Scorecard counterfactual explanations - heuristic

[guillermo-navas-palencia]

Develop a heuristic method to obtain good feasible solutions faster.

• Greedy approach with variable neighbourhood search methods.
• Prioritize features with higher importance.
• Optionally, use the result as starting point to mixed-integer programming formulation.

Add support to commercial solvers for large-size problems (optional)

• Support LocalSolver (priority 1)
• Support Gurobi (priority 2)

References:

• https://arxiv.org/pdf/2101.01292.pdf (https://github.com/mjschleich/GeCo.jl)
• https://arxiv.org/abs/1905.07857