Royal Bank of Canada
SYSTEM AND METHOD FOR FACILITATING EXPLAINABILITY IN REINFORCEMENT MACHINE LEARNING

Abstract:

Systems are methods are provided for facilitating explainability of decision-making by reinforcement learning agents. A reinforcement learning agent is instantiated which generates, via a function approximation representation, learned outputs governing its decision-making. Data records of a plurality of past inputs for the agent are stored, each of the past inputs including values of a plurality of state variables. Data records of a plurality of past learned outputs of the agent are also stored. A group definition data structure defining groups of the state variables are received. For a given past input a given group, data generated reflective of a perturbed input by altering a value of at least one state variable is generated, and are presented to the reinforcement learning agent to obtain a perturbed learned output generated by the reinforcement learning agent; and a distance metric is generated reflective of a magnitude of difference between the perturbed learned output and the past learned output.