Local surrogate models

One approach to explain predictions of “black box” models is to approximate its predictions with a white box model that is interpretable. A local surrogate model is a model that does this approximation more accurately only in the “local” feature space surrounding a single input. The idea is that even though a white box model may not accurately capture the behavior of a black box model globally (the feature space of a large set of training instances), it may e.g. linearly approximate the feature space local to a single training instance. Also see global surrogate models.

AI Explainability 360

The AI Explainability 360 (AIX360) toolkit is a Python library that offers a wide range of explanation types as well as some explainability metrics. AIX360 offers excellent guidance material, an interactive demo as well as developer tutorials. What’s particularly good about this material is that it stimulates reflection on which type of explanation is appropriate, not only from a technical point of view, but also with respect to the target explainer and explainee. Read more...

Alibi

Alibi is an open-source Python library that supports various interpretability techniques and a broad array of explanation types. The README already provides an overview of the supported methods and when they are applicable. The following table with supported methods is copied from the README (slightly abbreviated): Supported methods Method Models Explanations Classification Regression Tabular Text Images Categorical features ALE BB global ✔ ✔ ✔ Anchors BB local ✔ ✔ ✔ ✔ ✔ CEM BB* TF/Keras local ✔ ✔ ✔ Counterfactuals BB* TF/Keras local ✔ ✔ ✔ Prototype Counterfactuals BB* TF/Keras local ✔ ✔ ✔ ✔ Integrated Gradients TF/Keras local ✔ ✔ ✔ ✔ ✔ ✔ Kernel SHAP BB local global ✔ ✔ ✔ ✔ Tree SHAP WB local global ✔ ✔ ✔ ✔ The README also explains the keys: Read more...

ELI5

ELI5 (“Explain Like I’m 5”) provides model-specific support for models from scikit-learn, lightning, decision tree ensembles using the xgboost, LightGBM, CatBoost libraries. ELI5 mainly provides convenient wrappers to couple the feature importance coefficients that these libraries already provide with feature names, as well as convenient ways to visualize importances, e.g. by highlighting words in a text. For Keras image classifiers an implementation of the gradient-based Grad-CAM visualizations is offered, but the TensorFlow V2 backend is not supported. Read more...

H2O MLI Resources

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...

LIME: Local Interpretable Model-agnostic Explanations

The type of explanation LIME offers is a surrogate model that approximates a black box prediction locally. The surrogate model is a sparse linear model, which means that the surrogate model is interpretable (in this case, it’s weights are meaningful). This simpler model can thus help to explain the black box prediction, assuming the local approximation is actually sufficiently representative. The intuition behind this is provided in the README: Intuitively, an explanation is a local linear approximation of the model’s behaviour. Read more...

SHAP: SHapley Additive exPlanations

The SHAP package is built on the concept of a Shapley value and can generate explanations model-agnostically. So it only requires input and output values, not model internals: SHAP (SHapley Additive exPlanations) is a game theoretic approach to explain the output of any machine learning model. It connects optimal credit allocation with local explanations using the classic Shapley values from game theory and their related extensions. (README) Additionally, this package also contains several model-specific implementations of Shapley values that are optimized for a particular machine learning model and sometimes even for a particular library. Read more...