November 26th
Dennis Collaris
PhD Visualization
75% risk!
Black box
model
Domain expert
But why?
Data
DECISION SUPPORT
DIAGNOSTICS
DIAGNOSTICS
75% risk!
Black box
model
Domain expert
Explanation
Aha!
But why?
Data
Explainer
Fraud detection explanations (ziekteverzuim)
LEMON
sklearn-pmml-model
ExplainExplore (debiteurenmanagement)
New projects
Contribution-Value Plots
StrategyAtlas
FRAUD DETECTION EXPLANATIONS
×
OOB error: 27.7%
FRAUD DETECTION EXPLANATIONS
FRAUD DETECTION EXPLANATIONS
[1] Palczewska, Anna et. al. Interpreting random forest classification models using a feature contribution method. In Integration of reusable systems, pp. 193–218. Springer, 2014.
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7 : 7
6 : 2
...
\(Y_{mean}\) = 0.5
\(Y_{mean}\) = 0.75
\(LI_{X}\) = 0.25
Contribution per Decision Tree:
\(FC_{i,t}^f = \sum_{N \in R_{i,t}} LI_f^N\)
Contribution per Random Forest:
\(FC_i^f = \frac{1}{T}\sum_{t=1}^T FC_{i,t}^f\)
X < 2.5
FRAUD DETECTION EXPLANATIONS
[2] Friedman, Jerome H. Greedy function approximation: A gradient boosting machine. Annals of Statistics, 29(5): pp. 1189–1232, 2001.
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0%
100%
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Duration illness
Fraud?
Fraud (55%)
Non-fraud (35%)
Company | ABC Inc |
Employees | 5 |
Duration illness | days |
... | ... |
Fraud (65%)
Fraud (90%)
Non-fraud (45%)
Non-fraud (40%)
Non-fraud (25%)
FRAUD DETECTION EXPLANATIONS
[3] Ribeiro, Marco Tulio et. al. Why should i trust you?: Explaining the predictions of any classifier. In
Proceedings of the 22nd ACM SIGKDD, pp. 1135–1144. ACM, 2016.
[4] Deng, Houtao. Interpreting tree ensembles with inTrees. arXiv preprint arXiv:1408.5456 , pp. 1–18, 2014.
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FRAUD DETECTION EXPLANATIONS
Any project using a Random Forest in R!
FRAUD DETECTION EXPLANATIONS
FRAUD DETECTION EXPLANATIONS
FRAUD DETECTION EXPLANATIONS
Paper presented at:
Workshop on Human Interpretability in Machine Learning
Stockholm, Sweden
GENERAL EXPLAINER TECHNIQUES
Applicable to any machine learning model
LIME
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LEMON
LIME
LEMON
GENERAL EXPLAINER TECHNIQUES
GENERAL EXPLAINER TECHNIQUES
Can be used for any Python model...
sklearn-pmml-model
Can be used for any model...
DEBTOR MANAGEMENT
DEBTOR MANAGEMENT
Surrogate learning
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Feature 1
Feature 2
Feature 3
Feature 1
Feature 2
Feature 3
Feature 1
Feature 2
Feature 3
DEBTOR MANAGEMENT
Help data scientists to create and tune explanatory surrogate models.
DEBTOR MANAGEMENT
← Any tabular data set
← Any Python classifier, or PMML
← Different surrogate models
DEBTOR MANAGEMENT
Local columns
Global columns
DEBTOR MANAGEMENT
DEBTOR MANAGEMENT
DEBTOR MANAGEMENT
Paper accepted at:
IEEE Pacific Visualization 2020
@
Tianjin, China
😢
DEBTOR MANAGEMENT
Anywhere where tabular data is used.
Any model in Python or PMML.
NEXT STEPS
NEXT STEPS
Global
Instance-level