Interpretable Predictions of Tree-based Ensembles via Actionable Feature Tweaking

Machine-learned models are often described as "black boxes". In many real-world applications however, models may have to sacrifice predictive power in favour of human-interpretability. When this is the case, feature engineering becomes a crucial task, which requires significant and time-consuming human effort. Whilst some features are inherently static, representing properties that cannot be influenced (e.g., the age of an individual), others capture characteristics that could be adjusted (e.g., the daily amount of carbohydrates taken). Nonetheless, once a model is learned from the data, each prediction it makes on new instances is irreversible - assuming every instance to be a static point located in the chosen feature space. There are many circumstances however where it is important to understand (i) why a model outputs a certain prediction on a given instance, (ii) which adjustable features of that instance should be modified, and finally (iii) how to alter such a prediction when the mutated instance is input back to the model. In this paper, we present a technique that exploits the internals of a tree-based ensemble classifier to offer recommendations for transforming true negative instances into positively predicted ones. We demonstrate the validity of our approach using an online advertising application. First, we design a Random Forest classifier that effectively separates between two types of ads: low (negative) and high (positive) quality ads (instances). Then, we introduce an algorithm that provides recommendations that aim to transform a low quality ad (negative instance) into a high quality one (positive instance). Finally, we evaluate our approach on a subset of the active inventory of a large ad network, Yahoo Gemini.Comment: 10 pages, KDD 201

Transformation Based Ensembles for Time Series Classification

Until recently, the vast majority of data mining time series classification (TSC) research has focused on alternative distance measures for 1-Nearest Neighbour (1-NN) classifiers based on either the raw data, or on compressions or smoothing of the raw data. Despite the extensive evidence in favour of 1-NN classifiers with Euclidean or Dynamic Time Warping distance, there has also been a flurry of recent research publications proposing classification algorithms for TSC. Generally, these classifiers describe different ways of incorporating summary measures in the time domain into more complex classifiers. Our hypothesis is that the easiest way to gain improvement on TSC problems is simply to transform into an alternative data space where the discriminatory features are more easily detected. To test our hypothesis, we perform a range of benchmarking experiments in the time domain, before evaluating nearest neighbour classifiers on data transformed into the power spectrum, the autocorrelation function, and the principal component space. We demonstrate that on some problems there is dramatic improvement in the accuracy of classifiers built on the transformed data over classifiers built in the time domain, but that there is also a wide variance in accuracy for a particular classifier built on different data transforms. To overcome this variability, we propose a simple transformation based ensemble, then demonstrate that it improves performance and reduces the variability of classifiers built in the time domain only. Our advice to a practitioner with a real world TSC problem is to try transforms before developing a complex classifier; it is the easiest way to get a potentially large increase in accuracy, and may provide further insights into the underlying relationships that characterise the problem