May 6th
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
Global
Instance-level
Fraud Dashboard
ExplainExplore
Global
Instance-level
Fraud Dashboard
ExplainExplore
Contribution-Value Plots
Global
Instance-level
Fraud Dashboard
ExplainExplore
CV Plots
Global
Instance-level
Fraud Dashboard
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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1
0%
100%
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100
0
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
Paper presented at:
Workshop on Human Interpretability in Machine Learning
Stockholm, Sweden
FRAUD DETECTION EXPLANATIONS
Applicable to any machine learning model
EXPLAINER TECHNIQUES
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LIME
LEMON
EXPLAINER TECHNIQUES
Can be used for any Python model...
sklearn-pmml-model
Can be used for any model...
EXPLAINER TECHNIQUES
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
DEBTOR MANAGEMENT
Paper accepted at:
IEEE Pacific Visualization 2020
@
Tianjin, China
😢
Anywhere where tabular data is used.
Any model in Python or PMML.
DEBTOR MANAGEMENT
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
x
ŷ
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
[1] Friedman, J. H. "Greedy function approximation: a gradient boosting machine.", 2001.
Prediction (ŷ)
Local PDP [1]
Sensitivity
analysis
x
ŷ
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
Sensitivity
analysis
x
ŷ
[2] Goldstein, A., et al. "Peeking inside the black box: Visualizing statistical learning with plots of individual conditional expectation.", 2015.
Local PDP [1]
ICE plot [2]
Repeat
x
ŷ
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
[4] Lundberg, S. M., et. al.. "A unified approach to interpreting model predictions.". 2017.
Feature 1
Feature 2
Feature 3
Feature 4
Feature 5
[3] Ribeiro, M. T., et. al. ""Why should i trust you?" Explaining the predictions of any classifier.", 2016.
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
Sensitivity
analysis
x
ŷ
Local PDP [1]
ICE plot [2]
Repeat
β
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
Local PDP
ICE plot
Contribution (β)
Sensitivity
analysis
Repeat
x
ŷ
β
x
β
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
Local PDP
ICE plot
Contribution (β)
LCV plot
Sensitivity
analysis
Sensitivity
analysis
Repeat
x
ŷ
β
x
β
CONTRIBUTION-VALUE PLOTS
Pre-existing techniques as elementary building blocks.
Prediction (ŷ)
Local PDP
ICE plot
Contribution (β)
LCV plot
GCV plot
Sensitivity
analysis
Sensitivity
analysis
Repeat
Repeat
x
ŷ
β
x
β
CONTRIBUTION-VALUE PLOTS