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

Exploring embedded feature selection methods

Embedded methods exist within models themselves by naturally selecting features during training. You can leverage the intrinsic properties of any model that has them to capture the features selected:

  • Tree-based models: For instance, we have used the following code many times to count the number of features used by the RF models, which is evidence of feature selection naturally occurring in the learning process:
    sum(reg_mdls[mdlname]['fitted'].feature_importances_ > 0) 

    XGBoost's RF uses gain by default, which is the average decrease in error in all splits where it used the feature to compute feature importance. We can increase the threshold above 0 to select even fewer features according to this relative contribution. However, by constraining the trees' depth, we forced the model to choose even fewer features already.

  • Regularized models with coefficients: We will study this further in Chapter 12, Monotonic...