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

Practicing PFI

The concept of PFI is much easier to explain than any model-specific feature importance method! It merely measures the increase in prediction error once the values of each feature have been shuffled. The theory for PFI is based on the logic that if the feature has a relationship with the target variable, shuffling will disrupt it and increase the error. On the other hand, if the feature doesn't have a strong relationship with the target variable, the prediction error won't increase by much, if at all. Then, if you rank features by those whose shuffling increases the error the most, you'll appreciate which ones are most important to the model.

In addition to being a model-agnostic method, PFI can be used with unseen data such as the test dataset, which is a massive advantage. In this case, because it is overfitting with Random Forest and Gradient Boosting Trees, how reliable can feature importance derived from intrinsic parameters be? It tells you what...