Interpreting random forest models using a feature contribution method

Model interpretation is one of the key aspects of the model evaluation process. The explanation of the relationship between model variables and outputs is easy for statistical models, such as linear regressions, thanks to the availability of model parameters and their statistical significance. For “black box” models, such as random forest, this information is hidden inside the model structure. This work presents an approach for computing feature contributions for random forest classification models. It allows for the determination of the influence of each variable on the model prediction for an individual instance. Interpretation of feature contributions for two UCI benchmark datasets shows the potential of the proposed methodology. The robustness of results is demonstrated through an extensive analysis of feature contributions calculated for a large number of generated random forest models

Interpreting random forest classification models using a feature contribution method

Model interpretation is one of the key aspects of the model evaluation process. The explanation of the relationship between model variables and outputs is relatively easy for statistical models, such as linear regressions, thanks to the availability of model parameters and their statistical significance . For “black box” models, such as random forest, this information is hidden inside the model structure. This work presents an approach for computing feature contributions for random forest classification models. It allows for the determination of the influence of each variable on the model prediction for an individual instance. By analysing feature contributions for a training dataset, the most significant variables can be determined and their typical contribution towards predictions made for individual classes, i.e., class-specific feature contribution “patterns”, are discovered. These patterns represent a standard behaviour of the model and allow for an additional assessment of the model reliability for new data. Interpretation of feature contributions for two UCI benchmark datasets shows the potential of the proposed methodology. The robustness of results is demonstrated through an extensive analysis of feature contributions calculated for a large number of generated random forest models

Learning from the machine: interpreting machine learning algorithms for point- and extended- source classification

We investigate star-galaxy classification for astronomical surveys in the context of four methods enabling the interpretation of black-box machine learning systems. The first is outputting and exploring the decision boundaries as given by decision tree based methods, which enables the visualization of the classification categories. Secondly, we investigate how the Mutual Information based Transductive Feature Selection (MINT) algorithm can be used to perform feature pre-selection. If one would like to provide only a small number of input features to a machine learning classification algorithm, feature pre-selection provides a method to determine which of the many possible input properties should be selected. Third is the use of the tree-interpreter package to enable popular decision tree based ensemble methods to be opened, visualized, and understood. This is done by additional analysis of the tree based model, determining not only which features are important to the model, but how important a feature is for a particular classification given its value. Lastly, we use decision boundaries from the model to revise an already existing method of classification, essentially asking the tree based method where decision boundaries are best placed and defining a new classification method. We showcase these techniques by applying them to the problem of star-galaxy separation using data from the Sloan Digital Sky Survey (hereafter SDSS). We use the output of MINT and the ensemble methods to demonstrate how more complex decision boundaries improve star-galaxy classification accuracy over the standard SDSS frames approach (reducing misclassifications by up to $\approx33\%$). We then show how tree-interpreter can be used to explore how relevant each photometric feature is when making a classification on an object by object basis.Comment: 12 pages, 8 figures, 8 table

Scalable and Interpretable One-class SVMs with Deep Learning and Random Fourier features

One-class support vector machine (OC-SVM) for a long time has been one of the most effective anomaly detection methods and extensively adopted in both research as well as industrial applications. The biggest issue for OC-SVM is yet the capability to operate with large and high-dimensional datasets due to optimization complexity. Those problems might be mitigated via dimensionality reduction techniques such as manifold learning or autoencoder. However, previous work often treats representation learning and anomaly prediction separately. In this paper, we propose autoencoder based one-class support vector machine (AE-1SVM) that brings OC-SVM, with the aid of random Fourier features to approximate the radial basis kernel, into deep learning context by combining it with a representation learning architecture and jointly exploit stochastic gradient descent to obtain end-to-end training. Interestingly, this also opens up the possible use of gradient-based attribution methods to explain the decision making for anomaly detection, which has ever been challenging as a result of the implicit mappings between the input space and the kernel space. To the best of our knowledge, this is the first work to study the interpretability of deep learning in anomaly detection. We evaluate our method on a wide range of unsupervised anomaly detection tasks in which our end-to-end training architecture achieves a performance significantly better than the previous work using separate training.Comment: Accepted at European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD) 201