Interpretable Machine Learning Algorithms with Dalex and H2O

As advanced machine learning algorithms are gaining acceptance across many organizations and domains, machine learning interpretability is growing in importance to help extract insight and clarity regarding how these algorithms are performing and why one prediction is made over another. There are many methodologies to interpret machine learning results (i.e. However, some recent R packages that focus purely on ML interpretability agnostic to any specific ML algorithm are gaining popularity. One such package is DALEX and this post covers what this package does (and does not do) so that you can determine if it should become part of your preferred machine learning toolbox. We implement machine learning models using H2O, a high performance ML toolkit. Let's see how DALEX and H2O work together to get the best of both worlds with high performance and feature explainability!