Contimask: Explaining Irregular Time Series Models via Perturbations in Continuous Time

Explaining black-box models for time series data is critical for the wide-scale adoption of deep learning techniques across domains such as healthcare. Recently, explainability methods for deep time series models have seen significant progress by adopting saliency methods that perturb masked segments of time series to uncover their importance towards the prediction of black-box models. Thus far, such methods have been largely restricted to regular time series. Irregular time series, however, sampled at irregular time intervals and potentially with missing values, are the dominant form of time series in various critical domains (e.g., hospital records). In this paper, we conduct the first evaluation of saliency methods for the interpretation of irregular time series models.