Mixture of Linear Models Co-supervised by Deep Neural Networks
This addresses the need for interpretable models in fields like economics and healthcare, where black-box predictions are resisted, though it appears incremental as it builds on existing mixture model concepts.
The paper tackles the trade-off between interpretability and accuracy in predictive modeling by proposing a mixture of discriminative models guided by a deep neural network, achieving a flexible balance without specifying concrete performance numbers.
Deep neural network (DNN) models have achieved phenomenal success for applications in many domains, ranging from academic research in science and engineering to industry and business. The modeling power of DNN is believed to have come from the complexity and over-parameterization of the model, which on the other hand has been criticized for the lack of interpretation. Although certainly not true for every application, in some applications, especially in economics, social science, healthcare industry, and administrative decision making, scientists or practitioners are resistant to use predictions made by a black-box system for multiple reasons. One reason is that a major purpose of a study can be to make discoveries based upon the prediction function, e.g., to reveal the relationships between measurements. Another reason can be that the training dataset is not large enough to make researchers feel completely sure about a purely data-driven result. Being able to examine and interpret the prediction function will enable researchers to connect the result with existing knowledge or gain insights about new directions to explore. Although classic statistical models are much more explainable, their accuracy often falls considerably below DNN. In this paper, we propose an approach to fill the gap between relatively simple explainable models and DNN such that we can more flexibly tune the trade-off between interpretability and accuracy. Our main idea is a mixture of discriminative models that is trained with the guidance from a DNN. Although mixtures of discriminative models have been studied before, our way of generating the mixture is quite different.