Explainable Deep Learning Methods for Market Surveillance

Abstract: Deep learning methods have the ability to accurately predict and interpret what data represents. However, the decision making of a deep learning model is not comprehensible for humans. This is a problem for sectors like market surveillance which needs clarity in the decision making of the used algorithms. This thesis aimed to investigate how a deep learning model can be constructed to make the decision making of the model humanly comprehensible, and to investigate the potential impact on classification performance. A literature study was performed and publicly available explanation methods were collected. The explanation methods LIME, SHAP, model distillation and SHAP TreeExplainer were implemented and evaluated on a ResNet trained on three different time-series datasets. A decision tree was used as the student model for model distillation, where it was trained with both soft and hard labels. A survey was conducted to evaluate if the explanation method could increase comprehensibility. The results were that all methods could improve comprehensibility for people with experience in machine learning. However, none of the methods could provide full comprehensibility and clarity of the decision making. The model distillation reduced the performance compared to the ResNet model and did not improve the performance of the student model.