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> ML_LITERATURE // NORI-2019-INTERPRETML-UNIFIED-FRAMEWORK-MACHINE-LEARNING-INTERPRETABILITY_v1.0

InterpretML: A Unified Framework for Machine Learning Interpretability

Harsha Nori, Samuel Jenkins, Paul Koch, Rich Caruana · arXiv preprint (2019)

systems2019industry-standardthirdPartyReproduced

Principal Contribution

Introduced Explainable Boosting Machines (EBM), combining modern tree boosting with GAMs and pairwise interaction detection.

Operational Relevance

Production-ready glassbox tool achieving full accuracy parity with XGBoost while providing exact intelligible attribution plots.

Assumptions

  • Pairwise feature interactions capture the overwhelming majority of non-linear interaction energy in tabular data

Limitations

  • Training scales quadratically with number of pairwise interaction candidates; cannot model 3-way interactions

Connected Algorithms, Architectures & Tools

Related Algorithms:
Related Architectures:
Implementing Libraries: