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Driverless AI Hands-on Focused on Machine Learning Interpretability - H2O.ai
Patrick Hall, Navdeep Gill, Mark Chan
Machine Learning Interpretability (MLI)
MEET
THE	MAKERS
PATRICK HALL MARK CHANNAVDEEP GILL
• Patrick Hall is a senior director for data science products at
H2O.ai and adjunct faculty in the Department of Decision
Sciences at George Washington University. He is the lead author
of a popular white paper on techniques for interpreting machine
learning models and a frequent speaker on the topics of FAT/ML
and explainable artificial intelligence (XAI) at conferences and on
webinars.
• Navdeep Gill is a software engineer and data scientist at H2O.ai.
He has made important contributions to the popular open source
h2o machine learning library and the newer open source h2o4gpu
library. Navdeep also led a recent Silicon Valley Big Data Science
Meetup about interpretable machine learning.
• Mark Chan is a software engineer and customer data scientist at
H2O.ai. He has contributed to the open source h2o library and to
critical financial services customer products.
First-time Qwiklab Account Setup
• Go to http://h2oai.qwiklab.com
• Click on “JOIN” (top right)
• Create a new account with a valid email address
• You will receive a confirmation email
• Click on the link in the confirmation email
• Go back to http://h2oai.qwiklab.com and log in
• Go to the Catalog on the left bar
• Choose “Introduction to Driverless AI”
• Wait for instructions
MLI in Academia/Press
Big Ideas
Learning from data …
Adapted from:
Learning from Data. https://work.caltech.edu/textbook.html
EXPLAIN
HYPOTHESIS
h ≈ g, βj g(x(i)
j), g(x(i)
(-j))
(explain	predictions	with	reason	codes)
Learning from data …
transparently.
Adapted from:
Learning from Data. https://work.caltech.edu/textbook.html
Increasing fairness, accountability, and trust by
decreasing unwanted sociological biases
Source: http://money.cnn.com/, Apple Computers
A framework for interpretability
Complexity of learned functions:
• Linear, monotonic
• Nonlinear, monotonic
• Nonlinear, non-monotonic
(~ Number of parameters/VC dimension)
Enhancing trust and understanding:
the mechanisms and results of an
interpretable model should be both
transparent AND dependable.
Understanding ~ transparency
Trust ~ fairness and accountability
Scope of interpretability:
Global vs. local
Application domain:
Model-agnostic vs. model-specific
Big Challenges
Linear Models
Strong model locality
Usually stable models and
explanations
Machine Learning
Weak model locality
Sometimes unstable models and
explanations
(a.k.a. The Multiplicity of Good Models )
Age
Number	of	Purchases
Lost	profits.
Wasted	marketing.
“For	a	one	unit	increase	in	age,	the	number	
of	purchases	increases	by	0.8	on	average.”
Linear Models
Machine Learning
Exact explanations
for approximate
models.
Approximate
explanations for exact
models.
Age
“Slope	begins	to	
decrease	here.	Act	to	
optimize	savings.”
“Slope	begins	to	
increase	here	sharply.	
Act	to	optimize	profits.”
Number	of	Purchase
A Few of Our Favorite Things
Partial dependence plots
Source: http://statweb.stanford.edu/~tibs/ElemStatLearn/printings/ESLII_print10.pdf
HomeValue ~ MedInc + AveOccup + HouseAge + AveRooms
Surrogate models
Local interpretable model-agnostic
explanations (LIME)
Source: https://github.com/marcotcr/lime
Weighted
explanatory
samples.
Linear model used to explain
nonlinear decision boundary in
local region.
Variable importance measures
Global variable
importance indicates
the impact of a variable
on the model for the
entire training data set.
Local variable
importance can
indicate the impact of a
variable for each
decision a model
makes – similar to
reason codes.
Current product roadmap
Time Frame Features
Near-Term Reason Codes in MOJO (i.e. Prod), Sensitivity
Analysis, Multinomial Explanations
Medium-Term Table Plots, Residual Analysis, Python API,
Performance Refactor (GPU), Report Export
Long-Term R API, AutoMLI
(Roadmap subject to change without notice.)
Resources
Machine Learning Interpretability with
H2O Driverless AI
http://docs.h2o.ai/driverless-ai/latest-stable/docs/booklets/MLIBooklet.pdf
Ideas on Interpreting Machine Learning
https://www.oreilly.com/ideas/ideas-on-interpreting-machine-learning
FAT/ML
http://www.fatml.org/
MLI Resources
https://github.com/h2oai/mli-resources
MLI Demo
Dataset for Hands On Lab
/jupyter/data/creditcard/creditcard_train_cat.csv
Questions?

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Driverless AI Hands-on Focused on Machine Learning Interpretability - H2O.ai

  • 2. Patrick Hall, Navdeep Gill, Mark Chan
  • 4. MEET THE MAKERS PATRICK HALL MARK CHANNAVDEEP GILL • Patrick Hall is a senior director for data science products at H2O.ai and adjunct faculty in the Department of Decision Sciences at George Washington University. He is the lead author of a popular white paper on techniques for interpreting machine learning models and a frequent speaker on the topics of FAT/ML and explainable artificial intelligence (XAI) at conferences and on webinars. • Navdeep Gill is a software engineer and data scientist at H2O.ai. He has made important contributions to the popular open source h2o machine learning library and the newer open source h2o4gpu library. Navdeep also led a recent Silicon Valley Big Data Science Meetup about interpretable machine learning. • Mark Chan is a software engineer and customer data scientist at H2O.ai. He has contributed to the open source h2o library and to critical financial services customer products.
  • 5. First-time Qwiklab Account Setup • Go to http://h2oai.qwiklab.com • Click on “JOIN” (top right) • Create a new account with a valid email address • You will receive a confirmation email • Click on the link in the confirmation email • Go back to http://h2oai.qwiklab.com and log in • Go to the Catalog on the left bar • Choose “Introduction to Driverless AI” • Wait for instructions
  • 8. Learning from data … Adapted from: Learning from Data. https://work.caltech.edu/textbook.html
  • 9. EXPLAIN HYPOTHESIS h ≈ g, βj g(x(i) j), g(x(i) (-j)) (explain predictions with reason codes) Learning from data … transparently. Adapted from: Learning from Data. https://work.caltech.edu/textbook.html
  • 10. Increasing fairness, accountability, and trust by decreasing unwanted sociological biases Source: http://money.cnn.com/, Apple Computers
  • 11. A framework for interpretability Complexity of learned functions: • Linear, monotonic • Nonlinear, monotonic • Nonlinear, non-monotonic (~ Number of parameters/VC dimension) Enhancing trust and understanding: the mechanisms and results of an interpretable model should be both transparent AND dependable. Understanding ~ transparency Trust ~ fairness and accountability Scope of interpretability: Global vs. local Application domain: Model-agnostic vs. model-specific
  • 13. Linear Models Strong model locality Usually stable models and explanations Machine Learning Weak model locality Sometimes unstable models and explanations (a.k.a. The Multiplicity of Good Models )
  • 14. Age Number of Purchases Lost profits. Wasted marketing. “For a one unit increase in age, the number of purchases increases by 0.8 on average.” Linear Models Machine Learning Exact explanations for approximate models. Approximate explanations for exact models. Age “Slope begins to decrease here. Act to optimize savings.” “Slope begins to increase here sharply. Act to optimize profits.” Number of Purchase
  • 15. A Few of Our Favorite Things
  • 16. Partial dependence plots Source: http://statweb.stanford.edu/~tibs/ElemStatLearn/printings/ESLII_print10.pdf HomeValue ~ MedInc + AveOccup + HouseAge + AveRooms
  • 18. Local interpretable model-agnostic explanations (LIME) Source: https://github.com/marcotcr/lime Weighted explanatory samples. Linear model used to explain nonlinear decision boundary in local region.
  • 19. Variable importance measures Global variable importance indicates the impact of a variable on the model for the entire training data set. Local variable importance can indicate the impact of a variable for each decision a model makes – similar to reason codes.
  • 20. Current product roadmap Time Frame Features Near-Term Reason Codes in MOJO (i.e. Prod), Sensitivity Analysis, Multinomial Explanations Medium-Term Table Plots, Residual Analysis, Python API, Performance Refactor (GPU), Report Export Long-Term R API, AutoMLI (Roadmap subject to change without notice.)
  • 22. Machine Learning Interpretability with H2O Driverless AI http://docs.h2o.ai/driverless-ai/latest-stable/docs/booklets/MLIBooklet.pdf Ideas on Interpreting Machine Learning https://www.oreilly.com/ideas/ideas-on-interpreting-machine-learning FAT/ML http://www.fatml.org/ MLI Resources https://github.com/h2oai/mli-resources
  • 24. Dataset for Hands On Lab /jupyter/data/creditcard/creditcard_train_cat.csv