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Interpretable Machine Learning

by Christoph Molnar

The book of the week from 11 Apr 2022 to 15 Apr 2022

Machine learning has great potential for improving products, processes and research. But computers usually do not explain their predictions which is a barrier to the adoption of machine learning. This book is about making machine learning models and their decisions interpretable.

After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. The focus of the book is on model-agnostic methods for interpreting black box models such as feature importance and accumulated local effects, and explaining individual predictions with Shapley values and LIME. In addition, the book presents methods specific to deep neural networks.

All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project. Reading the book is recommended for machine learning practitioners, data scientists, statisticians, and anyone else interested in making machine learning models interpretable.

Questions and Answers

Daniel

Hi Christoph Molnar, thank you very much for doing this. I would like to know:

  • Who is the target audience for this book?
  • Meanwhile there are several approaches available to explain AI algorithms. I guess there is no free lunch and it depends on the use case, but out of your experience: Do you have any personal favorite among all the tools/ techniques? Maybe one that tends to be used most often?
  • With the rise of bigger and more and more complex models it’s probably getting even harder and harder to explain these black box models. What do you think are the most challenging things with regard to explainable AI in the future? Any ideas how to solve it and where this finally leads us?
  • Is there any specific advice you have for beginners in ML with regards to explainable AI?
    Many thanks in advance!
    Cheers
    Daniel
Christoph Molnar

Hi Daniel, thanks for these questions.

  1. Interpretable Machine Learning is for everyone who wants to learn how we can explain machine learning models. I know that many data scientists who build predictive models themselves are readers of the book. Then there are students and teachers of machine learning, but also technical managers and many other people.
  2. Really depends on what you want to do. Shapley/SHAP is a good all-rounder for both explaining individual predictions, but also summarizing what the model does in general. If you want to know feature importance, the Permutation Feature Importance is a good go-to approach.
  3. We have many interpretation tools that are model agnostic, so your models becoming more complex is not necessarily the biggest issue. One of the challenges I see is in adapting the interpretability to the target audience: People trained in understanding linear regression models might easily understand any explanation in the form of a weighted sum. But others would have a hard time. Another challenge: For some interpretation methods it’s not 100% clear how we should interpret them, or if they even do what we want them to. For example, saliency maps for neural networks are quite problematic.
  4. I think explainable AI can be a great tool, especially when you want to learn ML. Explainable AI tools can give you some more intuition about the workings of machine learning. For example, you should see the effect of regularization in feature effects and importance. Feature effect curves will reveal differences in how different models model relationships between features and the target: A feature effect curve for an SVM looks completely different from a decision tree. For beginners, I believe it makes sense to invest some time also in explainability.
Daniel

Thank you! :)

Matthew Emerick

Hey, Christoph Molnar! We really appreciate you doing this.
Does choosing an interpretable algorithm add a layer of algorithmic complexity to a model?

Christoph Molnar

It can. That depends on how your chosen interpretation approach works. So-called post-hoc or model-agnostic methods are applied after the model was trained. So it does not add to the model prediction or training complexity. You can read more about model-agnostic in this chapter of my book
Other interpretation tools can modify how the model is trained. For example, adding monotonicity constraints. Those methods may increase the algorithmic complexity

Kwang Yang Chia

Hi Christoph Molnar! Thank you so much for doing this. I would like to know:

  1. What industries would greatly benefit from explainable AI more so than others?
  2. Considering the popularity of deep learning (and therefore the popularity of black-box models), where would explainable AI fit in Data Science?
  3. What are the typical methods that make black box methods more interpretable?
Christoph Molnar
  1. Good question. As a rule of thumb I would say that interpretability is required when only making predictions is not enough, but you also want to learn from your model about the world. Anything science-related. Imagine you build a prediction model for whether some crop will grow on a certain location. Maybe the model is really good at prediction. But you might also want to know what the important factors were, understand what makes a plant thrive and what factors limits its growth. Marketing is another example: A churn model is much more useful when you have an idea why the customers are turning the backs on your company.
  2. As a data scientists you can be in the position to convince others (like management) that your model is robust and brings benefits. I know some places which would not accept black box models, since they don’t trust such opaque models. Interpretability can close this gap, and make black-box models more appealing for many business cases.
  3. A big question to ask, I could copy the content of my book here 😄. But the short answer: Shapley values/SHAP and LIME are popular methods that can explain individual predictions. LIME and SHAP are quite flexible and can produce explanations for tabular data, text data and image data. Then we have methods that can explain the average behavior of a machine learning model. The permutation feature importance can tell you for example how important a feature was for the correct prediction or classification (on average for the entire dataset). If you want to know the effect that a feature has on the prediction Some data scientists would not use black box models in the first place, but instead use model that are already interpretable: Generalized additive models, decision rules and decision trees, …
Kwang Yang Chia

Thank you for your answers! Very informative, and I learned something new. 😄
Just one more question - Are there any developments that seek to improve the interpretability of current models (e.g. anything that helps with the interpretability of Deep Learning models, for example?)

Christoph Molnar

There are many, and it’s difficult to keep an overview here. Here just one example: https://proceedings.neurips.cc/paper/2015/file/ced556cd9f9c0c8315cfbe0744a3baf0-Paper.pdf
Deep Convolutional Inverse Graphics Network -> This paper proposes to disentangle image representations within a neural network. Instead of allowing any neuron to learn anything, they try to force individual neurons to be responsible for separate attributes like pose or light.

Christoph Molnar

Disentanglement in general is a big topic for increasing deep learning interpretability.

Kwang Yang Chia

Thank you for the insight! Really appreciate it 😄

Jasmin Classen

Hi Christoph Molnar , thanks so much for doing this. My question(s) would be:
From your experience, what are the most common Use Cases where you would use explainable ML in practice? What audiences of your model could benefit from this? E.g. gaining trust from technical vs non-technical stakeholders, for your own / team-internal projects to understand your own model, anything else? Maybe you have some concrete examples when you used explainable ML in practice?

Christoph Molnar

A common use case is also model debugging: With interpretation techniques, you can quickly see if something goes completely wrong. Like one of the features being, unexpectedly, one of the most important features could hint at something like target leakage. I used interpretability for checking if my model makes sense, get ideas for feature engineering, and so on.
For example, I once built a classifier for financial transactions. It was an interpretable model, so we could check against domain expertise whether the decision rules within that model made sense. This was very reassuring to see, before we gave the model into production 😁

Jasmin Classen

Cool, thanks so much! Have you ever used any of the methods to help stakeholders understand your models?

Christoph Molnar

I’ve used random forest feature importance and partial dependence plots.
None of the newer methods because I have moved on to doing research. I know of many practitioners who regularly use Shapley values, permutation feature importance, LIME and so on.

Jasmin Classen

Thanks so much, really interesting!

Vladimir Finkelshtein

Often, when I train my first models, the most important feature is usually the one, which I later discover drifted in distribution the most between training and validation sets 😞 So it is a nice way to know what you are overfitting to.

Vladimir Finkelshtein

Your book contains many established and somewhat acceptable methods in the industry like LIME, SHAP and counterfactuals, etc. Are there some approaches that you see as promising and would include in the 3rd edition of your book?

Christoph Molnar

One topic I wanted to add is eep learning-specific attention mechanisms.
Then mostly I will have to update many of the old chapter, because a lot of great research is coming out scrutinizing these more established methods.

Vladimir Finkelshtein

How do the interpretability algorithms handle interdependencies in the data? For example, if I trained logistic regression and included features X and X***3* (which might make sense for certain use case), it does not help me to know what would have happened if I increased X and decreased *X***3. What if I trained a model where I am not aware of interdependencies between features, but they exist and are more complicated?

Christoph Molnar

Poorly. Most methods handle interdependencies poorly.
And the interdependencies problem is both a technical but also a deeper problem. Interpretation often means isolating a single feature, and studying how changing this feature changes the prediction.
But with dependencies, does it even make sense to study the feature in isolation?
That’s why I would recommend to study the interdependencies before using interpretability methods. You can have a look at the correlations between the features, but also use more complex dependence measures such as HSIC.
In the case of your example, you could technically wrap this transformation where you compute x**3 and make it part of the model. Then you could study how increasing x changes the prediction through both logistic regression terms.

Vladimir Finkelshtein

Our company in industrial data science (metallurgy) has quite a few use cases where it makes sense to explicitly study one feature in isolation, where almost all of the features in the model are very heavily interdependent. There is academic research about these interdependencies for decades and only small subset of them is understood. Once you consider hundreds of features, there is basically no way to know what’s going on. We know for fact that everything is correlated with almost everything, but the relations are very complex to model, so recreating your suggestion with x**3 is unfortunately out of question 😞

Integralytic Team

Christoph Molnar Thank you for sharing your book this week. What would you recommend with regard to explaining NLP models, particularly using Spark NLP and Spark ML? We are trying to understand how to explain which words or word combinations influence NLP predictions.

Christoph Molnar

I think NLP is the topic that got the least attention in my book 😅 (pun intended)
Technically, LIME and SHAP work. In the case of text, they both work by similar mechanisms: For a given text and classification, they create snippets of this text with some of the words missing, then get the model prediction / classification score. Changes in the prediction are then attributed to the individual words.
If you are using a deep learning approach with some attention mechanism you could also look at visualizing the weights (although some say that attention make poor explanations).

Christoph Molnar

For Shapley values there seems to be a Spark version: https://pypi.org/project/shparkley/
I haven’t tested it.

Integralytic Team

Thank you!

Clara B.

What is in your eyes the most neglected area in machine learning interpretability research or the area with still the highest potential?

Christoph Molnar

Studying how users interpret the results and what the best interpretation output for a given audience is.
These real-world studies are difficult to do. There are some human studies, but they are usually conducted with Amazon mechanical turk or with surveys of students.

Christoph Molnar

And the tasks are quite artificial, so it’s difficult to translate results into how people would understand the black-box interpretations in a real application.

Clara B.

Will your book be translated to other languages?

Christoph Molnar

Interpretable Machine Learning has translations into Chinese, Japanese, Spanish, Bahasa Indonesia, Korean, and Vietnamese. See her: https://christophm.github.io/interpretable-ml-book/translations.html

Max Payne

Hi, does your book touch upon ExplainableAI (i.e. deep learning/NN instead of ML)
If not, how different would the two be?

Christoph Molnar

It does! First, all model-agnostic methods can also be used for deep learning as well by.
And an entire part of the book is dedicated to interpreting deep learning approaches: https://christophm.github.io/interpretable-ml-book/neural-networks.html
This part covers:

  • Visualizing learned features (feature visualization)
  • Pixel attribution aka saliency maps
  • Concept detection (TCAV)
  • Adversarial examples
  • Influential instances
build-failing

Hello Christoph Molnar, it would be great if you could consider answering the following questions regarding interpretability of deep learning models:

  1. Looking at things from a deep learning for computer vision standpoint, the go-to techniques for explainability are: CAM, and the improved GradCAM, GradCAM++.
  2. Does the book go over these topics as well? Or would you be covering these topics in the next edition?
  3. Recently, there have been significant research efforts on the use of causal attribution to addressing explainability. I would like to know your thoughts on the same.
  4. On the ML front, does the book cover simple yet intuitive techniques such as partial dependency plots–on the various features so that we can make a more informed decision on the set of features that the model is actually using in its decision-making process.
    Thank you in advance.
Christoph Molnar
  1. and 2. Grad-CAM and similar appraoches are covered in this chapter: https://christophm.github.io/interpretable-ml-book/pixel-attribution.html
  2. I haven’t covered causal attributions so far. My take at the moment is: You have to approach causality already when you fit your model. Meaning you need a causal model when you want to have a causal interpretation.
  3. The book covers many of the simpler approaches:
    PDP: https://christophm.github.io/interpretable-ml-book/pdp.html
    Permutation Feature Importance: https://christophm.github.io/interpretable-ml-book/feature-importance.html
build-failing

Thank you very much for your detailed reply, and for pointing me to these references.

CJ

As model risk becomes increasingly important to businesses, interpretability will likely need to be more incorporated into business practice. Does your book address the various use cases for interpretability?

Christoph Molnar

The book is more centered around the methods rather than specific use-cased. Some motivation for why we need interpretability can be found here: https://christophm.github.io/interpretable-ml-book/interpretability-importance.html

naaavI

What is your approach to ensembles results explanation? Especially with different approaches inside? Christoph Molnar

Christoph Molnar

For ensembles you can also use model-agnostic methods. You view your ensemble as one model: Input data comes in and you get the prediction. Then you can still calculate, for example, permutation feature importance or explain individual predictions with Shapley values.
With model-agnostic interpretation methods it does not matter how many models are inside the ensembles or how complex they are.

naaavI

Do you really uncover unsulervised learning algorythms results interpretation for absolute beginners?

Christoph Molnar

Not sure I interpret the question correctly. Is your question whether beginners can understand the results of interpretation methods?

naaavI

Yeah, a kind of.

Christoph Molnar

I do think there needs to be some training how to interpret the outputs correctly. For example what it means if permutation feature importance is zero. Or how to interpret Shapley values.

naaavI

What i your definition of explanation ?: i mean - explain how the figures are calculated , or how to interpret results in different business cases?

Christoph Molnar

The word “explanation” is a bit fuzzy and used differently by different people. In the context of explaining black box models, it’s often used as “explaining” how the model made a prediction. And explanation is often equated to attributing the prediction to the input features.

Tim Becker

Hi Christoph Molnar, could you provide us with some intuition on how SHAP and LIME methods work and point out the differences between the methods? Are there situations when you would select one over the other?

Christoph Molnar

Intuition LIME: We can explain a single prediction by approximating the complex prediction function with a simpler model, like a linear regression model. Idea is: We fit this linear model only with data that is very close to the data point that we want to explain.
Intuition Shapley: We want to fairly attribute the prediction for a data point to the individual feature values of this data point. Shapley values tries out different combination of feature values to determine how much each of the feature values contributed towards the prediction.
Similarity between SHAP and LIME: Both can be expressed as linear models. By choosing a certain kernel for LIME, you can get the same results as for Shapley values. But in practice, LIME uses other kernels to weight the data points in the neighboorhood.
Which to use: I think that Shapley values has a more solid theory. LIME has the big unsolved problem how to define what the neighbourhood of a data point is.

Vladimir Finkelshtein

Machine learning algorithms are always ranked/judged/hyped by their performance on some benchmarks datasets. On the other hand, with explainability algorithms, there is an example of its output, but I have not seen a systematic evaluation.
Is there some idea of a metric for explainability algorithms? Like, we give models list of problems, where we already know what the explanations should be and rank the models? Perhaps, one can create synthetic problems, where we know causality?

Christoph Molnar

There are various metrics that can be used to assess how well explainability methods work:

Christoph Molnar

Fidelity: Some explanation methods like LIME build a prediction model themselves. With fidelity you can measure how close the predictions of your explanations are to your model predictions.
Sparsity: You can count how many features were used for your explanation. Shorter explanations should be easier to understand for users.

Christoph Molnar

Then there are human- or task oriented metrics:

  • How well can a user predict what the model will do, when the user is allowed to see explanations for the model?
  • How much faster are users with their task when they are also given expllanations
Christoph Molnar

But the main problem: There is no ground truth as we have with supervised machine learning.
I would say, interpretable machine learning / explainable AI is more like descriptive statistics: For example, you can compute either the mean or the median. But nobody tells you whether the mean or the median is the correct way to describe your distribution. Similarly, the interpretation computes different “descriptive statistics” of your model. Our goal as researchers is to make it clear what the correct interpretation is.

Arkadiusz Modzelewski

Christoph Molnar First of all, thank you for the opportunity to ask questions and for a great book. I currently work as a machine learning specialist, but I also often think about recruiting for a PhD. One topic that I am very interested in is precisely explainable artificial intelligence. Would you perhaps have any tips for someone who wants to go for a PhD? Or do you see any areas in explainable and interpretable artificial intelligence that are particularly worth looking into as part of a research path? I see now that authors answer questions until Thursday, but maybe there will be an exception, so I try to ask :D

Christoph Molnar

I have seen so many labs starting to work on interpretability. So the field is becoming much more crowded.
I would not work on another paper that tries to improve Shapley values or that introduces another saliency map algorithm.
I think the most valuable is to bring more rigor to the field: Analyze what the limitations of existing methods are. Make sure that we better understand when Shapley values or other methods fail or may lead to a misleading interpretation. But to be honest, it can be harder to publish such papers, since it’s often easier to just invent some new method, unfortunately.

Arkadiusz Modzelewski

I recently read this article: Stop Explaining Black Box Machine Learning Models for High Stakes Decisions and Use Interpretable Models Instead (https://arxiv.org/abs/1811.10154) The author seems to have a rather strongly critical approach to explaining black box methods. Are you perhaps familiar with this article and could you let us know what your opinion is on the subject?

Christoph Molnar

I’ve read the paper. I don’t agree with all points, but I do agree that we should not use black box models for high stakes decisions.
I wouldn’t say that what the authors call “inherently interpretable” models are the solution. They can also fail and are often not as interpretable as one thinks. I would even g say that for many of these high stake decisions we should not use ML at all, like bail decisions.

Arkadiusz Modzelewski

Christoph Molnar Thanks a lot for your answers!

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