When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at interpreting models are often ad hoc and application-specific, and the concept of interpretability itself is not well-defined. We propose a general optimization framework to create explanations for linear models. Our methodology decomposes a linear model into a sequence of models of increasing complexity using coordinate updates on the coefficients. Computing this decomposition optimally is a difficult optimization problem for which we propose exact algorithms and scalable heuristics. By solving this problem, we can derive a parametrized family of interpretability metrics for linear models that generalizes typical proxies, and study the tradeoff between interpretability and predictive accuracy.
Many interpretable machine learning approaches involve optimizing some characteristics of the model as proxies for interpretability. Examples include sparsity for linear models @cite_14 , number of splits for decision trees @cite_29 , number of subspace features for case-based reasoning @cite_26 , or depth for rule lists @cite_1 @cite_5 . Some approaches optimize these proxies directly, while others fit auxiliary simple models to more complex black-box models @cite_4 @cite_6 @cite_7 @cite_17 @cite_27 @cite_24 .
@cite_14 @cite_26 @cite_4 @cite_7 @cite_29 @cite_1 @cite_6 @cite_24 @cite_27 @cite_5 @cite_17
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The widescale use of machine learning algorithms to drive decision-making has highlighted the critical importance of ensuring the interpretability of such models in order to engender trust in their output. The state-of-the-art recommendation systems use black-box latent factor models that provide no explanation of why a recommendation has been made, as they abstract their decision processes to a high-dimensional latent space which is beyond the direct comprehension of humans. We propose a novel approach for extracting explanations from latent factor recommendation systems by training association rules on the output of a matrix factorisation black-box model. By taking advantage of the interpretable structure of association rules, we demonstrate that predictive accuracy of the recommendation model can be maintained whilst yielding explanations with high fidelity to the black-box model on a unique industry dataset. Our approach mitigates the accuracy-interpretability trade-off whilst avoiding the need to sacrifice flexibility or use external data sources. We also contribute to the ill-defined problem of evaluating interpretability. Understanding why machine learning models behave the way they do empowers both system designers and end-users in many ways: in model selection, feature engineering, in order to trust and act upon the predictions, and in more intuitive user interfaces. Thus, interpretability has become a vital concern in machine learning, and work in the area of interpretable models has found renewed interest. In some applications, such models are as accurate as non-interpretable ones, and thus are preferred for their transparency. Even when they are not accurate, they may still be preferred when interpretability is of paramount importance. However, restricting machine learning to interpretable models is often a severe limitation. In this paper we argue for explaining machine learning predictions using model-agnostic approaches. By treating the machine learning models as black-box functions, these approaches provide crucial flexibility in the choice of models, explanations, and representations, improving debugging, comparison, and interfaces for a variety of users and models. We also outline the main challenges for such methods, and review a recently-introduced model-agnostic explanation approach (LIME) that addresses these challenges. Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet the task of interpretation appears underspecified. Papers provide diverse and sometimes non-overlapping motivations for interpretability, and offer myriad notions of what attributes render models interpretable. Despite this ambiguity, many papers proclaim interpretability axiomatically, absent further explanation. In this paper, we seek to refine the discourse on interpretability. First, we examine the motivations underlying interest in interpretability, finding them to be diverse and occasionally discordant. Then, we address model properties and techniques thought to confer interpretability, identifying transparency to humans and post-hoc explanations as competing notions. Throughout, we discuss the feasibility and desirability of different notions, and question the oft-made assertions that linear models are interpretable and that deep neural networks are not. Recent work has shown that machine learning can automate and in some cases outperform hand crafted compiler optimizations. Central to such an approach is that machine learning techniques typically rely upon summaries or features of the program. The quality of these features is critical to the accuracy of the resulting machine learned algorithm; no machine learning method will work well with poorly chosen features. However, due to the size and complexity of programs, theoretically there are an infinite number of potential features to choose from. The compiler writer now has to expend effort in choosing the best features from this space. This paper develops a novel mechanism to automatically find those features which most improve the quality of the machine learned heuristic. The feature space is described by a grammar and is then searched with genetic programming and predictive modeling. We apply this technique to loop unrolling in GCC 4.3.1 and evaluate our approach on a Pentium 6. On a benchmark suite of 57 programs, GCC's hard-coded heuristic achieves only 3 of the maximum performance available, while a state of the art machine learning approach with hand-coded features obtains 59 . Our feature generation technique is able to achieve 76 of the maximum available speedup, outperforming existing approaches.