Title: Learning Actionable Counterfactual Explanations in Large State Spaces

Abstract: Counterfactual explanations (CFEs) are sets of actions that an agent with a negative classification could take to achieve a (desired) positive classification, for consequential decisions such as loan applications, hiring, admissions, etc. In this work, we consider settings where optimal CFEs correspond to solutions of weighted set cover problems. In particular, there is a collection of actions that agents can perform that each have their own cost and each provide the agent with different sets of capabilities. The agent wants to perform the cheapest subset of actions that together provide all the needed capabilities to achieve a positive classification. Since this is an NP-hard optimization problem, we are interested in the question: can we, from training data (instances of agents and their optimal CFEs) learn a CFE generator that will quickly provide optimal sets of actions for new agents?
In this work, we provide a deep-network learning procedure that we show experimentally is able to achieve strong performance at this task. We consider several problem formulations, including formulations in which the underlying "capabilities" and effects of actions are not explicitly provided, and so there is an informational challenge in addition to the computational challenge. Our problem can also be viewed as one of learning an optimal policy in a family of large but deterministic Markov Decision Processes (MDPs).