Explanation methods help understand the reasons for a model's prediction. These methods are increasingly involved in model debugging, performance optimization, and gaining insights into the workings of a model. With such critical applications of these methods, it is imperative to measure the uncertainty associated with the explanations generated by these methods. In this paper, we propose a pipeline to ascertain the explanation uncertainty of neural networks by combining uncertainty estimation methods and explanation methods. We use this pipeline to produce explanation distributions for the CIFAR-10, FER+, and California Housing datasets. By computing the coefficient of variation of these distributions, we evaluate the confidence in the explanation and determine that the explanations generated using Guided Backpropagation have low uncertainty associated with them. Additionally, we compute modified pixel insertion/deletion metrics to evaluate the quality of the generated explanations.

Explanations for machine learning models can be hard to interpret or be wrong. Combining an explanation method with an uncertainty estimation method produces explanation uncertainty. Evaluating explanation uncertainty is difficult. In this paper we propose sanity checks for uncertainty explanation methods, where a weight and data randomization tests are defined for explanations with uncertainty, allowing for quick tests to combinations of uncertainty and explanation methods. We experimentally show the validity and effectiveness of these tests on the CIFAR10 and California Housing datasets, noting that Ensembles seem to consistently pass both tests with Guided Backpropagation, Integrated Gradients, and LIME explanations.

Post-hoc explanation methods have become a critical tool for understanding black-box classifiers in high-stakes applications. However, high-performing classifiers are often highly nonlinear and can exhibit complex behavior around the decision boundary, leading to brittle or misleading local explanations. Therefore there is an impending need to quantify the uncertainty of such explanation methods in order to understand when explanations are trustworthy. In this work we propose the Gaussian Process Explanation unCertainty (GPEC) framework, which generates a unified uncertainty estimate combining decision boundary-aware uncertainty with explanation function approximation uncertainty. We introduce a novel geodesic-based kernel, which captures the complexity of the target black-box decision boundary. We show theoretically that the proposed kernel similarity increases with decision boundary complexity. The proposed framework is highly flexible; it can be used with any black-box classifier and feature attribution method. Empirical results on multiple tabular and image datasets show that the GPEC uncertainty estimate improves understanding of explanations as compared to existing methods.