Flexible Interpretability through Optimizable Counterfactual Explanations for Tree Ensembles

Model interpretability has become an important problem in \ac{ML} due to the increased effect algorithmic decisions have on humans. Providing users with counterfactual explanations (CF) can help them understand not only why ML models make certain decisions, but also how these decisions can be changed. We extend previous work that could only be applied to differentiable models by introducing probabilistic model approximations in the optimization framework. We find that our CF examples are significantly closer to the original instances compared to other methods specifically designed for tree ensembles.