healthcare, credit or justice. The eventual sensitivity of such domains, as well as the black-box nature of the algorithms, has motivated the need for methods that explain why some prediction was made. For example, if a person's loan is rejected as a result of a model decision, the bank must be able to explain why. In such a context, it might be interesting to provide an explanation of what that person should change to influence the model's decision. As suggested by Wachter et al. [27], one way to build this type of explanation is through the use of counterfactual explanations. A counterfactual is defined as the smallest modification of feature values that changes the prediction of a model to a given output. In addition, the explanation also provides important feedback to the user. In the context of a denied credit, a counterfactual is a close individual for whom his credit is accepted and the feature modifications suggested by a counterfactual acts as recourse for the user. For privacy reason or simply because there is no similar individual with an opposite decision, we aim to generate synthetic individuals as counterfactuals.