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Handler, Shawn
Comparing Explanation Methods for Traditional Machine Learning Models Part 2: Quantifying Model Explainability Faithfulness and Improvements with Dimensionality Reduction
Flora, Montgomery, Potvin, Corey, McGovern, Amy, Handler, Shawn
Machine learning (ML) models are becoming increasingly common in the atmospheric science community with a wide range of applications. To enable users to understand what an ML model has learned, ML explainability has become a field of active research. In Part I of this two-part study, we described several explainability methods and demonstrated that feature rankings from different methods can substantially disagree with each other. It is unclear, though, whether the disagreement is overinflated due to some methods being less faithful in assigning importance. Herein, "faithfulness" or "fidelity" refer to the correspondence between the assigned feature importance and the contribution of the feature to model performance. In the present study, we evaluate the faithfulness of feature ranking methods using multiple methods. Given the sensitivity of explanation methods to feature correlations, we also quantify how much explainability faithfulness improves after correlated features are limited. Before dimensionality reduction, the feature relevance methods [e.g., SHAP, LIME, ALE variance, and logistic regression (LR) coefficients] were generally more faithful than the permutation importance methods due to the negative impact of correlated features. Once correlated features were reduced, traditional permutation importance became the most faithful method. In addition, the ranking uncertainty (i.e., the spread in rank assigned to a feature by the different ranking methods) was reduced by a factor of 2-10, and excluding less faithful feature ranking methods reduces it further. This study is one of the first to quantify the improvement in explainability from limiting correlated features and knowing the relative fidelity of different explainability methods.
Comparing Explanation Methods for Traditional Machine Learning Models Part 1: An Overview of Current Methods and Quantifying Their Disagreement
Flora, Montgomery, Potvin, Corey, McGovern, Amy, Handler, Shawn
We demonstrate and visualize different explanation methods, how to interpret them, and provide a complete Python package (scikit-explain) to allow future researchers to explore these products. We also highlight the frequent disagreement between explanation methods for feature rankings and feature effects and provide practical advice for dealing with these disagreements. We used ML models developed for severe weather prediction and sub-freezing road surface temperature prediction to generalize the behavior of the different explanation methods. For feature rankings, there is substantially more agreement on the set of top features (e.g., on average, two methods agree on 6 of the top 10 features) than on specific rankings (on average, two methods only agree on the ranks of 2-3 features in the set of top 10 features). On the other hand, two feature effect curves from different methods are in high agreement as long as the phase space is well sampled. Finally, a lesser-known method, tree interpreter, was found comparable to SHAP for feature effects, and with the widespread use of random forests in geosciences and computational ease of tree interpreter, we recommend it be explored in future research.