DataTalks.Club

Interpretable Machine Learning with Python

by Serg Masis

The book of the week from 19 Jul 2021 to 23 Jul 2021

Do you want to understand your models and mitigate risks associated with poor predictions using machine learning interpretation? Interpretable Machine Learning with Python can help you work effectively with ML models.

Questions and Answers

Carsten Schnober

For a next generation of state-of-the-art ML models, do you think explainability will be somehow “embedded” into the models (as opposed to ANNs)?

Serg Masís

Hi Carsten. Don’t know what exactly you mean by “embedded”. There’s an issue of transparency through the property of model explainability which means so called “black-box” models are inherently disadvantaged in this regard. However, it’s not the only important transparency property available nor a reason to disqualify ANNs because they can be queried in other meaningful ways. That being said, if you want state-of-the-art models that retain the same explainability properties of white box models, there are glass box models like this one: https://interpret.ml/docs/ebm.html and many more derived from Bayesian Rule Lists or Trees, not to mention new causal modeling methods.

Shankar Somayajula

Hi Serg Masís How is Interpretable ML different from BI with ML specific visualizations? Isn’t this EDA on model outputs with KPIs relating to model performance – ML model scoring generates predictions/outcomes which one slices and dices as per interest/motivation.

Serg Masís

Hi Shankar. You pose a very interesting question. Indeed I see Interpretable ML as a very similar exercise as BI. It can slice and dice model performance (often called error analysis) but should ideally delve into issues of fairness, uncertainty, robustness, consistency, etc. Of course, many of these look at the distribution of model performance from other angles but you can also learn from feature importance, feature interactions and partial dependence. These help inform model improvements and even business decisions (much like BI can)

Shankar Somayajula

Serg Masís Thanks a lot for your response. Yes, i agree that there are many other areas of focus in addition to performance. Also the feature related functionality isn’t as straight forward as typical BI use cases and falls more into the realm of Data Science/ML.
I come from a BI background and found the ML Classification based Confusion Matrix Metrics good candidates for leveraging BI self service practices … this exploration led to Interpretable AI which is indeed a vast field.
One of the ways that BI can add value is by way of data modeling (not ML modeling) … by leveraging a data model (sql schema) to store the ML outputs with various dimensions/attributes, we should be able to do things which are now done via UI/Self Service vizualizations via a backend/api call and automate many manual operations.
Say, we have an ML model and its predictions, given a new Dataset for scoring, and a candidate list of relevant attributes (col1, col2…col8) for the exercise in question, find the subset/sub-population within these attribute slices where <measure=accuracy/f1_score/precision/sensitivity> falls below 10% of the value evaluated over <overall data/training data/new Data>… This can throw up 3-4 slices like col4=<a>, col6=<b>, col6=<c> where this model degradation does indeed happen and then the user/expert goes on to visualize/explore those sections of the data using the UI. Otherwise discovery depends on analysts stumbling upon the right subset of interest visually in a self-service but manual mode of operation.

Serg Masís

Yes! We definitely need to store model meta-data much more than is practiced. This would include things like performance metrics, fairness metrics, variance of performance against hold-out datasets to show reliability, sensitivity analysis for uncertain inputs hyper-parameters used in training, data provenance, and much more. Ideally we could use data like this to certify models in all sorts of dimensions.

Akshaya Natarajan

Hi Serg! The book looks really interesting. I have a couple of questions:
1) I’m currently working with ResNets and most of the times don’t get how to interpret certain results. What’s the best way to go about interpreting DL models?
2) How can we use Interpretability to detect bias in the ML model?

Serg Masís

Hi Akshaya! Thank you for your questions 1) There are many ways of interpreting DL models depending on the data type (image, text, tabular, time series,…) and/or model architecture (CNN, RNN,…). You mention Resnets so I take it you are interested in Convolutional Neural Networks (images). I would start by understanding the layers with intermediate activations. Then chose examples to study and apply gradient based methods (GradCam, etc) and Permutation based methods (SHAP,…) to interpret the outcomes of the model. 2) It is tough to detect bias in any model but images is particularly challenging because so far the only methods available focus on disparities of representation and outcomes, and don’t go deeper. If you are interested I explain fairness in more detail in the talk I did for deeplearning.ai.

Akshaya Natarajan

Thanks a lot for answering Serg!! Will definitely checkout the video.

Serg Masís

Your welcome!

Dr Abdulrahman Baqais

Hi Serg Masís. Thanks for the book and for your time to answer our questions.
1) Interpretable models is a general term that different stackholders define it differently. It is different for a technical team, than a business users, than a client than an auditing entity like a government or ethical board.
The question is : to whom we should provide Interpretable models? Should we have different Interpretablity to different types of the above stakeholders?
2) In today enterprise ML pipeline, shall we include Interpretablity in the ML pipeline or operatingodel. Probably after the deployment or maybe as part of ethical auditing or should we do it only when it is required.
3) which roles of ML team take care of Interpretablity: DS, ML engineer , a combination of both or we need a separate role with advanced math skills probably to do the task?
4) Can Interpretablity be evolved into a separate business model by itself: something like Interpretablity as a service.
5) Shall we consider Interpretablity as a default embedded part of the product shipped to the customer? Or is it a separate entity in which we can charge the customers differently?
6) Shall we sacrifice little of accuracy to obtain higher Interpretablity even though can sometimes result in profit reduction?
Thank you so much.👍 💯 🙏

Serg Masís

Hi Abdul. I much appreciate your questions. I saved you questions for last. They are very good. It’s been a long day for me so I hope you don’t mind if I answer tomorrow.

Dr Abdulrahman Baqais

Thank you Serg Masís. Sure. Whenever you have time.

Serg Masís

Hi Abdulrahman. 1) Indeed. You would use different interpretation methods for different stakeholders. The technical team tasked with training and deployment should implement and test all pertinent methods to their models. Business stakeholders might be interested only in predictive performance and feature importance. However, ethical board and auditors might be only interested in results from fairness and robustness tests. Government might be interested in sensitivity analysis or whatever compliance tests they have coded in their regulation. As for the end-user, they might want an explanation attached to their predictions. 2) I hope that it will become standard practice to use ML interpretability methods in each step of the pipeline. I think in the future modeling will be done primarily through drag and drop interfaces which will have more a cockpit feel to it than it does right now alerting practitioners of all sorts of issues with data, models and outputs and allowing them to correct these as they go along. This embedding-interpretable-ML-in-the-pipeline approach will make ML more responsible - although I believe making it ethical will require often a better understanding about the data collection process which is often outside of the purview of the ML pipeline, so it won’t cover all bases but I’m hoping that by freeing up some time from ML practitioners from the nuts and bolts of programming modeling they can focus on other issues.

Serg Masís

3) Right now engineering is an important skill to have in ML modeling. However, in a world where most data engineering and modeling doesn’t require programming but more interpretation of statistics, engineering belongs more in MLOps and ML research roles. However, it would open up the floodgates for folks that are data-savvy non-programmers but domain experts to participate in modeling. I think it still makes sense for these folks to be knowledgeable in statistics (ML engineers aren’t necessarily). The focus on interpretation, will heighten the importance of statistics, and it is the more the domain of data scientists than ML engineers. 4) It already has. I’ve seen a few startups offer this service. 5) It should eventually in a model that comes with something like a manifest with everything from data provenance to feature importance pre-defined and an explanation given automatically with every prediction 6) Definitely. I see the value of models that can perform more transparently, fairly and reliably outweigh the risks of just having a higher predictive performance. Higher profits may come with many risks. A model that is right 99.6% of the time might be right for the wrong reasons 0.3% of the time and that can eventually backfire. I rather take a model that is right 99.4% of the time but only right for the wrong reasons 0.01% of the time.

Dr Abdulrahman Baqais

Thank you Serg Masís for your time and detailed answers. Very insightful.

Jeff Herman

Hi Serg. There are a lot of different machine learning interpretability techniques (LIME, SHAP, Anchors, Permutation Importance, etc), is there one such technique that you find yourself using more? Follow up question, is there one such plot or visualization that you use a lot? For example - I see feature importance with tree based models in sklearn used a lot, do you find yourself using one technique a lot like SHAP summary plot?

Serg Masís

Hi Jeff. I personally use SHAP the most during my modeling pipeline but I’ve implemented Anchors into the inference engine of my projects so it has probably been used more times by end-users than I have used SHAP making the models. SHAP’s summary plot I use a lot but I use interaction plots probably slightly more because in my line of work understanding feature interactions is critical.

Alper Demirel

Hi Serg Masís, thanks for being with us.
What was your goal in writing this book? Do you believe you have achieved your goal?

Serg Masís

Hi Alper. Thank you for your question. My goal was to 1) create a comprehensive book about interpretability methods 2) while doing it convince ML practitioners of its importance. The first goal was acheived I think although I had to leave some important topics out (namely, privacy). As for the second goal, I think for years now Ive seen it make appearances in conferences but it still was a bit under the radar for industry. You had AI Ethicists and Academic Experts and some business folks champion XAI / IML but all the people that actually work with data in industry weren’t getting that involved. Its hard to believe because my book was only published this year but it was the third book ever on IML / XAI for practitioners but I think the topic is becoming more top of mind to the audience the book was written for. So its a work in progress but I believe its making in roads.

Alexey Grigorev

Is there any difference between explanability and interpretability? (I.e. between explainable AI and interpretable AI)

Serg Masís

In theory (i.e. academic literature) it does because explainability and interpretability are usually not used interchangeably but, strangely, Explainable AI and Interpretable ML are. Not sure about variations like Interpretable AI and Explainable ML but they likely, in practice, synonyms. It gets confusing because interpretation methods output explanations which we interpret. As for definitions of all the terms you mentioned. There are many definitions of explainability but it’s more focussed on the inner workings of the model (the how the prediction is made), whereas definitions of interpretability specially when referred to as post-hoc interpretability is more about why is a prediction is made. For that reason it is perfectly content with black box models. As for Interpretable ML (aka Explainable AI) its the collection of methods used to understand/debug models on three levels (Fairness, Accountability, Transparency) and even make improvements in those aspects.

Alexey Grigorev

Thanks!
so explainability = I can explain how it works internally
while interpretability = I can interpret the output and understand why model made this particular prediction
correct? Or not?
I think I’m still a bit confused…
Maybe we can try an example? Let’s say we have a resnet model which predicts cats and dogs. What would be explainability and interpretability for this case?

Serg Masís

Yes correct, Alexey, although in a Venn diagram Intepretability includes explainability because transparency is a property of interpretability. In other words, it helps to understand how the model works to explain why it made predictions. As for your example regarding the ResNet, methods like intermediate activations help you visualize each layer in action (and activation maximization per filter) . These help you with the explainability because you can understand how they work. On the other hand, methods that just show you a map of what parts of the image, according to the model, tell it is a cat or a dog (such as Integrated Gradients, GradCam or SHAP) help with interpretability because they don’t tell you how the model works but why it is working (or not!).

Alexey Grigorev

Clear, thank you!

Leonoor Tideman

I love the question Alexey Grigorev because I used to find this genuinely confusing 🤣
Based on what I have seen in XAI & IML, most researchers and practitioners indeed use “explainable AI” and “interpretable ML” interchangeably. I guess it is partly because the field of XAI & IML is still relatively new and pp have not get agreed on one technical definition. When I entered the field (2019), one of the few general references was the Interpretable Machine Learning Book by Molnar (PhD student in Germany). Molnar was one of the first pp to organize all sorts of (sometimes very different) methods under the name of “interpretable ML”.
The main proponent of differentiating between “interpretable ML” and “explainable AI” is Cythia Rudin (professor at Duke University in the USA). She defines IML as being about models that are inherently interpretable (e.g. linear/logistic regression, decision trees), whereas XAI is about generating post-hoc explanations (generally in the form of feature attributions) for arbitrarily complex black-box models. So, according to Rudin, XAI is about using a interpretable model to explain the original black-box predictive model. I highly recommend Rudin’s paper. I like her approach, but as mentioned by Serg Masís her perspective is not widely shared within the community.

Serg Masís

Yes call me one of those that don’t agree with her view. If anything her definitions for XAI and IML should be flipped since the term explainable is more optimistic, for lack of a better world, than interpretable. I honestly don’t think the term explainable belongs anywhere near statistics (and much less neural networks) since even the most basic methods from hypothesis testing to linear regression coefficients are not infallible and self-explanatory and thus require an interpretation within a margin of error.

Emily Tran

Do you need to understand the business 100% to be able to build interpretable ML model/neuro network?

Serg Masís

Maybe not all the business, but the better you understand the business related to the data, the better you can interpret the models trained with that data. However, in the absence of domain knowledge you can learn so much about the data through the model. It can help with EDA.

Marcello La Rocca

Hi Serg Masís
Thanks a lot both for Q&A!
Your book looks great, congrats!!!
Question: as of today, how far would you say we are with the adoption of interpretable machine learning? E.g. what percentage of models used in production would you estimate are interpretable?

Serg Masís

Hi Marcello. Interpretable and explainable are loaded terms. In the context of my book, all models are “interpretable” in the sense that they can be interpreted through model-agnostic or deep learning specific methods. However if by “interpretable” you mean that transparent, I would estimate that 90%+ of production models are “black box models” so they are more opaque. My book doesn’t discriminate against this kind of model since post-hoc interpretability is possible in a model or system with known inputs and outputs, although I wont lie that transparency helps with the reliability of the methods, and ease of interpretation. Therefore, what makes a model interpretable is not exclusively its nature (class, architecture, etc) but that ML practitioners know how to and are actively interpreting models.

Marcello La Rocca

Thanks!

Marcello La Rocca

Question 2: What’s your favourite interpretable alternative to NNs? What about GAMs (generalized additive models, with or without pairwise interaction), do you think they can be as effective as claimed, in comparison to NNs?

Serg Masís

Neural networks come in many flavors so it depends. I wouldn’t use anything other than CNNs for images - it actually surprisingly interpretable. With graph data you have more options like SVMs but NNs are my default. For univariate time series, statistical methods (Garch, ARIMA, etc) are much better than RNNs but not necessarily for multivariate. As for text, transformers rule in accuracy and even interpretability (an improvement from RNNs - even bidirection ones). Last but not least, for tabular data I do so as an example in the book because I know lots of people use NNs with tabular but honestly I can’t think of any good reason to use NNs on tabular data considering better alternatives. My preferred model classes for tabular are decision trees and ensembled decision trees (random forest, XGboost, etc). They tend to perform equal or better than NNs, overfit much less and are easier to tune - you can use monotone and interaction constraints also to place guardrails. As for GAMs, they are good alternatives if you require more transparency however there’s a trade-off with predictive performance. That being said, there’s a gradient boosted GAM that attempts to not compromise on performance which I cover in my book: https://interpret.ml/docs/ebm.html

Marcello La Rocca

Thanks a lot Serg, that’s super thorough!
I’ll take a look at EBMs, thanks!
You mentioned transformers: I haven’t had a chance to dig into the topic, but I am extremely curious to, as I have read (high level) how they improve over RNNs. And I didn’t know they are even more interpretable! I’ll be eager to read about this aspect too.

Serg Masís

Yes, the problem with transformers is since they scale much better, they are pretty much fed the entire Internet 😂 and that has inevitably led to many questions about bias (see Timrit Gebru et al’s paper https://dl.acm.org/doi/10.1145/3442188.3445922)

Lalit Pagaria

Is there any legal framework/requirements for interpretable AI mandate by governments?

Serg Masís

Good question Lalit. Many governments throughout the world have “frameworks” of some kind but in most cases they aren’t requirement and when they are not (namely, European Union) wording is very ambiguous. For instance, GDPR for the EU has enacted a “right to meaningful information about the logic involved” for algorithmic decision-making but an explanation can come in many forms and levels of detail. What precise methods to use and how to deliver this explanation is not defined.

Doink

Serg Masís is GDPR written by technical folks or bureaucrats?

Serg Masís

I think more of the latter but even technical folks don’t have all the answers yet. We still haven’t figured out what constitutes the best framework for providing explanations on all levels (fairness, accountability and transparency). This might also vary according to the use case since some need a bigger focus on fairness and others on accountability, for instance

Krzysztof Ograbek

Hi Serg Masís, thank you for doing this! 2 Questions:

  1. Do you think that ML world would benefit from having more people with a non-tech background. I mean like artists, philosophers, etc. How could we attract such people into the field?
Serg Masís

Hi Krzysztof. No problem. 1) definitely! I think we can open up the floodgates once we remove the programming requirement. I envision future ML systems would be drag and drop so that anybody that has an interest (hopefully more domain knowledge) can partake in the process.

Krzysztof Ograbek

Just a follow quick follow up question. Don’t you think that math is the main reason why AI is so scary to non-tech?

Serg Masís

Math is daunting yes to many but don’t think its the main deterrent. I think there are more scientifically-minded data-savvy people without the programming skills than those without the math skills. Mind you by math skills I’m not talking about graduate physics level math skills but college statistics + linear algebra + calculus. Of those three, statistics is the most important for data science. I think it’s better to understand linear algebra and calculus intuitively for practical use cases than know how to prove a theorem.

Krzysztof Ograbek
  1. Is your book beginner-friendly?
Serg Masís

2) yes but It’s not like a zero to hero book. It’s starts at around 0.01 😂 because I don’t have a glossary for basic concepts like what is machine learning, supervised learning or Python. The expectation is that the reader has some ML 101 knowledge. Besides that the first three chapters are introductory and go over the most basic models and their properties

Doink

Serg Masís 2 Questions
How to deal with the tradeoff between fairness and explainability
If I apply differential privacy then how to maintain fairness, explainability and make sure that there isn’t a high privacy loss.

Serg Masís

Hi Doink! 1) it depends on the type of fairness. One could argue that procedural fairness is upholded better the simpler the model. For instance it two Branch decision tree for credit scoring based on income is very straightforward, and it’s fair because it’s the same rule for everyone. However it’s outcome fairness could be dismal because people that can pay back their loan will get rejected. Personally the level of Procedural fairness I look for is no double standards among similar people but otherwise outcome fairness is what we should shoot for which is statistical parity among demographic groups. The problem is Explainability is at odds with outcome fairness but not procedural fairness. That being said you have to reduce model complexity as much as possible by feature section/engineering, regularization, etc to help with explainability and generalization

Serg Masís

2) for fairness there are many bias mitigation methods you can try and assess using fairness metrics. For differential privacy you can tweak the strength (eps) and then assess its effectiveness. There are many ways to assess explainability. There aren’t great metrics for it but if the model overfits minimally and also is outcome fair it is likely very explainable. How to get all three? Combine fairness methods + assessments, differential privacy (inc assessment) and standard performance metrics (compare with hold out) into your pipeline and optimize with all metrics in mind. You can make your own weighted metric that combines several metrics in one and hyper parameter tune for that. There’s definitely a trade-off so bear that in mind with your weighting.

Alexey Grigorev

Was there something you wanted to include in the book but eventually decided not to?

Alexey Grigorev

If yes, what was it and why you decided not to cover it?

Serg Masís

So much! First there was two chapters originally planned on Interpretation methods for NLP but two months after I started writing the book I found out that Denis Rothman was about to release his XAI book (and it included some NLP because that’s his area of expertise) so I decide not to. I regret this decision and I’m considering adding one NLP chapter in the 2nd edition. The other mayor decision was not to include a chapter on privacy preserving ML because the book was getting too long and this topic is so big. I might just carve some on space for an introduction to this topic in the second edition but would have to remove a chapter. Lastly, there’s a bunch of other topics like error analysis, data augmentation techniques, causal explanations through advanced counterfactual methods and semantic segmentation that I considered covering, but there’s only so much I can cover in a 700 page book! There’s so much more that meets the eye with IML. When I told some of my colleagues that I was writing a book on IML they said sure “I know SHAP and LIME” but it’s much more than that (mind you SHAP and LIME is only 2 out of the 14 chapters, and if I truly wrote about every method available it would had been easily at least 40 chapters).

Alexey Grigorev

Maybe instead of second edition, you could have another book “advanced IML” =)

Serg Masís

Good idea, Alexey!

WingCode

Hi Serg Masís. Thank you for the Q&A!
How do you determine bias when you don’t have access to the model but have access to the input (training data) & output of the model (model predictions), in case of machine learning as a service platform (example: AWS Personalize) ?

Serg Masís

Hi WingCode. Great question! There are two kinds of fairness that pertain ML: outcome and procedural. Although for procedural you would at least have to train a proxy model (with some disclaimers), the model is really not necessary to ascertain bias when measured on the outcomes alone because you can use the labels to determine bias on the data level and the predictions to do so on the model level. What the metrics do is statistically measure disparities between groups. What can make this challenging is when you don’t know what the groups are or don’t even have the data pertaining the groups. Say, gender feature was removed or differential privacy was applied to the training data.

WingCode

Thank you for the answer Serg! 🙂

Agi Kajanaku

Hi Serg Masís, can you elaborate more on how you would approach connecting ml model usage to peripheral hardware?
Thank you!

Serg Masís

Hi Agi Kajanaku! Sorry I’m not sure what you mean by peripheral hardware? Mouses and keyboards? Or more like IoT devices like cameras, sensors, lights, locks and smart speakers? And what do mean about ml model usage? like reporting usage back to the cloud? Or running models in the cloud?

Agi Kajanaku

Hi Serg Masís, apologies for the lack of clarity 😅 I was thinking more of devices like cameras and sensors and mostly running the model but open to reporting usage too. I understand I might have missed the week mark but if you do happen to have time, would love to learn more. Thanks!

Serg Masís

Hi Agi Kajanaku I started writing a response and then forgot to press the send button. Now it’s gone 😅 Anyway, the best approach to model training while preserving privacy in IoT devices is federated learning which is a distributed approach. Because of this private data is never sent to the cloud. That being said, this approach has its limitations because IoT devices aren’t known to have a lot of compute. In other words, sensors definitely are feasible - and cameras less so. What can happen with cameras is you pretrain models with generic data and then the IP camera doesn’t send streaming video to the cloud but run inference on the pretrained models. Occasionally it can connect to the cloud to download model updates. Using generic computer vision models work with things like detecting dogs and people, but not specific people or objects like for instance, if you wanted the camera to detect one of the people that lived in the house at the entrance and then open the door. Facial recognition would require training a model with personal data rather than generic and that would mean cloud involvement for now. In my apartment I’m using a Raspberry Pi, which has a more powerful processor, precisely for that but that is of course one more device besides the IP camera.

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