Time series saliency maps with Cross-Domain Integrated Gradients

We are introducing a saliency map method that produces meaningful attributions for time-series ML models. Instead of restricting explanations to the raw time domain, our approach generates saliency maps in relevant domains such as frequency or ICA components – improving interpretability when applying deep models to time-domain signals.

Why it matters

Standard attribution methods (e.g. Integrated Gradients) yield point-wise importance in the time domain, which can be difficult to interpret in neuroscience. Our method extends this idea to domains that have semantic meaning in time-series applications.

Key features

Cross-Domain Saliency Maps is an open-source toolkit that:

  • Provides frequency and ICA domain attributions out-of-the-box
  • Extends to any invertible transform with a differentiable inverse
  • Works plug-and-play with TensorFlow, no model retraining required
  • Demonstrates utility on classification, regression, and forecasting models

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