Group explainability through local approximation

Machine learning models are becoming increasingly complex and widely adopted. Interpretable machine learning allows us to not only make predictions but also understand the rationale behind automated decisions through explanations. Explanations are typically characterized by their scope: local explanations are generated by local surrogate models for specific instances, while global explanations aim to approximate the behavior of the entire black-box model. In this paper, we break this dichotomy of locality to explore an underexamined area that lies between these two extremes: meso-level explanations. The goal of meso-level explainability is to provide explanations using a set of meso-level interpretable models, which capture patterns at an intermediate level of abstraction. To this end, we propose GROUX, an explainable-by-design algorithm that generates meso-level explanations in the form of feature importance scores. Our approach includes a partitioning phase that identifies meso groups, followed by the training of interpretable models within each group. We evaluate GROUX on a collection of tabular datasets, reporting both the accuracy and complexity of the resulting meso models, and compare it against other meso-level explainability algorithms. Additionally, we analyze the algorithm's sensitivity to its hyperparameters to better understand its behavior and robustness.