In this work, we propose a simple but effective method to interpret black-box machine learning models globally. That is, we use a compact binary tree, the interpretation tree, to explicitly represent the most important decision rules that are implicitly contained in the black-box machine learning models. This tree is learned from the contribution matrix which consists of the contributions of input variables to predicted scores for each single prediction. To generate the interpretation tree, a unified process recursively partitions the input variable space by maximizing the difference in the average contribution of the split variable between the divided spaces. We demonstrate the effectiveness of our method in diagnosing machine learning models on multiple tasks. Also, it is useful for new knowledge discovery as such insights are not easily identifiable when only looking at single predictions. In general, our work makes it easier and more efficient for human beings to understand machine learning models.
Feature selection methods select a subset of important features from the input variables when the machine learning model is trained. The model interpretability could be benefited from this process because it reduces the dimension of input variables, making the model compact and easier to be presented @cite_0 . This is very useful when the input is very high dimensional @cite_4 . The feature selection process could either be conducted before the model fitting @cite_14 or embedded into it @cite_0 @cite_29 . Though feature selection and global model interpretation tasks both aim to extract the most important variables or their combinations, they are different because global model interpretation is a post model fitting process. We represent the trained model in a compact and comprehensible way with good fidelity to the original model. The goal is not to make predictions using this representation but understand how it predicts. In contrast, feature selection discards unimportant variables and predictions will be solely based on selected ones.
@cite_0 @cite_29 @cite_14 @cite_4
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Feature selection is an important technique for data mining. Despite its importance, most studies of feature selection are restricted to batch learning. Unlike traditional batch learning methods, online learning represents a promising family of efficient and scalable machine learning algorithms for large-scale applications. Most existing studies of online learning require accessing all the attributes features of training instances. Such a classical setting is not always appropriate for real-world applications when data instances are of high dimensionality or it is expensive to acquire the full set of attributes features. To address this limitation, we investigate the problem of online feature selection (OFS) in which an online learner is only allowed to maintain a classifier involved only a small and fixed number of features. The key challenge of online feature selection is how to make accurate prediction for an instance using a small number of active features. This is in contrast to the classical setup of online learning where all the features can be used for prediction. We attempt to tackle this challenge by studying sparsity regularization and truncation techniques. Specifically, this article addresses two different tasks of online feature selection: 1) learning with full input, where an learner is allowed to access all the features to decide the subset of active features, and 2) learning with partial input, where only a limited number of features is allowed to be accessed for each instance by the learner. We present novel algorithms to solve each of the two problems and give their performance analysis. We evaluate the performance of the proposed algorithms for online feature selection on several public data sets, and demonstrate their applications to real-world problems including image classification in computer vision and microarray gene expression analysis in bioinformatics. The encouraging results of our experiments validate the efficacy and efficiency of the proposed techniques. Unsupervised feature learning has emerged as a promising tool in learning representations from unlabeled data. However, it is still challenging to learn useful high-level features when the data contains a significant amount of irrelevant patterns. Although feature selection can be used for such complex data, it may fail when we have to build a learning system from scratch (i.e., starting from the lack of useful raw features). To address this problem, we propose a point-wise gated Boltzmann machine, a unified generative model that combines feature learning and feature selection. Our model performs not only feature selection on learned high-level features (i.e., hidden units), but also dynamic feature selection on raw features (i.e., visible units) through a gating mechanism. For each example, the model can adaptively focus on a variable subset of visible nodes corresponding to the task-relevant patterns, while ignoring the visible units corresponding to the task-irrelevant patterns. In experiments, our method achieves improved performance over state-of-the-art in several visual recognition benchmarks. Discriminative methods for learning structured models have enabled wide-spread use of very rich feature representations. However, the computational cost of feature extraction is prohibitive for large-scale or time-sensitive applications, often dominating the cost of inference in the models. Significant efforts have been devoted to sparsity-based model selection to decrease this cost. Such feature selection methods control computation statically and miss the opportunity to fine-tune feature extraction to each input at run-time. We address the key challenge of learning to control fine-grained feature extraction adaptively, exploiting non-homogeneity of the data. We propose an architecture that uses a rich feedback loop between extraction and prediction. The run-time control policy is learned using efficient value-function approximation, which adaptively determines the value of information of features at the level of individual variables for each input. We demonstrate significant speedups over state-of-the-art methods on two challenging datasets. For articulated pose estimation in video, we achieve a more accurate state-of-the-art model that is also faster, with similar results on an OCR task. By removing the irrelevant and redundant features, feature selection aims to find a compact representation of the original feature with good generalization ability. With the prevalence of unlabeled data, unsupervised feature selection has shown to be effective in alleviating the curse of dimensionality, and is essential for comprehensive analysis and understanding of myriads of unlabeled high dimensional data. Motivated by the success of low-rank representation in subspace clustering, we propose a regularized self-representation (RSR) model for unsupervised feature selection, where each feature can be represented as the linear combination of its relevant features. By using L 2 , 1 -norm to characterize the representation coefficient matrix and the representation residual matrix, RSR is effective to select representative features and ensure the robustness to outliers. If a feature is important, then it will participate in the representation of most of other features, leading to a significant row of representation coefficients, and vice versa. Experimental analysis on synthetic and real-world data demonstrates that the proposed method can effectively identify the representative features, outperforming many state-of-the-art unsupervised feature selection methods in terms of clustering accuracy, redundancy reduction and classification accuracy. HighlightsA regularized self-representation (RSR) model is proposed for unsupervised feature selection.An iterative reweighted least-squares algorithm is proposed to solve the RSR model.The proposed method shows superior performance to state-of-the-art.