| Abstract: |
In recent years, the importance of artificial intelligence (AI) and machine learning model explainability has led to growing interest in Explainable AI (XAI). Specifically, global feature importance (GFI), which identifies the key explanatory variables (features) and their contributions to the target variable, plays a central role from two perspectives: (1) understanding the overall model behavior and (2) discovering true associations. Previous methods, such as LIME and SHapley Additive exPlanations, have primarily addressed the first perspective. To handle both, we introduced approximate inverse model explanations (AIME), which derive GFI in a data-driven manner using algebraic operations centered on the target variable. However, AIME was not fully robust to feature interdependencies, prompting us to develop CausalAIME, which integrates causal structure estimation (via the Peter–Clark algorithm) and the penalty-based suppression of multicollinearity. In this paper, we propose “AutoCausalAIME,” a method that eliminates the need for manual adjustment of CausalAIME’s hyperparameters—namely the penalty strength (λ) and causal ratio (α)—by leveraging covariance matrix adaptation evolution strategy (CMA-ES). We compare AIME, AutoCausalAIME, and “worst case” CausalAIME. While the Wilcoxon signed-rank test does not reveal statistically significant differences among them, comparisons across six metrics (descriptive accuracy, sparsity, stability, efficiency, robustness, and completeness) show that AutoCausalAIME achieves high explanatory accuracy, suppressed multicollinearity, and sufficient robustness. Thus, we demonstrate that AutoCausalAIME (1) eliminates the need for manual trial and error, (2) is applicable to large-scale and diverse tasks, and (3) derives interpretable GFI through a causal-structure-based difference penalty. |