Given key performance indicators collected with fine granularity as time series, our aim is to predict and explain failures in storage environments. Although explainable predictive modeling based on spiky telemetry data is key in many domains, current approaches cannot tackle this problem. Deep learning methods suitable for sequence modeling and learning temporal dependencies, such as RNNs, are effective, but opaque from an explainability perspective. Our approach first extracts the anomalous spikes from time series as events and then builds an RNN classifier with attention mechanisms to embed the irregularity and frequency of these events. A preliminary evaluation on real world storage environments shows that our approach can predict failures within a 3-day prediction window with comparable accuracy as traditional RNN-based classifiers. At the same time it can explain the predictions by returning the key anomalous events which led to those failure predictions.
are interpretable by design @cite_6 . Typical examples include decision trees, decision sets @cite_24 @cite_9 , fuzzy inference models @cite_12 or additive models @cite_8 . However, none of these fit temporal data well.
@cite_8 @cite_9 @cite_6 @cite_24 @cite_12
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From doctors diagnosing patients to judges setting bail, experts often base their decisions on experience and intuition rather than on statistical models. While understandable, relying on intuition over models has often been found to result in inferior outcomes. Here we present a new method, select-regress-and-round, for constructing simple rules that perform well for complex decisions. These rules take the form of a weighted checklist, can be applied mentally, and nonetheless rival the performance of modern machine learning algorithms. Our method for creating these rules is itself simple, and can be carried out by practitioners with basic statistics knowledge. We demonstrate this technique with a detailed case study of judicial decisions to release or detain defendants while they await trial. In this application, as in many policy settings, the effects of proposed decision rules cannot be directly observed from historical data: if a rule recommends releasing a defendant that the judge in reality detained, we do not observe what would have happened under the proposed action. We address this key counterfactual estimation problem by drawing on tools from causal inference. We find that simple rules significantly outperform judges and are on par with decisions derived from random forests trained on all available features. Generalizing to 22 varied decision-making domains, we find this basic result replicates. We conclude with an analytical framework that helps explain why these simple decision rules perform as well as they do. One of the most important obstacles to deploying predictive models is the fact that humans do not understand and trust them. Knowing which variables are important in a model's prediction and how they are combined can be very powerful in helping people understand and trust automatic decision making systems. Here we propose interpretable decision sets, a framework for building predictive models that are highly accurate, yet also highly interpretable. Decision sets are sets of independent if-then rules. Because each rule can be applied independently, decision sets are simple, concise, and easily interpretable. We formalize decision set learning through an objective function that simultaneously optimizes accuracy and interpretability of the rules. In particular, our approach learns short, accurate, and non-overlapping rules that cover the whole feature space and pay attention to small but important classes. Moreover, we prove that our objective is a non-monotone submodular function, which we efficiently optimize to find a near-optimal set of rules. Experiments show that interpretable decision sets are as accurate at classification as state-of-the-art machine learning techniques. They are also three times smaller on average than rule-based models learned by other methods. Finally, results of a user study show that people are able to answer multiple-choice questions about the decision boundaries of interpretable decision sets and write descriptions of classes based on them faster and more accurately than with other rule-based models that were designed for interpretability. Overall, our framework provides a new approach to interpretable machine learning that balances accuracy, interpretability, and computational efficiency. Graphical models (e.g., Bayesian and constraint networks, influence diagrams, and Markov decision processes) have become a central paradigm for knowledge representation and reasoning in both artificial intelligence and computer science in general. These models are used to perform many reasoning tasks, such as scheduling, planning and learning, diagnosis and prediction, design, hardware and software verification, and bioinformatics. These problems can be stated as the formal tasks of constraint satisfaction and satisfiability, combinatorial optimization, and probabilistic inference. It is well known that the tasks are computationally hard, but research during the past three decades has yielded a variety of principles and techniques that significantly advanced the state of the art. In this book we provide comprehensive coverage of the primary exact algorithms for reasoning with such models. The main feature exploited by the algorithms is the model's graph. We present inference-based, message-passing schemes (e.g., variable-elimination) and search-based, conditioning schemes (e.g., cycle-cutset conditioning and AND OR search). Each class possesses distinguished characteristics and in particular has different time vs. space behavior. We emphasize the dependence of both schemes on few graph parameters such as the treewidth, cycle-cutset, and (the pseudo-tree) height. We believe the principles outlined here would serve well in moving forward to approximation and anytime-based schemes. The target audience of this book is researchers and students in the artificial intelligence and machine learning area, and beyond. Table of Contents: Preface Introduction What are Graphical Models Inference: Bucket Elimination for Deterministic Networks Inference: Bucket Elimination for Probabilistic Networks Tree-Clustering Schemes AND OR Search Spaces and Algorithms for Graphical Models Combining Search and Inference: Trading Space for Time Conclusion Bibliography Author's Biography We aim to produce predictive models that are not only accurate, but are also interpretable to human experts. Our models are decision lists, which consist of a series of if...then... statements (for example, if high blood pressure, then stroke) that discretize a high-dimensional, multivariate feature space into a series of simple, readily interpretable decision statements. We introduce a generative model called Bayesian Rule Lists that yields a posterior distribution over possible decision lists. It employs a novel prior structure to encourage sparsity. Our experiments show that Bayesian Rule Lists has predictive accuracy on par with the current top algorithms for prediction in machine learning. Our method is motivated by recent developments in personalized medicine, and can be used to produce highly accurate and interpretable medical scoring systems. We demonstrate this by producing an alternative to the CHADS2 score, actively used in clinical practice for estimating the risk of stroke in patients that have atrial fibrillation. Our model is as interpretable as CHADS2, but more accurate.