Artificial intelligence (AI) provides many opportunities to improve private and public life. Discovering patterns and structures in large troves of data in an automated manner is a core component of data science, and currently drives applications in diverse areas such as computational biology, law and finance. However, such a highly positive impact is coupled with significant challenges: how do we understand the decisions suggested by these systems in order that we can trust them? In this report, we focus specifically on data-driven methods -- machine learning (ML) and pattern recognition models in particular -- so as to survey and distill the results and observations from the literature. The purpose of this report can be especially appreciated by noting that ML models are increasingly deployed in a wide range of businesses. However, with the increasing prevalence and complexity of methods, business stakeholders in the very least have a growing number of concerns about the drawbacks of models, data-specific biases, and so on. Analogously, data science practitioners are often not aware about approaches emerging from the academic literature, or may struggle to appreciate the differences between different methods, so end up using industry standards such as SHAP. Here, we have undertaken a survey to help industry practitioners (but also data scientists more broadly) understand the field of explainable machine learning better and apply the right tools. Our latter sections build a narrative around a putative data scientist, and discuss how she might go about explaining her models by asking the right questions.

Learn to build decision trees for applied machine learning from scratch in Python. Decision trees are one of the hottest topics in Machine Learning. They dominate many Kaggle competitions nowadays. This course covers both fundamentals of decision tree algorithms such as CHAID, ID3, C4.5, CART, Regression Trees and its hands-on practical applications. Besides, we will mention some bagging and boosting methods such as Random Forest or Gradient Boosting to increase decision tree accuracy.

The goal of the project is to provide machine learning for everyone, both technical and non technical users. I needed a tool sometimes, which I can use to fast create a machine learning prototype. Whether to build some proof of concept or create a fast draft model to prove a point. I find myself often stuck at writing boilerplate code and/or thinking too much of how to start this. Therefore, I decided to create igel.

Nonlinear metrics, such as the F1-score, Matthews correlation coefficient, and Fowlkes-Mallows index, are often used to evaluate the performance of machine learning models, in particular, when facing imbalanced datasets that contain more samples of one class than the other. Recent optimal decision tree algorithms have shown remarkable progress in producing trees that are optimal with respect to linear criteria, such as accuracy, but unfortunately nonlinear metrics remain a challenge. To address this gap, we propose a novel algorithm based on bi-objective optimisation, which treats misclassifications of each binary class as a separate objective. We show that, for a large class of metrics, the optimal tree lies on the Pareto frontier. Consequently, we obtain the optimal tree by using our method to generate the set of all nondominated trees. To the best of our knowledge, this is the first method to compute provably optimal decision trees for nonlinear metrics. Our approach leads to a trade-off when compared to optimising linear metrics: the resulting trees may be more desirable according to the given nonlinear metric at the expense of higher runtimes. Nevertheless, the experiments illustrate that runtimes are reasonable for majority of the tested datasets.

This paper presents an experimental comparison among four Automated Machine Learning (AutoML) methods for recommending the best classification algorithm for a given input dataset. Three of these methods are based on Evolutionary Algorithms (EAs), and the other is Auto-WEKA, a well-known AutoML method based on the Combined Algorithm Selection and Hyper-parameter optimisation (CASH) approach. The EA-based methods build classification algorithms from a single machine learning paradigm: either decision-tree induction, rule induction, or Bayesian network classification. Auto-WEKA combines algorithm selection and hyper-parameter optimisation to recommend classification algorithms from multiple paradigms. We performed controlled experiments where these four AutoML methods were given the same runtime limit for different values of this limit. In general, the difference in predictive accuracy of the three best AutoML methods was not statistically significant. However, the EA evolving decision-tree induction algorithms has the advantage of producing algorithms that generate interpretable classification models and that are more scalable to large datasets, by comparison with many algorithms from other learning paradigms that can be recommended by Auto-WEKA. We also observed that Auto-WEKA has shown meta-overfitting, a form of overfitting at the meta-learning level, rather than at the base-learning level.

Many real-world datasets include a mix of continuous and categorical variables. The defining property of the latter is that they do not permit a total ordering. A major advantage of decision tree models and their ensemble counterparts, random forests, is that they are able to operate on both continuous and categorical variables directly. In contrast, most other popular models (e.g., generalized linear models, neural networks) must instead transform categorical variables into some numerical analog, usually by one-hot encoding them to create a new dummy variable for each level of the original variable: One-hot encoding can lead to a huge increase in the dimensionality of the feature representations. For example, one-hot encoding U.S. states adds 49 dimensions to the intuitive feature representation.

It is notoriously hard to build a bad Random Forest (RF). Concurrently, RF is perhaps the only standard ML algorithm that blatantly overfits in-sample without any consequence out-of-sample. Standard arguments cannot rationalize this paradox. I propose a new explanation: bootstrap aggregation and model perturbation as implemented by RF automatically prune a (latent) true underlying tree. More generally, there is no need to tune the stopping point of a properly randomized ensemble of greedily optimized base learners. Thus, Boosting and MARS are eligible for automatic (implicit) tuning. I empirically demonstrate the property, with simulated and real data, by reporting that these new completely overfitting ensembles yield an out-of-sample performance equivalent to that of their tuned counterparts -- or better.

Over the past decades, classification models have proven to be essential machine learning tools given their potential and applicability in various domains. In these years, the north of the majority of the researchers had been to improve quantitative metrics, notwithstanding the lack of information about models' decisions such metrics convey. This paradigm has recently shifted, and strategies beyond tables and numbers to assist in interpreting models' decisions are increasing in importance. Part of this trend, visualization techniques have been extensively used to support classification models' interpretability, with a significant focus on rule-based models. Despite the advances, the existing approaches present limitations in terms of visual scalability, and the visualization of large and complex models, such as the ones produced by the Random Forest (RF) technique, remains a challenge. In this paper, we propose Explainable Matrix (ExMatrix), a novel visualization method for RF interpretability that can handle models with massive quantities of rules. It employs a simple yet powerful matrix-like visual metaphor, where rows are rules, columns are features, and cells are rules predicates, enabling the analysis of entire models and auditing classification results. ExMatrix applicability is confirmed via different examples, showing how it can be used in practice to promote RF models interpretability.

If you've just started to explore the ways that machine learning can impact your business, the first questions you're likely to come across are what are all of the different types of machine learning algorithms, what are they good for, and which one should I choose for my project? This post will help you answer those questions. There are a few different ways to categorize machine learning algorithms. One way is based on what the training data looks like. Another way to classify algorithms--and one that's more practical from a business perspective--is to categorize them based on how they work and what kinds of problems they can solve, which is what we'll do here.

Communicating effectively with customers is a challenge for many marketers, but especially in a context that is both pivotal to individual long-term financial well-being and difficult to understand: pensions. Around the world, participants are reluctant to consider their pension in advance, it leads to a lack of preparation of their pension retirement [1], [2]. In order to engage participants to obtain information on their expected pension benefits, personalizing the pension providers' email communication is a first and crucial step. We describe a machine learning approach to model email newsletters to fit participants' interests. The data for the modeling and analysis is collected from newsletters sent by a large Dutch pension provider of the Netherlands and is divided into two parts. The first part comprises 2,228,000 customers whereas the second part comprises the data of a pilot study, which took place in July 2018 with 465,711 participants. In both cases, our algorithm extracts features from continuous and categorical data using random forests, and then calculates node embeddings of the decision boundaries of the random forest. We illustrate the algorithm's effectiveness for the classification task, and how it can be used to perform data mining tasks. In order to confirm that the result is valid for more than one data set, we also illustrate the properties of our algorithm in benchmark data sets concerning churning. In the data sets considered, the proposed modeling demonstrates competitive performance with respect to other state of the art approaches based on random forests, achieving the best Area Under the Curve (AUC) in the pension data set (0.948). For the descriptive part, the algorithm can identify customer segmentations that can be used by marketing departments to better target their communication towards their customers.