A Shapley-value based normalization of residual variance increases yields feature-level R2 shares that sum to the model's overall R2.
VINE: Visualizing Statistical Interactions in Black Box Models
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abstract
As machine learning becomes more pervasive, there is an urgent need for interpretable explanations of predictive models. Prior work has developed effective methods for visualizing global model behavior, as well as generating local (instance-specific) explanations. However, relatively little work has addressed regional explanations - how groups of similar instances behave in a complex model, and the related issue of visualizing statistical feature interactions. The lack of utilities available for these analytical needs hinders the development of models that are mission-critical, transparent, and align with social goals. We present VINE (Visual INteraction Effects), a novel algorithm to extract and visualize statistical interaction effects in black box models. We also present a novel evaluation metric for visualizations in the interpretable ML space.
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Shapley Decomposition of R-Squared in Machine Learning Models
A Shapley-value based normalization of residual variance increases yields feature-level R2 shares that sum to the model's overall R2.