Exploring the cloud of feature interaction scores in a Rashomon set
- URL: http://arxiv.org/abs/2305.10181v2
- Date: Mon, 12 Feb 2024 03:46:59 GMT
- Title: Exploring the cloud of feature interaction scores in a Rashomon set
- Authors: Sichao Li, Rong Wang, Quanling Deng, Amanda Barnard
- Abstract summary: We introduce the feature interaction score (FIS) in the context of a Rashomon set.
We demonstrate the properties of the FIS via synthetic data and draw connections to other areas of statistics.
Our results suggest that the proposed FIS can provide valuable insights into the nature of feature interactions in machine learning models.
- Score: 17.775145325515993
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Interactions among features are central to understanding the behavior of
machine learning models. Recent research has made significant strides in
detecting and quantifying feature interactions in single predictive models.
However, we argue that the feature interactions extracted from a single
pre-specified model may not be trustworthy since: a well-trained predictive
model may not preserve the true feature interactions and there exist multiple
well-performing predictive models that differ in feature interaction strengths.
Thus, we recommend exploring feature interaction strengths in a model class of
approximately equally accurate predictive models. In this work, we introduce
the feature interaction score (FIS) in the context of a Rashomon set,
representing a collection of models that achieve similar accuracy on a given
task. We propose a general and practical algorithm to calculate the FIS in the
model class. We demonstrate the properties of the FIS via synthetic data and
draw connections to other areas of statistics. Additionally, we introduce a
Halo plot for visualizing the feature interaction variance in high-dimensional
space and a swarm plot for analyzing FIS in a Rashomon set. Experiments with
recidivism prediction and image classification illustrate how feature
interactions can vary dramatically in importance for similarly accurate
predictive models. Our results suggest that the proposed FIS can provide
valuable insights into the nature of feature interactions in machine learning
models.
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