Recent research has shown that interpretable machine learning models can be just as accurate as blackbox learning methods on tabular datasets. In this tutorial we will walk you through leading open source tools for glassbox learning, and show how intelligible machine learning helps practitioners uncover flaws in their datasets, discover new science, and build models that are more fair and robust. We'll begin with an introduction to the science behind glassbox modeling, and walk through a series of case-studies that highlight the added value of interpretable methods in a variety of domains such as finance and healthcare without compromising accuracy. We'll also show how glassbox models can be used for state of the art differentially private learning, bias detection/mitigation, and how these models can be edited to remove undesirable effects with GAMChanger. We'll also discuss how to train interpretable models with deep neural nets.

Machine learning (ML) interpretability techniques can reveal undesirable patterns in data that models exploit to make predictions-potentially causing harms once deployed. However, how to take action to address these patterns is not always clear. In a collaboration between ML and human-computer interaction researchers, physicians, and data scientists, we develop GAM Changer, the first interactive system to help domain experts and data scientists easily and responsibly edit Generalized Additive Models (GAMs) and fix problematic patterns. With novel interaction techniques, our tool puts interpretability into action-empowering users to analyze, validate, and align model behaviors with their knowledge and values. Physicians have started to use our tool to investigate and fix pneumonia and sepsis risk prediction models, and an evaluation with 7 data scientists working in diverse domains highlights that our tool is easy to use, meets their model editing needs, and fits into their current workflows. Built with modern web technologies, our tool runs locally in users' web browsers or computational notebooks, lowering the barrier to use. GAM Changer is available at the following public demo link: https://interpret.ml/gam-changer.

Generalized additive models (GAMs) have become a leading model class for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally accurate. Which GAM should we trust? In this paper, we quantitatively and qualitatively investigate a variety of GAM algorithms on real and simulated datasets. We find that GAMs with high feature sparsity (only using a few variables to make predictions) can miss patterns in the data and be unfair to rare subpopulations. Our results suggest that inductive bias plays a crucial role in what interpretable models learn and that tree-based GAMs represent the best balance of sparsity, fidelity and accuracy and thus appear to be the most trustworthy GAM models.

Learning methods such as boosting and deep learning have made ML models harder to understand and interpret. This puts data scientists and ML developers in the position of often having to make a tradeoff between accuracy and intelligibility. Research in IML (Interpretable Machine Learning) and XAI (Explainable AI) focus on minimizing this trade-off by developing more accurate interpretable models and by developing new techniques to explain black-box models. Such models and techniques make it easier for data scientists, engineers and model users to debug models and achieve important objectives such as ensuring the fairness of ML decisions and the reliability and safety of AI systems. In this tutorial, we present an overview of various interpretability methods and provide a framework for thinking about how to choose the right explanation method for different real-world scenarios. We will focus on the application of XAI in practice through a variety of case studies from domains such as healthcare, finance, and bias and fairness. Finally, we will present open problems and research directions for the data mining and machine learning community. What audience will learn: When and how to use a variety of machine learning interpretability methods through case studies of real-world situations. The difference between glass-box and black-box explanation methods and when to use them. How to use open source interpretability toolkits that are now available

Every data set is flawed, often in ways that are unanticipated and difficult to detect. If you can't understand what your model has learned, then you almost certainly are shipping models that are less accurate than they could be and which might even be risky. Historically there has been a tradeoff between accuracy and intelligibility: accurate models such as neural nets, boosted tress and random forests are not very intelligible, and intelligible models such as logistic regression and small trees or decision lists usually are less accurate. In mission-critical domains such as healthcare, where being able to understand, validate, edit and ultimately trust a model is important, one often had to choose less accurate models. But this is changing. We have developed a learning method based on generalized additive models with pairwise interactions (GA2Ms) that is as accurate as full complexity models yet even more interpretable than logistic regression. In this talk I'll highlight the kinds of problems that are lurking in all of our datasets, and how these interpretable, high-performance GAMs are making what was previously hidden, visible. I'll also show how we're using these models to uncover bias in models where fairness and transparency are important. (Code for the models has recently been released open-source.)

Generalized additive models (GAMs) are favored in many regression and binary classification problems because they are able to fit complex, nonlinear functions while still remaining interpretable. In the first part of this paper, we generalize a state-of-the-art GAM learning algorithm based on boosted trees to the multiclass setting, showing that this multiclass algorithm outperforms existing GAM learning algorithms and sometimes matches the performance of full complexity models such as gradient boosted trees. In the second part, we turn our attention to the interpretability of GAMs in the multiclass setting. Surprisingly, the natural interpretability of GAMs breaks down when there are more than two classes. Naive interpretation of multiclass GAMs can lead to false conclusions. Inspired by binary GAMs, we identify two axioms that any additive model must satisfy in order to not be visually misleading. We then develop a technique called Additive Post-Processing for Interpretability (API) that provably transforms a pretrained additive model to satisfy the interpretability axioms without sacrificing accuracy. The technique works not just on models trained with our learning algorithm, but on any multiclass additive model, including multiclass linear and logistic regression. We demonstrate the effectiveness of API on a 12-class infant mortality dataset.

Many analyses in data science are not one-off projects, but are repeated over multiple data samples, such as once per month, once per quarter, and so on. For example, if a data scientist performs an analysis in 2017 that saves a significant amount of money, then she will likely to be asked to perform the same analysis on data from 2018. But more data analyses means more effort spent in data wrangling. We introduce the data diff problem, which attempts to turn this problem into an opportunity. Comparing the repeated data samples against each other, inconsistencies may be indicative of underlying issues in data quality. By analogy to text \textttdiff, the data diff problem is to find a "patch", that is, transformation in a specified domain-specific language, that transforms the data samples so that they are identically distributed. We present a prototype tool for data diff that formalizes the problem as a bipartite matching problem, calibrating its parameters using a bootstrap procedure. The tool is evaluated quantitatively and through a case study on an open government data set.

In machine learning often a tradeoff must be made between accuracy and intelligibility. More accurate models such as boosted trees, random forests, and neural nets usually are not intelligible, but more intelligible models such as logistic regression, naive-Bayes, and single decision trees often have significantly worse accuracy. This tradeoff sometimes limits the accuracy of models that can be applied in mission-critical applications such as healthcare where being able to understand, validate, edit, and trust a learned model is important. We present two case studies where high-performance generalized additive models with pairwise interactions (GA2Ms) are applied to real healthcare problems yielding intelligible models with state-of-the-art accuracy. In the pneumonia risk prediction case study, the intelligible model uncovers surprising patterns in the data that previously had prevented complex learned models from being fielded in this domain, but because it is intelligible and modular allows these patterns to be recognized and removed. In the 30-day hospital readmission case study, we show that the same methods scale to large datasets containing hundreds of thousands of patients and thousands of attributes while remaining intelligible and providing accuracy comparable to the best (unintelligible) machine learning methods.

Clustering never seems to live up to the hype. To paraphrase the popular saying, clustering looks good in theory, yet often fails to deliver in practice. Why? You would think that something so simple and elegant as finding groups of similar items in data would be incredibly useful. Yet often it isn't. The problem is that clustering rarely finds the groups you want, or expected, or that are most useful for the task at hand. There are so many good ways to cluster a dataset that the odds of coming up with the clustering that is best for what you are doing now are small. How do we fix this and make clustering more useful in practice? How do we make clustering do what you want, while still giving it the freedom to "do its own thing" and surprise us?

Standard generalized additive models (GAMs) usually model the dependent variable as a sum of univariate models. Although previous studies have shown that standard GAMs can be interpreted by users, their accuracy is significantly less than more complex models that permit interactions.

No abstract available.

Complex models for regression and classification have high accuracy, but are unfortunately no longer interpretable by users. We study the performance of generalized additive models (GAMs), which combine single-feature models called shape functions through a linear function. Since the shape functions can be arbitrarily complex, GAMs are more accurate than simple linear models. But since they do not contain any interactions between features, they can be easily interpreted by users.

No abstract available.

Recent studies have shown that boosting provides excellent predictive performance across a wide variety of tasks. In Learning-to-rank, boosted models such as RankBoost and LambdaMART have been shown to be among the best performing learning methods based on evaluations on public data sets. In this paper, we show how the combination of bagging as a variance reduction technique and boosting as a bias reduction technique can result in very high precision and low variance ranking models. We perform thousands of parameter tuning experiments for LambdaMART to achieve a high precision boosting model. Then we show that a bagged ensemble of such LambdaMART boosted models results in higher accuracy ranking models while also reducing variance as much as 50%. We report our results on three public learning-to-rank data sets using four metrics. Bagged LamdbaMART outperforms all previously reported results on ten of the twelve comparisons, and bagged LambdaMART outperforms non-bagged LambdaMART on all twelve comparisons. For example, wrapping bagging around LambdaMART increases [email protected] from 0.4137 to 0.4200 on the MQ2007 data set; the best prior results in the literature for this data set is 0.4134 by RankBoost.

In this paper, we address the problem of learning when some cases are fully labeled while other cases are only partially labeled, in the form of partial labels. Partial labels are represented as a set of possible labels for each training example, one of which is the correct label. We introduce a discriminative learning approach that incorporates partial label information into the conventional margin-based learning framework. The partial label learning problem is formulated as a convex quadratic optimization minimizing the L2-norm regularized empirical risk using hinge loss. We also present an efficient algorithm for classification in the presence of partial labels. Experiments with different data sets show that partial label information improves the performance of classification when there is traditional fully-labeled data, and also yields reasonable performance in the absence of any fully labeled data.

In this paper we address the problem of combining multiple clusterings without access to the underlying features of the data. This process is known in the literature as clustering ensembles, clustering aggregation, or consensus clustering. Consensus clustering yields a stable and robust final clustering that is in agreement with multiple clusterings. We find that an iterative EM-like method is remarkably effective for this problem. We present an iterative algorithm and its variations for finding clustering consensus. An extensive empirical study compares our proposed algorithms with eleven other consensus clustering methods on four data sets using three different clustering performance metrics. The experimental results show that the new ensemble clustering methods produce clusterings that are as good as, and often better than, these other methods.

Clustering is ill-defined. Unlike supervised learning where labels lead to crisp performance criteria such as accuracy and squared error, clustering quality depends on how the clusters will be used. Devising clustering criteria that capture what users need is difficult. Most clustering algorithms search for optimal clusterings based on a pre-specified clustering criterion. Our approach differs. We search for many alternate clusterings of the data, and then allow users to select the clustering(s) that best fit their needs. Meta clustering first finds a variety of clusterings and then clusters this diverse set of clusterings so that users must only examine a small number of qualitatively different clusterings. We present methods for automatically generating a diverse set of alternate clusterings, as well as methods for grouping clusterings into meta clusters. We evaluate meta clustering on four test problems and two case studies. Surprisingly, clusterings that would be of most interest to users often are not very compact clusterings.

We investigate four previously unexplored aspects of ensemble selection, a procedure for building ensembles of classifiers. First we test whether adjusting model predictions to put them on a canonical scale makes the ensembles more effective. Second, we explore the performance of ensemble selection when different amounts of data are available for ensemble hillclimbing. Third, we quantify the benefit of ensemble selection's ability to optimize to arbitrary metrics. Fourth, we study the performance impact of pruning the number of models available for ensemble selection. Based on our results we present improved ensemble selection methods that double the benefit of the original method.

Often the best performing supervised learning models are ensembles of hundreds or thousands of base-level classifiers. Unfortunately, the space required to store this many classifiers, and the time required to execute them at run-time, prohibits their use in applications where test sets are large (e.g. Google), where storage space is at a premium (e.g. PDAs), and where computational power is limited (e.g. hea-ring aids). We present a method for "compressing" large, complex ensembles into smaller, faster models, usually without significant loss in performance.

The Cornell Laboratory of Ornithology's mission is to interpret and conserve the earth's biological diversity through research, education, and citizen science focused on birds. Over the years, the Lab has accumulated one of the largest and longest-running collections of environmental data sets in existence. The data sets are not only large, but also have many attributes, contain many missing values, and potentially are very noisy. The ecologists are interested in identifying which features have the strongest effect on the distribution and abundance of bird species as well as describing the forms of these relationships. We show how data mining can be successfully applied, enabling the ecologists to discover unanticipated relationships. We compare a variety of methods for measuring attribute importance with respect to the probability of a bird being observed at a feeder and present initial results for the impact of important attributes on bird prevalence.

Many criteria can be used to evaluate the performance of supervised learning. Different criteria are appropriate in different settings, and it is not always clear which criteria to use. A further complication is that learning methods that perform well on one criterion may not perform well on other criteria. For example, SVMs and boosting are designed to optimize accuracy, whereas neural nets typically optimize squared error or cross entropy. We conducted an empirical study using a variety of learning methods (SVMs, neural nets, k-nearest neighbor, bagged and boosted trees, and boosted stumps) to compare nine boolean classification performance metrics: Accuracy, Lift, F-Score, Area under the ROC Curve, Average Precision, Precision/Recall Break-Even Point, Squared Error, Cross Entropy, and Probability Calibration. Multidimensional scaling (MDS) shows that these metrics span a low dimensional manifold. The three metrics that are appropriate when predictions are interpreted as probabilities: squared error, cross entropy, and calibration, lay in one part of metric space far away from metrics that depend on the relative order of the predicted values: ROC area, average precision, break-even point, and lift. In between them fall two metrics that depend on comparing predictions to a threshold: accuracy and F-score. As expected, maximum margin methods such as SVMs and boosted trees have excellent performance on metrics like accuracy, but perform poorly on probability metrics such as squared error. What was not expected was that the margin methods have excellent performance on ordering metrics such as ROC area and average precision. We introduce a new metric, SAR, that combines squared error, accuracy, and ROC area into one metric. MDS and correlation analysis shows that SAR is centrally located and correlates well with other metrics, suggesting that it is a good general purpose metric to use when more specific criteria are not known.

This paper investigates whether a machine can automatically learn the task of finding, within a large collection of candidate responses, the answers to questions. The learning process consists of inspecting a collection of answered questions and characterizing the relation between question and answer with a statistical model. For the purpose of learning this relation, we propose two sources of data: Usenet FAQ documents and customer service call-center dialogues from a large retail company. We will show that the task of “answer-finding” differs from both document retrieval and tradition question-answering, presenting challenges different from those found in these problems. The central aim of this work is to discover, through theoretical and empirical investigation, those statistical techniques best suited to the answer-finding problem.