论文标题

copid:具有隐式相互作用检测的区域效应图

REPID: Regional Effect Plots with implicit Interaction Detection

论文作者

Herbinger, Julia, Bischl, Bernd, Casalicchio, Giuseppe

论文摘要

机器学习模型可以自动学习复杂的关系,例如非线性和交互作用。可解释的机器学习方法(例如部分依赖图)可视化边际特征效应,但在存在特征相互作用时可能会导致误导性解释。因此,采用可以检测和测量相互作用强度的其他方法对于更好地理解机器学习模型的内部运作至关重要。我们证明了现有的全球互动检测方法的几个缺点,从理论上对它们进行表征,并通过经验评估它们。此外,我们引入了具有隐式相互作用检测的区域效应图,这是一个新的框架,可检测感兴趣的特征与其他特征之间的相互作用。该框架还量化了相互作用的强度,并提供了可解释的和不同的区域,在这些区域中,特征效应可以更可靠地解释,因为它们不再被相互作用混淆。我们证明了我们方法的理论资格,并在各种模拟和现实世界中显示了其适用性。

Machine learning models can automatically learn complex relationships, such as non-linear and interaction effects. Interpretable machine learning methods such as partial dependence plots visualize marginal feature effects but may lead to misleading interpretations when feature interactions are present. Hence, employing additional methods that can detect and measure the strength of interactions is paramount to better understand the inner workings of machine learning models. We demonstrate several drawbacks of existing global interaction detection approaches, characterize them theoretically, and evaluate them empirically. Furthermore, we introduce regional effect plots with implicit interaction detection, a novel framework to detect interactions between a feature of interest and other features. The framework also quantifies the strength of interactions and provides interpretable and distinct regions in which feature effects can be interpreted more reliably, as they are less confounded by interactions. We prove the theoretical eligibility of our method and show its applicability on various simulation and real-world examples.

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