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arXiv:2607. 14416v1 Announce Type: new Abstract: The interconnected nature of global financial systems makes them vulnerable to systemic risks, where the failure of a few institutions can trigger catastrophic cascading defaults.
The paper presents a comparative analysis of six state‑of‑the‑art counterfactual explainers for graph neural networks, focusing on methods that can both add and remove edges to alter model predictions. It evaluates these explainers across diverse real‑world and synthetic datasets, covering binary and multi‑class graph and node classification tasks, using a range of quantitative and qualitative metrics. The study highlights the trade‑offs between explanation size, coverage, and quality, aiming to pinpoint each method’s strengths and weaknesses to inform future research.
Graph Machine Learning as a Service platforms now offer explainability interfaces to satisfy regulatory transparency, but this transparency can be exploited. The paper introduces a novel model extraction attack for graph classification that operates under strict black‑box constraints, using only discrete class labels and binary explanation masks. The method guides Monte Carlo edge sensitivity estimation toward decision boundaries with Hoeffding guarantees and narrows the search space using explanation subgraphs, outperforming comparable baselines on benchmark datasets.
RAW-Explainer is a new explainability method designed for path reasoning graph neural networks used in knowledge graph completion. It produces connected, concise, and interpretable subgraph explanations for link prediction by leveraging heterogeneous information and a random walk objective. The approach also addresses distribution shift when evaluating small explanatory subgraphs with a robust evaluator, achieving a balance between explanation quality and computational efficiency on standard benchmarks.
The paper introduces the Counterfactual Graph Neural Process (CFGNP), an end‑to‑end method that directly answers counterfactual queries from observational data without first estimating a causal graph. CFGNP employs Graph Neural Networks to leverage a dual‑graph structure, limiting cross‑world message passing to matched factual–counterfactual variables. Experiments on synthetic and image‑based datasets, including the German Loan benchmark, show that CFGNP outperforms existing methods, reducing mean‑squared error from $4.51 imes10^{-2}$ to $0.19 imes10^{-2}$, and generalizes from 10‑node to 30‑node graphs without retraining.
arXiv:2610.03526v1 Announce Type: cross Abstract: Explainers for Graph Neural Networks (GNNs) are commonly evaluated by their plausibility, i.e., how well their explanations recover a predefined grou...