I found this talk to be fascinating. I’ve been a big fan of LIME but never really understood the details of how it works under the hood. I understood that it works on an observation by observation basis but I never knew that it permutates data, tests against the black box model, and then builds a simple linear model to explain it. Really cool. My notes are below the video.

Notes

  • Input > black box > output; when don’t understand the black box like neural nets

  • Example, will the loan default?

  • Typical classification problem

  • Loan and applicant information relative to historical data

  • Linear relationships are easy

  • Nonlinear relationships via a Decision Tree can still be interpreted

  • Big data creates more complexity and dimensions

  • One way to overcome this: use feature importance

  • Feature importance doesn’t give us any understanding if it’s a linear or nonlinear relationship

  • Gets better with partial dependence plots

  • Can’t do partial dependence plots for neural nets

  • You can create Bayesian Networks / shows dependencies of all variables including output variable and strength of relationship

  • Bummer: Not as accurate as some other algorithms

  • Can give you global understanding but not detailed explanation

  • Accuracy vs Interpretablity tradeoff. Does it exist?

  • Enter LIME! Local Interpretable Model-agnostic Explanations

  • At a local level, it uses a linear model to explain the prediction

  • Creates an observation, creates fakes data (permutation), then it calculates a similarity store between the fake and original data, then it takes your black box algo (neural nets?), tries different combinations of predictors

  • Takes those features with similarity scores, fits a simple model to it to define weights and scores to explain it

  • Without know what the model picks up on if it’s really signal or noise. You need LIME to verify!

  • Can apply to NLP/Text models

  • Why is it important? Trust / Predict / Improve

  • LIME helps feature engineering by none ML practitioners

  • LIME can help comply with GDPR

  • Understanding our models can help prevent vulnerable people