Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations.

We constructively prove that every deep ReLU network can be rewritten as a functionally identical three-layer network with weights valued in the extended reals. Based on this proof, we provide an algorithm that, given a deep ReLU network, finds the explicit weights of the corresponding shallow network. The resulting shallow network is transparent and used to generate explanations of the model's behaviour.

Deep ReLU Networks can be decomposed into a collection of linear models, each defined in a region of a partition of the input space. This paper provides three results extending this theory. First, we extend this linear decompositions to Graph Neural networks and tensor convolutional networks, as well as networks with multiplicative interactions. Second, we provide proofs that neural networks can be understood as interpretable models such as Multivariate Decision trees and logical theories. Finally, we show how this model leads to computing cheap and exact SHAP values.

High dimensional data that lies on or near a low dimensional manifold can be de- scribed by a collection of local linear models. Such a description, however, does not provide a global parameterization of the manifold--arguably an important goal of unsupervised learning. In this paper, we show how to learn a collection of local linear models that solves this more difficult problem. Our local linear models are represented by a mixture of factor analyzers, and the "global coordi- nation" of these models is achieved by adding a regularizing term to the standard maximum likelihood objective function. The regularizer breaks a degeneracy in the mixture model's parameter space, favoring models whose internal coor- dinate systems are aligned in a consistent way.

Deep neural network (DNN) models have achieved phenomenal success for applications in many domains, ranging from academic research in science and engineering to industry and business. The modeling power of DNN is believed to have come from the complexity and over-parameterization of the model, which on the other hand has been criticized for the lack of interpretation. Although certainly not true for every application, in some applications, especially in economics, social science, healthcare industry, and administrative decision making, scientists or practitioners are resistant to use predictions made by a black-box system for multiple reasons. One reason is that a major purpose of a study can be to make discoveries based upon the prediction function, e.g., to reveal the relationships between measurements. Another reason can be that the training dataset is not large enough to make researchers feel completely sure about a purely data-driven result. Being able to examine and interpret the prediction function will enable researchers to connect the result with existing knowledge or gain insights about new directions to explore. Although classic statistical models are much more explainable, their accuracy often falls considerably below DNN. In this paper, we propose an approach to fill the gap between relatively simple explainable models and DNN such that we can more flexibly tune the trade-off between interpretability and accuracy. Our main idea is a mixture of discriminative models that is trained with the guidance from a DNN. Although mixtures of discriminative models have been studied before, our way of generating the mixture is quite different.

The deep neural networks (DNNs) have achieved great success in learning complex patterns with strong predictive power, but they are often thought of as "black box" models without a sufficient level of transparency and interpretability. It is important to demystify the DNNs with rigorous mathematics and practical tools, especially when they are used for mission-critical applications. This paper aims to unwrap the black box of deep ReLU networks through local linear representation, which utilizes the activation pattern and disentangles the complex network into an equivalent set of local linear models (LLMs). We develop a convenient LLM-based toolkit for interpretability, diagnostics, and simplification of a pre-trained deep ReLU network. We propose the local linear profile plot and other visualization methods for interpretation and diagnostics, and an effective merging strategy for network simplification. The proposed methods are demonstrated by simulation examples, benchmark datasets, and a real case study in home lending credit risk assessment.

As machine learning models become more accurate, they typically become more complex and uninterpretable by humans. The black-box character of these models holds back its acceptance in practice, especially in high-risk domains where the consequences of failure could be catastrophic such as health-care or defense. Providing understandable and useful explanations behind ML models or predictions can increase the trust of the user. Example-based reasoning, which entails leveraging previous experience with analogous tasks to make a decision, is a well known strategy for problem solving and justification. This work presents a new explanation extraction method called LEAFAGE, for a prediction made by any black-box ML model. The explanation consists of the visualization of similar examples from the training set and the importance of each feature. Moreover, these explanations are contrastive which aims to take the expectations of the user into account. LEAFAGE is evaluated in terms of fidelity to the underlying black-box model and usefulness to the user. The results showed that LEAFAGE performs overall better than the current state-of-the-art method LIME in terms of fidelity, on ML models with non-linear decision boundary. A user-study was conducted which focused on revealing the differences between example-based and feature importance-based explanations. It showed that example-based explanations performed significantly better than feature importance-based explanation, in terms of perceived transparency, information sufficiency, competence and confidence. Counter-intuitively, when the gained knowledge of the participants was tested, it showed that they learned less about the black-box model after seeing a feature importance-based explanation than seeing no explanation at all. The participants found feature importance-based explanation vague and hard to generalize it to other instances.

Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in interpretability is designing explanation systems that can capture aspects of each of these explanation types, in order to develop a more thorough understanding of the model. We address this challenge in a novel model called MAPLE that uses local linear modeling techniques along with a dual interpretation of random forests (both as a supervised neighborhood approach and as a feature selection method). MAPLE has two fundamental advantages over existing interpretability systems. First, while it is effective as a black-box explanation system, MAPLE itself is a highly accurate predictive model that provides faithful self explanations, and thus sidesteps the typical accuracy-interpretability trade-off. Specifically, we demonstrate, on several UCI datasets, that MAPLE is at least as accurate as random forests and that it produces more faithful local explanations than LIME, a popular interpretability system. Second, MAPLE provides both example-based and local explanations and can detect global patterns, which allows it to diagnose limitations in its local explanations.

Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in interpretability is designing explanation systems that can capture aspects of each of these explanation types, in order to develop a more thorough understanding of the model. We address this challenge in a novel model called MAPLE that uses local linear modeling techniques along with a dual interpretation of random forests (both as a supervised neighborhood approach and as a feature selection method). MAPLE has two fundamental advantages over existing interpretability systems. First, while it is effective as a black-box explanation system, MAPLE itself is a highly accurate predictive model that provides faithful self explanations, and thus sidesteps the typical accuracy-interpretability trade-off. Specifically, we demonstrate, on several UCI datasets, that MAPLE is at least as accurate as random forests and that it produces more faithful local explanations than LIME, a popular interpretability system. Second, MAPLE provides both example-based and local explanations and can detect global patterns, which allows it to diagnose limitations in its local explanations.

Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in interpretability is designing explanation systems that can capture aspects of each of these explanation types, in order to develop a more thorough understanding of the model. We address this challenge in a novel model called SLIM that uses local linear modeling techniques along with a dual interpretation of random forests (both as a supervised neighborhood approach and as a feature selection method). SLIM has two fundamental advantages over existing interpretability systems. First, while it is effective as a black-box explanation system, SLIM itself is a highly accurate predictive model that provides faithful self explanations, and thus sidesteps the typical accuracy-interpretability trade-off. Second, SLIM provides both example- based and local explanations and can detect global patterns, which allows it to diagnose limitations in its local explanations.