interpret - Fit interpretable models. Explain blackbox machine learning.

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Historically, the most intelligible models were not very accurate, and the most accurate models were not intelligible. Microsoft Research has developed an algorithm called the Explainable Boosting Machine (EBM)* which has both high accuracy and intelligibility. EBM uses modern machine learning techniques like bagging and boosting to breathe new life into traditional GAMs (Generalized Additive Models). This makes them as accurate as random forests and gradient boosted trees, and also enhances their intelligibility and editability. In addition to EBM, InterpretML also supports methods like LIME, SHAP, linear models, partial dependence, decision trees and rule lists. The package makes it easy to compare and contrast models to find the best one for your needs.

https://github.com/microsoft/interpret

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