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Ideas	on	Machine	Learning	Interpretability
Navdeep Gill,	H2O.ai
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
Increasing	trust	by	quantifying	prediction	variance
Source:	http://www.vias.org/tmdatanaleng/
7
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
Numberof	Purchases
Lost	profits.
Wasted	marketing.
“For	a	one	unit	increase	in	age,	the	number	
of	purchases	increases	by	0.8 on	average.”
𝑔 𝑥 = 0.8	𝑥
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.”
Numberof	Purchase
𝑔 𝑥 	≈ 𝑓(𝑥)
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
Source:	https://www.oreilly.com/learning/introduction-to-local-interpretable-model-agnostic-explanations-lime
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.
H20.ai	Driverless	AI	Demo
Ideas on Machine Learning Interpretability
Ideas on Machine Learning Interpretability
Ideas on Machine Learning Interpretability
Ideas on Machine Learning Interpretability
Resources
Machine	Learning	Interpretability	with		
H2O	Driverless	AI
https://www.h2o.ai/wp-content/uploads/2017/09/MLI.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
Questions?

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Ideas on Machine Learning Interpretability