Cecilia Sönströd

Trade-off between accuracy and interpretability for predictive in silico modeling

BACKGROUND Accuracy concerns the ability of a model to make correct predictions, while interpretability concerns to what degree the model allows for human understanding. Models exhibiting the former property are many times more complex and opaque, while interpretable models may lack the necessary accuracy. The trade-off between accuracy and interpretability for predictive in silico modeling is investigated. METHOD A number of state-of-the-art methods for generating accurate models are compared with state-of-the-art methods for generating transparent models. CONCLUSION Results on 16 biopharmaceutical classification tasks demonstrate that, although the opaque methods generally obtain higher accuracies than the transparent ones, one often only has to pay a quite limited penalty in terms of predictive performance when choosing an interpretable model.

Neural networks and rule extraction for prediction and explanation in the marketing domain

This paper contains a case study where neural networks are used for prediction and explanation in the marketing domain. Initially, neural networks are used for regression and classification to predict the impact of advertising from money invested in different media categories. Rule extraction is then performed on the trained networks, using the G-REX method, which is based on genetic programming. Results show that both the neural nets and the extracted rules outperform the standard tool See5. G-REX combines high performance with keeping the rules short to ensure that they really provide explanation and not obfuscation.

Rule Extraction from Opaque Models-- A Slightly Different Perspective

When performing predictive modeling, the key criterion is always accuracy. With this in mind, complex techniques like neural networks or ensembles are normally used, resulting in opaque models impossible to interpret. When models need to be comprehensible, accuracy is often sacrificed by using simpler techniques directly producing transparent models; a tradeoff termed the accuracy vs. comprehensibility tradeoff. In order to reduce this tradeoff, the opaque model can be transformed into another, interpretable, model; an activity termed rule extraction. In this paper, it is argued that rule extraction algorithms should gain from using oracle data; i.e. test set instances, together with corresponding predictions from the opaque model. The experiments, using 17 publicly available data sets, clearly show that rules extracted using only oracle data were significantly more accurate than both rules extracted by the same algorithm, using training data, and standard decision tree algorithms. In addition, the same rules were also significantly more compact; thus providing better comprehensibility. The overall implication is that rules extracted in this fashion explain the predictions made on novel data better than rules extracted in the standard way; i.e. using training data only

Regression trees for streaming data with local performance guarantees

Online predictive modeling of streaming data is a key task for big data analytics. In this paper, a novel approach for efficient online learning of regression trees is proposed, which continuously updates, rather than retrains, the tree as more labeled data become available. A conformal predictor outputs prediction sets instead of point predictions; which for regression translates into prediction intervals. The key property of a conformal predictor is that it is always valid, i.e., the error rate, on novel data, is bounded by a preset significance level. Here, we suggest applying Mondrian conformal prediction on top of the resulting models, in order to obtain regression trees where not only the tree, but also each and every rule, corresponding to a path from the root node to a leaf, is valid. Using Mondrian conformal prediction, it becomes possible to analyze and explore the different rules separately, knowing that their accuracy, in the long run, will not be below the preset significance level. An empirical investigation, using 17 publicly available data sets, confirms that the resulting rules are independently valid, but also shows that the prediction intervals are smaller, on average, than when only the global model is required to be valid. All-in-all, the suggested method provides a data miner or a decision maker with highly informative predictive models of streaming data.

Comprehensible Models for Predicting Molecular Interaction with Heart-Regulating Genes

When using machine learning for in silico modeling, the goal is normally to obtain highly accurate predictive models. Often, however, models should also bring insights into interesting relationships in the domain. It is then desirable that machine learning techniques have the ability to obtain small and transparent models, where the user can control the tradeoff between accuracy, comprehensibility and coverage. In this study, three different decision list algorithms are evaluated on a dataset concerning the interaction of molecules with a human gene that regulates heart functioning (hERG). The results show that decision list algorithms can obtain predictive performance not far from the state-of-the-art method random forests, but also that algorithms focusing on accuracy alone may produce complex decision lists that are very hard to interpret. The experiments also show that by sacrificing accuracy only to a limited degree, comprehensibility (measured as both model size and classification complexity) can be improved remarkably.

One tree to explain them all

Random forest is an often used ensemble technique, renowned for its high predictive performance. Random forests models are, however, due to their sheer complexity inherently opaque, making human interpretation and analysis impossible. This paper presents a method of approximating the random forest with just one decision tree. The approach uses oracle coaching, a recently suggested technique where a weaker but transparent model is generated using combinations of regular training data and test data initially labeled by a strong classifier, called the oracle. In this study, the random forest plays the part of the oracle, while the transparent models are decision trees generated by either the standard tree inducer J48, or by evolving genetic programs. Evaluation on 30 data sets from the UCI repository shows that oracle coaching significantly improves both accuracy and area under ROC curve, compared to using training data only. As a matter of fact, resulting single tree models are as accurate as the random forest, on the specific test instances. Most importantly, this is not achieved by inducing or evolving huge trees having perfect fidelity; a large majority of all trees are instead rather compact and clearly comprehensible. The experiments also show that the evolution outperformed J48, with regard to accuracy, but that this came at the expense of slightly larger trees.

Oracle coached decision trees and lists

This paper introduces a novel method for obtaining increased predictive performance from transparent models in situations where production input vectors are available when building the model. First, labeled training data is used to build a powerful opaque model, called an oracle. Second, the oracle is applied to production instances, generating predicted target values, which are used as labels. Finally, these newly labeled instances are utilized, in different combinations with normal training data, when inducing a transparent model. Experimental results, on 26 UCI data sets, show that the use of oracle coaches significantly improves predictive performance, compared to standard model induction. Most importantly, both accuracy and AUC results are robust over all combinations of opaque and transparent models evaluated. This study thus implies that the straightforward procedure of using a coaching oracle, which can be used with arbitrary classifiers, yields significantly better predictive performance at a low computational cost.

Using genetic programming to obtain implicit diversity

When performing predictive data mining, the use of ensembles is known to increase prediction accuracy, compared to single models. To obtain this higher accuracy, ensembles should be built from base classifiers that are both accurate and diverse. The question of how to balance these two properties in order to maximize ensemble accuracy is, however, far from solved and many different techniques for obtaining ensemble diversity exist. One such technique is bagging, where implicit diversity is introduced by training base classifiers on different subsets of available data instances, thus resulting in less accurate, but diverse base classifiers. In this paper, genetic programming is used as an alternative method to obtain implicit diversity in ensembles by evolving accurate, but different base classifiers in the form of decision trees, thus exploiting the inherent inconsistency of genetic programming. The experiments show that the GP approach outperforms standard bagging of decision trees, obtaining significantly higher ensemble accuracy over 25 UCI datasets. This superior performance stems from base classifiers having both higher average accuracy and more diversity. Implicitly introducing diversity using GP thus works very well, since evolved base classifiers tend to be highly accurate and diverse.

Obtaining accurate and comprehensible classifiers using oracle coaching

While ensemble classifiers often reach high levels of predictive performance, the resulting models are opaque and hence do not allow direct interpretation. When employing methods that do generate transparent models, predictive performance typically has to be sacrificed. This paper presents a method of improving predictive performance of transparent models in the very common situation where instances to be classified, i.e., the production data, are known at the time of model building. This approach, named oracle coaching, employs a strong classifier, called an oracle, to guide the generation of a weaker, but transparent model. This is accomplished by using the oracle to predict class labels for the production data, and then applying the weaker method on this data, possibly in conjunction with the original training set. Evaluation on 30 data sets from the UCI repository shows that oracle coaching significantly improves predictive performance, measured by both accuracy and area under ROC curve, compared to using training data only. This result is shown to be robust for a variety of methods for generating the oracles and transparent models. More specifically, random forests and bagged radial basis function networks are used as oracles, while J48 and JRip are used for generating transparent models. The evaluation further shows that significantly better results are obtained when using the oracle-classified production data together with the original training data, instead of using only oracle data. An analysis of the fidelity of the transparent models to the oracles shows that performance gains can be expected from increasing oracle performance rather than from increasing fidelity. Finally, it is shown that further performance gains can be achieved by adjusting the relative weights of training data and oracle data.

Using Feature Selection with Bagging and Rule Extraction in Drug Discovery

This paper investigates different ways of combining feature selection with bagging and rule extraction in predictive modeling. Experiments on a large number of data sets from the medicinal chemistry domain, using standard algorithms implemented in the Weka data mining workbench, show that feature selection can lead to significantly improved predictive performance.When combining feature selection with bagging, employing the feature selection on each bootstrap obtains the best result.When using decision trees for rule extraction, the effect of feature selection can actually be detrimental, unless the transductive approach oracle coaching is also used. However, employing oracle coaching will lead to significantly improved performance, and the best results are obtained when performing feature selection before training the opaque model. The overall conclusion is that it can make a substantial difference for the predictive performance exactly how feature selection is used in conjunction with other techniques.