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Intelligible models for classification and regression

Published: 12 August 2012 Publication History

Abstract

Complex models for regression and classification have high accuracy, but are unfortunately no longer interpretable by users. We study the performance of generalized additive models (GAMs), which combine single-feature models called shape functions through a linear function. Since the shape functions can be arbitrarily complex, GAMs are more accurate than simple linear models. But since they do not contain any interactions between features, they can be easily interpreted by users.
We present the first large-scale empirical comparison of existing methods for learning GAMs. Our study includes existing spline and tree-based methods for shape functions and penalized least squares, gradient boosting, and backfitting for learning GAMs. We also present a new method based on tree ensembles with an adaptive number of leaves that consistently outperforms previous work. We complement our experimental results with a bias-variance analysis that explains how different shape models influence the additive model. Our experiments show that shallow bagged trees with gradient boosting distinguish itself as the best method on low- to medium-dimensional datasets.

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cover image ACM Conferences
KDD '12: Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
August 2012
1616 pages
ISBN:9781450314626
DOI:10.1145/2339530
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 12 August 2012

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Author Tags

  1. classification
  2. intelligible models
  3. regression

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