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Interpretable machine learning:

definitions, methods, and applications

Jamie Murdoch, Chandan Singh, Karl Kumbier, Reza Abbasi Asl, Bin Yu

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interpretable machine learning: the use of machine-learning models for the extraction of relevant knowledge about domain relationships contained in data

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Predictive accuracy

Descriptive accuracy

Relevant

An interpretation is relevant if it provides insight for a particular audience into a chosen domain problem.

the degree to which an interpretation method objectively captures the relationships learned by ML models.

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Relevancy

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Model-based

  • sparsity
  • simulatability
  • modularity
  • feature engineering

Post hoc

  • dataset-level
    • feature importances
    • visualization
    • trends + outliers
  • prediction-level

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Future work

  • Evaluating desiderata (PDR) of different methods
    • measuring descriptive accuracy
    • demonstrating relevancy to real-world problems
  • new model-based methods
  • new post hoc methods
    • what should interpretations look like?
    • improving predictive accuracy with interpretations