Interpretable Machine Learning

A guide for making black box models explainable

“Pretty convinced this is the best book out there on the subject”

– Brian Lewis, Data Scientist at Cornerstone Research

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Summary

This book covers a range of interpretability methods, from inherently interpretable models to methods that can make any model interpretable, such as SHAP, LIME and permutation feature importance. It also includes interpretation methods specific to deep neural networks, and discusses why interpretability is important in machine learning. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted?

“What I love about this book is that it starts with the big picture instead of diving immediately into the nitty gritty of the methods (although all of that is there, too).”

– Andrea Farnham, Researcher at Swiss Tropical and Public Health Institute

Who this book is for

This book is essential for machine learning practitioners, data scientists, statisticians, and anyone interested in making their machine learning models interpretable. It will help readers select and apply the appropriate interpretation method for their specific project.

“This one has been a life saver for me to interpret models. ALE plots are just too good!”

– Sai Teja Pasul, Data Scientist at Kohl’s

You’ll learn about

  • The concepts of machine leaning interpretability
  • Inherently interpretable models
  • Methods to make any machine model interpretable, such as SHAP, LIME and permutation feature importance
  • Interpretation methods specific to deep neural networks
  • Why interpretability is important and what’s behind this concept

Table Of Contents

  1. Introduction
  2. Interpretability
  3. Goals of Interpretability
  4. Methods Overview
  5. Data and Models
  6. Interpretable Models
    • Linear Regression
    • Logistic Regression
    • GLM, GAM and more
    • Decision Tree
    • Decision Rules
    • RuleFit
    • Other Interpretable Models
  7. Local Model-Agnostic Methods
    • Ceteris Paribus Plots
    • Individual Conditional Expectation (ICE)
    • LIME
    • Counterfactual Explanations
    • Scoped Rules (Anchors)
    • Shapley Values
    • SHAP
  8. Global Model-Agnostic Methods
    • Partial Dependence Plot (PDP)
    • Accumulated Local Effects (ALE) Plot
    • Feature Interaction
    • Functional Decompositon
    • Permutation Feature Importance
    • Leave One Feature Out (LOFO) Importance
    • Surrogate Models
    • Prototypes and Criticisms
  9. Neural Network Interpretation
    • Learned Features
    • Pixel Attribution (Saliency Maps)
    • Detecting Concepts
    • Adversarial Examples
    • Influential Instances
  10. Beyond the Methods
    • Evaluation of Interpretability Methods
    • Story Time
    • The Future of Interpretability