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Patrick Hall

H20.ai



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577 – Statistical Methods for Interpreting Machine Learning Algorithms - with Implications for Targeting

On the Art and Science of Machine Learning Explanations

Sponsor: Section on Statistical Learning and Data Science
Keywords: Machine Learning, Interpretability, Explanation, Transparency, FATML, XAI

Patrick Hall

H20.ai

This text discusses several explanatory methods that go beyond the error measurements and plots traditionally used to assess machine learning models. Some of the methods are tools of the trade while others are rigorously derived and backed by long-standing theory. The methods, decision tree surrogate models, individual conditional expectation (ICE) plots, local interpretable model-agnostic explanations (LIME), partial dependence plots, and Shapley explanations, vary in terms of scope, fidelity, and suitable application domain. Along with descriptions of these methods, this text presents real-world usage recommendations supported by a use case and in-depth software examples.

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