Sampling - Variational Auto Encoder - Ensemble: In the Quest of Explainable Artificial Intelligence

Explainable Artificial Intelligence (XAI) models have recently attracted a great deal of interest from a variety of application sectors. Despite significant developments in this area, there are still no standardized methods or approaches for understanding AI model outputs. A systematic and cohesive framework is also increasingly necessary to incorporate new techniques like discriminative and generative models to close the gap. This paper contributes to the discourse on XAI by presenting an empirical evaluation based on a novel framework: Sampling - Variational Auto Encoder (VAE) - Ensemble Anomaly Detection (SVEAD). It is a hybrid architecture where VAE combined with ensemble stacking and SHapley Additive exPlanations is used for imbalanced classification. The finding reveals that combining ensemble stacking, VAE, and SHAP can not only lead to better model performance but also provide an easily explainable framework. This work has used SHAP combined with Permutation Importance and Individual Conditional Expectations to create a powerful interpretability of the model. The finding has an important implication in the real world, where the need for XAI is paramount to boost confidence in AI applications.