Recurrent Neural Networks (RNNs) have achieved remarkable performance on a range of tasks. A key step to further empowering RNN-based approaches is improving their explainability and interpretability. In this work we present MEME: a model extraction approach capable of approximating RNNs with interpretable models represented by human-understandable concepts and their interactions. We demonstrate how MEME can be applied to two multivariate, continuous data case studies: Room Occupation Prediction, and In-Hospital Mortality Prediction. Using these case-studies, we show how our extracted models can be used to interpret RNNs both locally and globally, by approximating RNN decision-making via interpretable concept interactions.
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