Tree-based machine learning models are among the most popular non-linear predictive learning models in use today, with applications in a variety of domains such as medicine, finance, advertising, supply chain management, and more. These models are often described as a "black box" -- while their predictions are based on user inputs, how the models arrived at their predictions using those inputs is shrouded in mystery. This is problematic for some use cases, such as medicine, where the patterns and individual variability a model might uncover among various factors can be as important as the prediction itself. Now, thanks to researchers in the Allen School's Laboratory of Artificial Intelligence for Medicine and Science (AIMS Lab) and UW Medicine, the path from inputs to predicted outcome has become a lot less dense. In a paper published today in the journal Nature Machine Intelligence, the team presents TreeExplainer, a novel set of tools rooted in game theory that enables exact computation of optimal local explanations for tree-based models.

Tree-based machine learning models such as random forests, decision trees, and gradient boosted trees are the most popular non-linear predictive models used in practice today, yet comparatively little attention has been paid to explaining their predictions. Here we significantly improve the interpretability of tree-based models through three main contributions: 1) The first polynomial time algorithm to compute optimal explanations based on game theory. 2) A new type of explanation that directly measures local feature interaction effects. 3) A new set of tools for understanding global model structure based on combining many local explanations of each prediction. We apply these tools to three medical machine learning problems and show how combining many high-quality local explanations allows us to represent global structure while retaining local faithfulness to the original model. These tools enable us to i) identify high magnitude but low frequency non-linear mortality risk factors in the general US population, ii) highlight distinct population sub-groups with shared risk characteristics, iii) identify non-linear interaction effects among risk factors for chronic kidney disease, and iv) monitor a machine learning model deployed in a hospital by identifying which features are degrading the model's performance over time. Given the popularity of tree-based machine learning models, these improvements to their interpretability have implications across a broad set of domains.