Automated Learning of Interpretable Models with Quantified Uncertainty

Machine learning (ML) has become ubiquitous in scientific disciplines. In some applications, accurate data-driven predictions are all that is required; however, in many others, interpretability and explainability of the model is equally important. Interpretability and explainability can provide justification for decisions, promote scientific discovery and ultimately lead to better control/improvement of models [1, 2]. In a complementary fashion, ML models can provide further insight by conveying their level of uncertainty in predictions [3]. Especially in cases of low risk tolerance this type of insight is crucial for building trust in ML models [4]. Rather than focus on black-box ML methods (e.g., neural networks or Gaussian process regression) combined with post hoc explainability tools, the current work focuses on inherently interpretable methods. Interpretable ML methods can be competitive with black-box ML in terms of accuracy and do not require a separate explainability toolkit [4, 5]. Symbolic regression is one such inherently interpretable form of ML wherein an analytic equation is produced that best models input data.