Explainable Boosting
"Intelligible models for healthcare: Predicting pneumonia risk and hospital 30-day readmission" (R. Caruana,
Y. Lou, J. Gehrke, P. Koch, M. Sturm, and N. Elhadad 2015)
@inproceedings{caruana2015intelligible,
title={Intelligible models for healthcare: Predicting pneumonia risk and hospital 30-day readmission},
author={Caruana, Rich and Lou, Yin and Gehrke, Johannes and Koch, Paul and Sturm, Marc and Elhadad, Noemie},
booktitle={Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
pages={1721--1730},
year={2015},
organization={ACM}
}
Paper link
"Accurate intelligible models with pairwise interactions" (Y. Lou, R. Caruana, J. Gehrke, and G. Hooker
2013)
@inproceedings{lou2013accurate,
title={Accurate intelligible models with pairwise interactions},
author={Lou, Yin and Caruana, Rich and Gehrke, Johannes and Hooker, Giles},
booktitle={Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining},
pages={623--631},
year={2013},
organization={ACM}
}
Paper link
"Intelligible models for classification and regression" (Y. Lou, R. Caruana, and J. Gehrke 2012)
@inproceedings{lou2012intelligible,
title={Intelligible models for classification and regression},
author={Lou, Yin and Caruana, Rich and Gehrke, Johannes},
booktitle={Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining},
pages={150--158},
year={2012},
organization={ACM}
}
Paper link
"Axiomatic Interpretability for Multiclass Additive Models" (X. Zhang, S. Tan, P. Koch, Y. Lou, U. Chajewska, and R. Caruana 2019)
@inproceedings{zhang2019axiomatic,
title={Axiomatic Interpretability for Multiclass Additive Models},
author={Zhang, Xuezhou and Tan, Sarah and Koch, Paul and Lou, Yin and Chajewska, Urszula and Caruana, Rich},
booktitle={Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery \& Data Mining},
pages={226--234},
year={2019},
organization={ACM}
}
Paper link
"Distill-and-compare: auditing black-box models using transparent model distillation" (S. Tan, R. Caruana, G. Hooker, and Y. Lou 2018)
@inproceedings{tan2018distill,
title={Distill-and-compare: auditing black-box models using transparent model distillation},
author={Tan, Sarah and Caruana, Rich and Hooker, Giles and Lou, Yin},
booktitle={Proceedings of the 2018 AAAI/ACM Conference on AI, Ethics, and Society},
pages={303--310},
year={2018},
organization={ACM}
}
Paper link
"Purifying Interaction Effects with the Functional ANOVA: An Efficient Algorithm for Recovering Identifiable Additive Models" (B. Lengerich, S. Tan, C. Chang, G. Hooker, R. Caruana 2019)
@article{lengerich2019purifying,
title={Purifying Interaction Effects with the Functional ANOVA: An Efficient Algorithm for Recovering Identifiable Additive Models},
author={Lengerich, Benjamin and Tan, Sarah and Chang, Chun-Hao and Hooker, Giles and Caruana, Rich},
journal={arXiv preprint arXiv:1911.04974},
year={2019}
}
Paper link
"Interpreting Interpretability: Understanding Data Scientists' Use of Interpretability Tools for Machine Learning" (H. Kaur, H. Nori, S. Jenkins, R. Caruana, H. Wallach, J. Wortman Vaughan 2020)
@inproceedings{kaur2020interpreting,
title={Interpreting Interpretability: Understanding Data Scientists' Use of Interpretability Tools for Machine Learning},
author={Kaur, Harmanpreet and Nori, Harsha and Jenkins, Samuel and Caruana, Rich and Wallach, Hanna and Wortman Vaughan, Jennifer},
booktitle={Proceedings of the 2020 CHI Conference on Human Factors in Computing Systems},
pages={1--14},
year={2020}
}
Paper link
"How Interpretable and Trustworthy are GAMs?" (C. Chang, S. Tan, B. Lengerich, A. Goldenberg, R. Caruana 2020)
@article{chang2020interpretable,
title={How Interpretable and Trustworthy are GAMs?},
author={Chang, Chun-Hao and Tan, Sarah and Lengerich, Ben and Goldenberg, Anna and Caruana, Rich},
journal={arXiv preprint arXiv:2006.06466},
year={2020}
}
Paper link
SHAP
"A Unified Approach to Interpreting Model Predictions" (S. M. Lundberg and S.-I. Lee 2017)
@incollection{NIPS2017_7062,
title = {A Unified Approach to Interpreting Model Predictions},
author = {Lundberg, Scott M and Lee, Su-In},
booktitle = {Advances in Neural Information Processing Systems 30},
editor = {I. Guyon and U. V. Luxburg and S. Bengio and H. Wallach and R. Fergus and S. Vishwanathan and R. Garnett},
pages = {4765--4774},
year = {2017},
publisher = {Curran Associates, Inc.},
url = {http://papers.nips.cc/paper/7062-a-unified-approach-to-interpreting-model-predictions.pdf}
}
Paper link
"Consistent individualized feature attribution for tree ensembles" (Lundberg, Scott M and Erion, Gabriel G and Lee, Su-In 2018)
@article{lundberg2018consistent,
title={Consistent individualized feature attribution for tree ensembles},
author={Lundberg, Scott M and Erion, Gabriel G and Lee, Su-In},
journal={arXiv preprint arXiv:1802.03888},
year={2018}
}
Paper link
"Explainable machine-learning predictions for the prevention of hypoxaemia during surgery" (S. M. Lundberg et al. 2018)
@article{lundberg2018explainable,
title={Explainable machine-learning predictions for the prevention of hypoxaemia during surgery},
author={Lundberg, Scott M and Nair, Bala and Vavilala, Monica S and Horibe, Mayumi and Eisses, Michael J and Adams, Trevor and Liston, David E and Low, Daniel King-Wai and Newman, Shu-Fang and Kim, Jerry and others},
journal={Nature Biomedical Engineering},
volume={2},
number={10},
pages={749},
year={2018},
publisher={Nature Publishing Group}
}
Paper link
Sensitivity Analysis
"SALib: An open-source Python library for Sensitivity Analysis" (J. D. Herman and W. Usher 2017)
@article{herman2017salib,
title={SALib: An open-source Python library for Sensitivity Analysis.},
author={Herman, Jonathan D and Usher, Will},
journal={J. Open Source Software},
volume={2},
number={9},
pages={97},
year={2017}
}
Paper link
"Factorial sampling plans for preliminary computational experiments" (M. D. Morris 1991)
@article{morris1991factorial,
title={},
author={Morris, Max D},
journal={Technometrics},
volume={33},
number={2},
pages={161--174},
year={1991},
publisher={Taylor \& Francis Group}
}
Paper link
Open Source Software
"Scikit-learn: Machine learning in Python" (F. Pedregosa et al. 2011)
@article{pedregosa2011scikit,
title={Scikit-learn: Machine learning in Python},
author={Pedregosa, Fabian and Varoquaux, Ga{\"e}l and Gramfort, Alexandre and Michel, Vincent and Thirion, Bertrand and Grisel, Olivier and Blondel, Mathieu and Prettenhofer, Peter and Weiss, Ron and Dubourg, Vincent and others},
journal={Journal of machine learning research},
volume={12},
number={Oct},
pages={2825--2830},
year={2011}
}
Paper link
"Collaborative data science" (Plotly Technologies Inc. 2015)
@online{plotly,
author = {Plotly Technologies Inc.},
title = {Collaborative data science},
publisher = {Plotly Technologies Inc.},
address = {Montreal, QC},
year = {2015},
url = {https://plot.ly} }
Link
"Joblib: running python function as pipeline jobs" (G. Varoquaux and O. Grisel 2009)
@article{varoquaux2009joblib,
title={Joblib: running python function as pipeline jobs},
author={Varoquaux, Ga{\"e}l and Grisel, O},
journal={packages. python. org/joblib},
year={2009}
}
Link
# Videos
- [The Science Behind InterpretML: Explainable Boosting Machine](https://www.youtube.com/watch?v=MREiHgHgl0k)
- [How to Explain Models with IntepretML Deep Dive](https://www.youtube.com/watch?v=WwBeKMQ0-I8)
# External links
- [A gentle introduction to GA2Ms, a white box model](https://blog.fiddler.ai/2019/06/a-gentle-introduction-to-ga2ms-a-white-box-model)
- [On Model Explainability: From LIME, SHAP, to Explainable Boosting](https://everdark.github.io/k9/notebooks/ml/model_explain/model_explain.nb.html)
- [Benchmarking and MLI experiments on the Adult dataset](https://github.com/sayakpaul/Benchmarking-and-MLI-experiments-on-the-Adult-dataset/blob/master/Benchmarking_experiments_on_the_Adult_dataset_and_interpretability.ipynb)
- [Dealing with Imbalanced Data (Mortgage loans defaults)](https://mikewlange.github.io/ImbalancedData-/index.html)
- [Kaggle PGA Tour analysis by GAM](https://www.kaggle.com/juyamagu/pga-tour-analysis-by-gam)
- [Explaining Model Pipelines With InterpretML](https://medium.com/@mariusvadeika/explaining-model-pipelines-with-interpretml-a9214f75400b)
- [Explain Your Model with Microsoft’s InterpretML](https://medium.com/@Dataman.ai/explain-your-model-with-microsofts-interpretml-5daab1d693b4)
- [Model Interpretation with Microsoft’s Interpret ML](https://medium.com/@sand.mayur/model-interpretation-with-microsofts-interpret-ml-85aa0ad697ae)
# Papers that use or compare EBMs
- [Identifying main and interaction effects of risk factors to predict intensive care admission in patients hospitalized with COVID-19](https://www.medrxiv.org/content/10.1101/2020.06.30.20143651v1.full.pdf)
- [Neural Additive Models: Interpretable Machine Learning with Neural Nets](https://arxiv.org/pdf/2004.13912.pdf)
- [Integrating Co-Clustering and Interpretable Machine Learning for the Prediction of Intravenous Immunoglobulin Resistance in Kawasaki Disease](https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=9097874)
- [GAMI-Net: An Explainable Neural Network based on Generalized Additive Models with Structured Interactions](https://arxiv.org/pdf/2003.07132v1.pdf)
- [Interpretable Prediction of Goals in Soccer](http://statsbomb.com/wp-content/uploads/2019/10/decroos-interpretability-statsbomb.pdf)
- [Extending the Tsetlin Machine with Integer-Weighted Clauses for Increased Interpretability](https://arxiv.org/pdf/2005.05131.pdf)
- [In Pursuit of Interpretable, Fair and Accurate Machine Learning for Criminal Recidivism Prediction](https://arxiv.org/pdf/2005.04176.pdf)
- [Galaxy Zoo: Probabilistic Morphology through Bayesian CNNs and Active Learning](https://arxiv.org/pdf/1905.07424.pdf)
# Contact us
There are multiple ways to get in touch:
- Email us at interpret@microsoft.com
- Or, feel free to raise a GitHub issue