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captum - Model interpretability and understanding for PyTorch

  •    Python

Captum is a model interpretability and understanding library for PyTorch. Captum means comprehension in Latin and contains general purpose implementations of integrated gradients, saliency maps, smoothgrad, vargrad and others for PyTorch models. It has quick integration for models built with domain-specific libraries such as torchvision, torchtext, and others. With the increase in model complexity and the resulting lack of transparency, model interpretability methods have become increasingly important. Model understanding is both an active area of research as well as an area of focus for practical applications across industries using machine learning. Captum provides state-of-the-art algorithms, including Integrated Gradients, to provide researchers and developers with an easy way to understand which features are contributing to a model’s output.

interpretable_machine_learning_with_python - Practical techniques for interpreting machine learning models

  •    Jupyter

Monotonicity constraints can turn opaque, complex models into transparent, and potentially regulator-approved models, by ensuring predictions only increase or only decrease for any change in a given input variable. In this notebook, I will demonstrate how to use monotonicity constraints in the popular open source gradient boosting package XGBoost to train a simple, accurate, nonlinear classifier on the UCI credit card default data. Once we have trained a monotonic XGBoost model, we will use partial dependence plots and individual conditional expectation (ICE) plots to investigate the internal mechanisms of the model and to verify its monotonic behavior. Partial dependence plots show us the way machine-learned response functions change based on the values of one or two input variables of interest, while averaging out the effects of all other input variables. ICE plots can be used to create more localized descriptions of model predictions, and ICE plots pair nicely with partial dependence plots. An example of generating regulator mandated reason codes from high fidelity Shapley explanations for any model prediction is also presented. The combination of monotonic XGBoost, partial dependence, ICE, and Shapley explanations is likely the most direct way to create an interpretable machine learning model today.









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