Predictive modeling is invaded by elastic, yet complex methods such as neural networks or ensembles (model stacking, boosting or bagging). Such methods are usually described by a large number of parameters or hyper parameters - a price that one needs to pay for elasticity. The very number of parameters makes models hard to understand. This paper describes a consistent collection of explainers for predictive models, a.k.a. black boxes. Each explainer is a technique for exploration of a black box model. Presented approaches are model-agnostic, what means that they extract useful information from any predictive method despite its internal structure. Each explainer is linked with a specific aspect of a model. Some are useful in decomposing predictions, some serve better in understanding performance, while others are useful in understanding importance and conditional responses of a particular variable. Every explainer presented in this paper works for a single model or for a collection of models. In the latter case, models can be compared against each other. Such comparison helps to find strengths and weaknesses of different approaches and gives additional possibilities for model validation. Presented explainers are implemented in the DALEX package for R. They are based on a uniform standardized grammar of model exploration which may be easily extended. The current implementation supports the most popular frameworks for classification and regression.
In February 2019 Polish government added an amendment to a banking law that gives a customer a right to receive an explanation in case of a negative credit decision. This means that a bank needs to be able to explain why the loan wasn't granted if the decision process was automatic. In October 2018 world headlines reported about Amazon AI recruiting tool that favored men. Amazon's model was trained on biased data that were skewed towards male candidates. It has built rules that penalized résumés that included the word "women's".
If you like magical incantations in Data Science, please welcome the Ceteris Paribus Plots. Otherwise feel free to call them What-If Plots. Ceteris Paribus (latin for all else unchanged) Plots explain complex Machine Learning models around a single observation. In addition to feature importance/feature attribution, now we can see how the model response changes along a specific variable, keeping all other variables unchanged. Well, use the ceterisParibus package to generate plots like the one below.
Employee turnover (attrition) is a major cost to an organization, and predicting turnover is at the forefront of needs of Human Resources (HR) in many organizations. Until now the mainstream approach has been to use logistic regression or survival curves to model employee attrition. However, with advancements in machine learning (ML), we can now get both better predictive performance and better explanations of what critical features are linked to employee attrition. First, we'll use the h2o package's new FREE automatic machine learning algorithm, h2o.automl(), to develop a predictive model that is in the same ballpark as commercial products in terms of ML accuracy. Then we'll use the new lime package that enables breakdown of complex, black-box machine learning models into variable importance plots. We can't stress how excited we are to share this post because it's a much needed step towards machine learning in business applications!!! Enjoy.
For more on advances in machine learning, prediction, and technology, check out the Data science and advanced analytics sessions at Strata Hadoop World London, May 22-25, 2017. You've probably heard by now that machine learning algorithms can use big data to predict whether a donor will give to a charity, whether an infant in a NICU will develop sepsis, whether a customer will respond to an ad, and on and on. Machine learning can even drive cars and predict elections. I believe it can, but these recent high-profile hiccups should leave everyone who works with data (big or not) and machine learning algorithms asking themselves some very hard questions: do I understand my data? Do I understand the model and answers my machine learning algorithm is giving me? And do I trust these answers? Unfortunately, the complexity that bestows the extraordinary predictive abilities on machine learning algorithms also makes the answers the algorithms produce hard to understand, and maybe even hard to ...