Brian Liu

Brian Liu, Miaolan Xie, Madeleine Udell

Tree ensembles distribute feature importance evenly amongst groups of correlated features. The average feature ranking of the correlated group is suppressed, which reduces interpretability and complicates feature selection. In this paper we present ControlBurn, a feature selection algorithm that uses a weighted LASSO-based feature selection method to prune unnecessary features from tree ensembles, just as low-intensity fire reduces overgrown vegetation. Like the linear LASSO, ControlBurn assigns all the feature importance of a correlated group of features to a single feature. Moreover, the algorithm is efficient and only requires a single training iteration to run, unlike iterative wrapper-based feature selection methods. We show that ControlBurn performs substantially better than feature selection methods with comparable computational costs on datasets with correlated features.

Brian Liu, Madeleine Udell

Model interpretations are often used in practice to extract real world insights from machine learning models. These interpretations have a wide range of applications; they can be presented as business recommendations or used to evaluate model bias. It is vital for a data scientist to choose trustworthy interpretations to drive real world impact. Doing so requires an understanding of how the accuracy of a model impacts the quality of standard interpretation tools. In this paper, we will explore how a model's predictive accuracy affects interpretation quality. We propose two metrics to quantify the quality of an interpretation and design an experiment to test how these metrics vary with model accuracy. We find that for datasets that can be modeled accurately by a variety of methods, simpler methods yield higher quality interpretations. We also identify which interpretation method works the best for lower levels of model accuracy.