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Register a new userProceedings of NIPS 2017 Symposium on Interpretable Machine Learning
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William Herlands
Publication date
2017
fields
Mathematical Statistics
and research's language is
English
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This is the Proceedings of NIPS 2017 Symposium on Interpretable Machine Learning, held in Long Beach, California, USA on December 7, 2017
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This is the Proceedings of NIPS 2017 Workshop on Machine Learning for the Developing World, held in Long Beach, California, USA on December 8, 2017
This is the Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems, held in Barcelona, Spain on December 9, 2016
We present a brief history of the field of interpretable machine learning (IML), give an overview of state-of-the-art interpretation methods, and discuss challenges. Research in IML has boomed in recent years. As young as the field is, it has over 200 years old roots in regression modeling and rule-based machine learning, starting in the 1960s. Recently, many new IML methods have been proposed, many of them model-agnostic, but also interpretation techniques specific to deep learning and tree-based ensembles. IML methods either directly analyze model components, study sensitivity to input perturbations, or analyze local or global surrogate approximations of the ML model. The field approaches a state of readiness and stability, with many methods not only proposed in research, but also implemented in open-source software. But many important challenges remain for IML, such as dealing with dependent features, causal interpretation, and uncertainty estimation, which need to be resolved for its successful application to scientific problems. A further challenge is a missing rigorous definition of interpretability, which is accepted by the community. To address the challenges and advance the field, we urge to recall our roots of interpretable, data-driven modeling in statistics and (rule-based) ML, but also to consider other areas such as sensitivity analysis, causal inference, and the social sciences.
Proceedings of ISMD08
Academic research and the financial industry have recently paid great attention to Machine Learning algorithms due to their power to solve complex learning tasks. In the field of firms default prediction, however, the lack of interpretability has prevented the extensive adoption of the black-box type of models. To overcome this drawback and maintain the high performances of black-boxes, this paper relies on a model-agnostic approach. Accumulated Local Effects and Shapley values are used to shape the predictors impact on the likelihood of default and rank them according to their contribution to the model outcome. Prediction is achieved by two Machine Learning algorithms (eXtreme Gradient Boosting and FeedForward Neural Network) compared with three standard discriminant models. Results show that our analysis of the Italian Small and Medium Enterprises manufacturing industry benefits from the overall highest classification power by the eXtreme Gradient Boosting algorithm without giving up a rich interpretation framework.
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