Book Image

Interpretable Machine Learning with Python

By : Serg Masís
Book Image

Interpretable Machine Learning with Python

By: Serg Masís

Overview of this book

Do you want to gain a deeper understanding of your models and better mitigate poor prediction risks associated with machine learning interpretation? If so, then Interpretable Machine Learning with Python deserves a place on your bookshelf. We’ll be starting off with the fundamentals of interpretability, its relevance in business, and exploring its key aspects and challenges. As you progress through the chapters, you'll then focus on how white-box models work, compare them to black-box and glass-box models, and examine their trade-off. You’ll also get you up to speed with a vast array of interpretation methods, also known as Explainable AI (XAI) methods, and how to apply them to different use cases, be it for classification or regression, for tabular, time-series, image or text. In addition to the step-by-step code, this book will also help you interpret model outcomes using examples. You’ll get hands-on with tuning models and training data for interpretability by reducing complexity, mitigating bias, placing guardrails, and enhancing reliability. The methods you’ll explore here range from state-of-the-art feature selection and dataset debiasing methods to monotonic constraints and adversarial retraining. By the end of this book, you'll be able to understand ML models better and enhance them through interpretability tuning.
Table of Contents (19 chapters)
1
Section 1: Introduction to Machine Learning Interpretation
5
Section 2: Mastering Interpretation Methods
12
Section 3:Tuning for Interpretability

The approach

You've decided to first fit a base model with all the features and assess it at different levels of complexity to understand how having more features increases the propensity to overfit. Then, you employ a series of feature selection methods ranging from simple filter-based methods to the most advanced ones to determine which one achieves the profitability and reliability goals sought after by the client. Lastly, once a list of final features has been selected, at this stage, feature engineering can be considered to enhance model interpretability.

Given the cost-sensitive nature of the problem, thresholds are important to optimize the profit lift. We will get into the role of thresholds later on, but one significant effect is that even though this is a classification problem, it is best to use regression models, and then use predictions to classify so that there's only one threshold to tune. That is, for classification models, you would need a threshold for...