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This paper analyses the fundamental ingredients behind surrogate explanationsto provide a better understanding of their inner workings. We start ourexposition by considering global surrogates, describing the trade-off betweencomplexity of the surrogate and fidelity to the black-box being modelled. Weshow that transitioning from global to local - reducing coverage - allows formore favourable conditions on the Pareto frontier of fidelity-complexity of asurrogate. We discuss the interplay between complexity, fidelity and coverage,and consider how different user needs can lead to problem formulations wherethese are either constraints or penalties. We also present experiments thatdemonstrate how the local surrogate interpretability procedure can be madeinteractive and lead to better explanations.

Understanding surrogate explanations: the interplay between complexity, fidelity and coverage