An official website of the United States government
Abstract With increasing interest in explaining machine learning (ML) models, this paper synthesizes many topics related to ML explainability. We distinguish explainability from interpretability, local from global explainability, and feature importance versus feature relevance. We demonstrate and visualize different explanation methods, how to interpret them, and provide a complete Python package (scikit-explain) to allow future researchers and model developers to explore these explainability methods. The explainability methods include Shapley additive explanations (SHAP), Shapley additive global explanation (SAGE), and accumulated local effects (ALE). Our focus is primarily on Shapley-based techniques, which serve as a unifying framework for various existing methods to enhance model explainability. For example, SHAP unifies methods like local interpretable model-agnostic explanations (LIME) and tree interpreter for local explainability, while SAGE unifies the different variations of permutation importance for global explainability. We provide a short tutorial for explaining ML models using three disparate datasets: a convection-allowing model dataset for severe weather prediction, a nowcasting dataset for subfreezing road surface prediction, and satellite-based data for lightning prediction. In addition, we showcase the adverse effects that correlated features can have on the explainability of a model. Finally, we demonstrate the notion of evaluating model impacts of feature groups instead of individual features. Evaluating the feature groups mitigates the impacts of feature correlations and can provide a more holistic understanding of the model. All code, models, and data used in this study are freely available to accelerate the adoption of machine learning explainability in the atmospheric and other environmental sciences.
more »
« less
From local explanations to global understanding with explainable AI for trees
Tree-based machine learning models such as random forests, decision trees and gradient boosted trees are popular nonlinear predictive models, yet comparatively little attention has been paid to explaining their predictions. Here we improve the interpretability of tree-based models through three main contributions. (1) A polynomial time algorithm to compute optimal explanations based on game theory. (2) A new type of explanation that directly measures local feature interaction effects. (3) A new set of tools for understanding global model structure based on combining many local explanations of each prediction. We apply these tools to three medical machine learning problems and show how combining many high-quality local explanations allows us to represent global structure while retaining local faithfulness to the original model. These tools enable us to (1) identify high-magnitude but low-frequency nonlinear mortality risk factors in the US population, (2) highlight distinct population subgroups with shared risk characteristics, (3) identify nonlinear interaction effects among risk factors for chronic kidney disease and (4) monitor a machine learning model deployed in a hospital by identifying which features are degrading the model’s performance over time. Given the popularity of tree-based machine learning models, these improvements to their interpretability have implications across a broad set of domains.
more »
« less
- Award ID(s):
- 1759487
- PAR ID:
- 10167481
- Date Published:
- Journal Name:
- Nature machine intelligence
- Volume:
- 2
- ISSN:
- 2522-5839
- Page Range / eLocation ID:
- 56-67
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Modern machine learning has achieved impressive prediction performance, but often sacrifices interpretability, a critical consideration in high-stakes domains such as medicine. In such settings, practitioners often use highly interpretable decision tree models, but these suffer from inductive bias against additive structure. To overcome this bias, we propose Fast Interpretable Greedy-Tree Sums (FIGS), which generalizes the Classification and Regression Trees (CART) algorithm to simultaneously grow a flexible number of trees in summation. By combining logical rules with addition, FIGS adapts to additive structure while remaining highly interpretable. Experiments on real-world datasets show FIGS achieves state-of-the-art prediction performance. To demonstrate the usefulness of FIGS in high-stakes domains, we adapt FIGS to learn clinical decision instruments (CDIs), which are tools for guiding decision-making. Specifically, we introduce a variant of FIGS known as Group Probability-Weighted Tree Sums (G-FIGS) that accounts for heterogeneity in medical data. G-FIGS derives CDIs that reflect domain knowledge and enjoy improved specificity (by up to 20% over CART) without sacrificing sensitivity or interpretability. Theoretically, we prove that FIGS learns components of additive models, a property we refer to as disentanglement. Further, we show (under oracle conditions) that tree-sum models leverage disentanglement to generalize more efficiently than single tree models when fitted to additive regression functions. Finally, to avoid overfitting with an unconstrained number of splits, we develop Bagging-FIGS, an ensemble version of FIGS that borrows the variance reduction techniques of random forests. Bagging-FIGS performs competitively with random forests and XGBoost on real-world datasets.more » « less
-
The increasing adoption of machine learning tools has led to calls for accountability via model interpretability. But what does it mean for a machine learning model to be interpretable by humans, and how can this be assessed? We focus on two definitions of interpretability that have been introduced in the machine learning literature: simulatability (a user's ability to run a model on a given input) and "what if" local explainability (a user's ability to correctly determine a model's prediction under local changes to the input, given knowledge of the model's original prediction). Through a user study with 1,000 participants, we test whether humans perform well on tasks that mimic the definitions of simulatability and "what if" local explainability on models that are typically considered locally interpretable. To track the relative interpretability of models, we employ a simple metric, the runtime operation count on the simulatability task. We find evidence that as the number of operations increases, participant accuracy on the local interpretability tasks decreases. In addition, this evidence is consistent with the common intuition that decision trees and logistic regression models are interpretable and are more interpretable than neural networks.more » « less
-
Modern machine learning has achieved impressive prediction performance, but often sacrifices interpretability, a critical consideration in high-stakes domains such as medicine. In such settings, practitioners often use highly interpretable decision tree models, but these suffer from inductive bias against additive structure. To overcome this bias, we propose Fast Interpretable Greedy-Tree Sums (FIGS), which generalizes the CART algorithm to simultaneously grow a flexible number of trees in summation. By combining logical rules with addition, FIGS is able to adapt to additive structure while remaining highly interpretable. Extensive experiments on real-world datasets show that FIGS achieves state-of-the-art prediction performance. To demonstrate the usefulness of FIGS in high-stakes domains, we adapt FIGS to learn clinical decision instruments (CDIs), which are tools for guiding clinical decision-making. Specifically, we introduce a variant of FIGS known as G-FIGS that accounts for the heterogeneity in medical data. G-FIGS derives CDIs that reflect domain knowledge and enjoy improved specificity (by up to 20% over CART) without sacrificing sensitivity or interpretability. To provide further insight into FIGS, we prove that FIGS learns components of additive models, a property we refer to as disentanglement. Further, we show (under oracle conditions) that unconstrained tree-sum models leverage disentanglement to generalize more efficiently than single decision tree models when fitted to additive regression functions. Finally, to avoid overfitting with an unconstrained number of splits, we develop Bagging-FIGS, an ensemble version of FIGS that borrows the variance reduction techniques of random forests. Bagging-FIGS enjoys competitive performance with random forests and XGBoost on real-world datasets.more » « less
-
We consider the problem of explaining the predictions of an arbitrary blackbox model f: given query access to f and an instance x, output a small set of x's features that in conjunction essentially determines f(x). We design an efficient algorithm with provable guarantees on the succinctness and precision of the explanations that it returns. Prior algorithms were either efficient but lacked such guarantees, or achieved such guarantees but were inefficient. We obtain our algorithm via a connection to the problem of {\sl implicitly} learning decision trees. The implicit nature of this learning task allows for efficient algorithms even when the complexity of~f necessitates an intractably large surrogate decision tree. We solve the implicit learning problem by bringing together techniques from learning theory, local computation algorithms, and complexity theory. Our approach of “explaining by implicit learning” shares elements of two previously disparate methods for post-hoc explanations, global and local explanations, and we make the case that it enjoys advantages of both.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1038/s42256-019-0138-9
