Hi Maria,

The Shapelet Transform Classifier is interpretable — you can extract and plot shapelets with little trouble. See the documentation here: Shapelets and the Shapelet Transform with sktime — sktime documentation

In concept, it might be possible to extract features from ROCKET by extracting meaning from the most significant kernels, but Ihave not seen this done.

I’ll look into it further and might put together a blog post around interpretability.

Data scientist working in the financial services industry