German Association of Actuaries (DAV) — Working Group "Explainable Artificial Intelligence"

Final Report (in German)

2024-05-27_Ergebnisbericht_DAV_AG_XAI.pdf

List of Notebooks (Grouped by Notebooks)

#	Notebook Type	Notebook Name	Programming Language	Problem	XAI Method	Global or Local	Model‑agnostic or Model‑specific	Author
1	Toy Example	toy_python_regression_MedicalCosts.ipynb	Python	Regression	Partial Dependence Plot (PDP) Global Surrogate Model Accumulated Local Effects (ALE) Permutation Feature Importance Shapley Additive Explanations (SHAP) Local Interpretable Model‑Agnostic Explanation (LIME) Individual Conditional Expectation (ICE)	Global Global Global Global Local Local Local	Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic	Simon Hatzesberger
2	Toy Example	toy_python_classification_CarInsurance.ipynb	Python	Classification	Partial Dependence Plot (PDP) Global Surrogate Model Accumulated Local Effects (ALE) Permutation Feature Importance Shapley Additive Explanations (SHAP) Local Interpretable Model‑Agnostic Explanation (LIME) Individual Conditional Expectation (ICE) Counterfactual Explanations Anchors	Global Global Global Global Local Local Local Local Local	Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic Model-agnostic	Simon Hatzesberger
3	Reimplementation	reimpl_python_regression_SwedishMotorInsurance_ice-pdp-fi.ipynb	Python	Regression	Individual Conditional Expectation (ICE) Partial Dependence Plot (PDP) Feature Importance (scikit-learn)	Local Global Global	Model-agnostic Model-agnostic Model-specific	Benjamin Müller
4	Reimplementation	reimpl_python_regression_SwedishMotorInsurance_shap.ipynb	Python	Regression	Shapley Additive Explanations (SHAP)	Local	Model-agnostic	Benjamin Müller
5	Reimplementation	reimpl_python_classification_hastie_ice-pdp.ipynb	Python	Classification	Individual Conditional Expectation (ICE) Partial Dependence Plot (PDP)	Local Global	Model-agnostic Model-agnostic	Benjamin Müller
6	Reimplementation	reimplementation_python_regression_simulated_data_ale.ipynb	Python	Regression	Accumulated Local Effects (ALE)	Global	Model agnostic	Florian Walla & Benjamin Müller
7	Simulation Study	sim_python_regression_simulated_data_pdp_ale_correlated_features.ipynb	Python	Regression	Partial Dependence Plot (PDP) Accumulated Local Effects (ALE)	Global Global	Model-agnostic Model-agnostic	Florian Walla & Guido Grützner
8	SCR Use Case	report_scr_maineff.Rmd	R	Regression	Standardised Regression Coefficients Permutation Feature Importance Principal Components Shapley Allocation	Global Global Global Global	Model-agnostic Model-agnostic Model-agnostic Model-agnostic	Guido Grützner
9	SCR Use Case	report_scr_interaction.Rmd	R	Regression	Functional ANOVA Sobol Indices / Permuation Feature Importance Shapley Allocation	Global Global Global	Model-agnostic Model-agnostic Model-agnostic	Guido Grützner
10	SCR Use Case	report_scr_NonParametric.Rmd	R	Regression	XGBoost Variable Importance Sobol Indices / Permuation Feature Importance Shapley Allocation	Global Global Global	Model-agnostic Model-agnostic Model-agnostic	Guido Grützner
11	SCR Use Case	report_scr_Tail.Rmd	R	Regression	Stress Analysis Tail CDF / Tail Event Probability Unusual Scenarios Euler Allocation	Tail Tail Tail Tail	Model-agnostic Model-agnostic Model-agnostic Model-specific	Guido Grützner
12	SCR Use Case	report_gradient.Rmd	R Python	Regression	Gradient Field	Global	Model-agnostic	Guido Grützner

List of Notebooks (Grouped by XAI Method)

XAI Method	Global or Local	Model‑agnostic or Model‑specific	#	Notebook Type	Notebook Name	Programming Language	Problem	Author
Partial Dependence Plot (PDP)	Global	Model-agnostic	1 2 3 5 7	Toy Example Toy Example Reimplementation Reimplementation Simulation Study	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb reimpl_python_regression_SwedishMotorInsurance_ice-pdp-fi.ipynb reimpl_python_classification_hastie_ice-pdp.ipynb sim_python_regression_simulated_data_pdp_ale_correlated_features.ipynb	Python Python Python Python Python	Regression Classification Regression Classification Regression	Simon Hatzesberger Simon Hatzesberger Benjamin Müller Benjamin Müller Florian Walla & Guido Grützner
Individual Conditional Expectation (ICE)	Local	Model-agnostic	1 2 3 5	Toy Example Toy Example Reimplementation Reimplementation	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb reimpl_python_regression_SwedishMotorInsurance_ice-pdp-fi.ipynb reimpl_python_classification_hastie_ice-pdp.ipynb	Python Python Python Python	Regression Classification Regression Classification	Simon Hatzesberger Simon Hatzesberger Benjamin Müller Benjamin Müller
Accumulated Local Effects (ALE)	Global	Model-agnostic	1 2 6 7	Toy Example Toy Example Reimplementation Simulation Study	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb reimplementation_python_regression_simulated_data_ale.ipynb sim_python_regression_simulated_data_pdp_ale_correlated_features.ipynb	Python Python Python Python	Regression Classification Regression Regression	Simon Hatzesberger Simon Hatzesberger Florian Walla & Benjamin Müller Florian Walla & Guido Grützner
Shapley Additive Explanations (SHAP)	Local	Model-agnostic	1 2 4	Toy Example Toy Example Reimplementation	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb reimpl_python_regression_SwedishMotorInsurance_shap.ipynb	Python Python Python	Regression Classification Regression	Simon Hatzesberger Simon Hatzesberger Benjamin Müller
Local Interpretable Model‑Agnostic Explanation (LIME)	Local	Model-agnostic	1 2	Toy Example Toy Example	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb	Python Python	Regression Classification	Simon Hatzesberger Simon Hatzesberger
Global Surrogate Model	Global	Model-agnostic	1 2	Toy Example Toy Example	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb	Python Python	Regression Classification	Simon Hatzesberger Simon Hatzesberger
Counterfactual Explanations	Local	Model-agnostic	2	Toy Example	toy_python_classification_CarInsurance.ipynb	Python	Classification	Simon Hatzesberger
Anchors	Local	Model-agnostic	2	Toy Example	toy_python_classification_CarInsurance.ipynb	Python	Classification	Simon Hatzesberger
Feature Importance	Global	Model-agnostic	1 2 3 8 9 10	Toy Example Toy Example Reimplementation SCR Use Case SCR Use Case SCR Use Case	toy_python_regression_MedicalCosts.ipynb toy_python_classification_CarInsurance.ipynb reimpl_python_regression_SwedishMotorInsurance_ice-pdp-fi.ipynb report_scr_maineff.Rmd report_scr_interaction.Rmd report_scr_NonParametric.Rmd	Python Python Python Python Python Python	Regression Classification Regression Regression Regression Regression	Simon Hatzesberger Simon Hatzesberger Benjamin Müller Guido Grützner Guido Grützner Guido Grützner