This repository by H2O.ai contains useful resources and notebooks that showcase well-known machine learning interpretability techniques. The examples use the h2o Python package with their own estimators (e.g. their own fork of XGBoost), but all code is open-source and the examples are still illustrative of the interpretability techniques. These case studies that also deal with practical coding issues and preprocessing steps, e.g. that LIME can be unstable when there are strong correlations between input variables. Read more...

The InterpretML toolkit, developed at Microsoft, can be decomposed in two major components: A set of interpretable “glassbox” models Techniques for explaining black box systems. W.r.t. 1, InterpretML particularly contains a new interpretable “glassbox” model that combines Generalized Additive Models (GAMs) with machine learning techniques such as gradient boosted trees, called an Explainable Boosting Machine. Other than this new interpretable model, the main utility of InterpretML is to unify existing explainability techniques under a single API. Read more...