Gradient-Based Directional Drivers for Deep Learning Interpretability

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Solution Overview

Problem

Deep learning models, particularly those with high feature dimensionality, are difficult to interpret due to their complexity, making it challenging to quantify the impact of variables or their features on model outputs, especially in time series analysis where sequence dependence complicates the explanation of model outputs.

Innovation Solution

The system addresses this by grouping features into variables and variables into groups, using gradients to aggregate impacts, and collapsing temporal dimensions to improve explainability, thereby identifying directional drivers that indicate the impact of feature groups on model outputs.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Adaptability or versatility

If deep learning models use large numbers of features for training and execution, then model sophistication and complexity increase, but output interpretability deteriorates

Engineering Contradiction:
Improvemodel sophisticationVSAvoidoutput interpretability
Core Design Contradiction:
Adaptability or versatilityVSEase of operation

Solution Approach 1:

The patent segments the high-dimensional feature space by grouping features into variables and variables into variable groups based on domain knowledge. This hierarchical segmentation transforms the black-box model into an interpretable structure where features are organized into meaningful categories, allowing users to understand model outputs at multiple levels of aggregation without sacrificing model sophistication.

Inventive Principle:
Principle #1Segmentation

2Adaptability or versatility

If feature dimensionality is increased, then model capability improves, but output manageability deteriorates

Engineering Contradiction:
Improvemodel capabilityVSAvoidoutput manageability
Core Design Contradiction:
Adaptability or versatilityVSEase of operation

Solution Approach 1:

The patent introduces a new dimensional organization by creating hierarchical groupings (features → variables → variable groups) that add semantic dimensions to the feature space. This dimensional transformation allows the model to maintain high feature dimensionality for capability while improving manageability through structured organization that maps to domain concepts.

Inventive Principle:
Principle #17Another dimension (Dimensionality change)

3Quantity of substance

If features are derived from the same variable, then feature richness improves, but variable impact quantification deteriorates

Engineering Contradiction:
Improvefeature richnessVSAvoidvariable impact quantification
Core Design Contradiction:
Quantity of substanceVSMeasurement precision

Solution Approach 1:

The patent merges gradients from multiple features derived from the same variable by aggregating them at the variable level. This combining approach allows the model to retain rich feature representations while producing unified variable-level impact measurements, resolving the contradiction between feature richness and precise variable impact quantification.

Inventive Principle:
Principle #5Merging (Combining)

4Measurement precision

If sequence dependence among input variables is considered, then model accuracy improves, but variable impact explanation deteriorates

Engineering Contradiction:
Improvemodel accuracyVSAvoidvariable impact explanation
Core Design Contradiction:
Measurement precisionVSLoss of information

Solution Approach 1:

The patent performs preliminary aggregation of feature gradients into variable gradients and variable group gradients before final interpretation. This preliminary action captures sequence dependence effects in the gradient computations while organizing results hierarchically, preserving explanatory information about variable impacts even when sequence dependence is considered in the model.

Inventive Principle:
Principle #10Preliminary action

Data Source

PatentUS20240273353A1Directional drivers of deep learning models based on model gradients
Publication Date: 2024.08.15 THE BANK OF NEW YORK MELLON
  • US20240273353A1 patent drawing
  • US20240273353A1 patent drawing
  • US20240273353A1 patent drawing

AI summary

The disclosure relates to systems and methods of determining gradient-based directional drivers of deep learning models. A system may access a plurality of features and a group definition that specifies one or more groups of features. The system may provide the plurality of features as input to a deep learning model trained to generate a model output based on a model function and the plurality of features. The system may obtain, for each feature, a gradient that represents a rate of change of the model function based on the feature and then aggregate, based on the group definition, the gradients obtained from the deep learning model; and for each group of features from among the one or more groups of features: determine a directional driver based on the aggregated gradients, the directional driver indicating an impact of the group of features on the model output.