Papers › Learning outside the Black-Box: The pursuit of interpretable models

Learning outside the Black-Box: The pursuit of interpretable models

17 Nov 2020NeurIPS 2020 12arXiv:2011.08596archive 2025-07-28

Jonathan Crabbé, Yao Zhang, William Zame, Mihaela van der Schaar

Machine Learning has proved its ability to produce accurate models but the deployment of these models outside the machine learning community has been hindered by the difficulties of interpreting these models. This paper proposes an algorithm that produces a continuous global interpretation of any given continuous black-box function. Our algorithm employs a variation of projection pursuit in which the ridge functions are chosen to be Meijer G-functions, rather than the usual polynomial splines. Because Meijer G-functions are differentiable in their parameters, we can tune the parameters of the representation by gradient descent; as a consequence, our algorithm is efficient. Using five familiar data sets from the UCI repository and two familiar machine learning algorithms, we demonstrate that our algorithm produces global interpretations that are both highly accurate and parsimonious (involve a small number of terms). Our interpretations permit easy understanding of the relative importance of features and feature interactions. Our interpretation algorithm represents a leap forward from the previous state of the art.

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