imodels 0.2.9

Implementations of various interpretable models

Interpretable machine-learning models (imodels) 🔍

Python package for concise, transparent, and accurate predictive modeling. All sklearn-compatible and easily customizable.

docs • imodels overview • demo notebooks

imodels overview

Modern machine-learning models are increasingly complex, often making them difficult to interpret. This package provides a simple interface for fitting and using state-of-the-art interpretable models, all compatible with scikit-learn. These models can often replace black-box models (e.g. random forests) with simpler models (e.g. rule lists) while improving interpretability and computational efficiency, all without sacrificing predictive accuracy! Simply import a classifier or regressor and use the fit and predict methods, same as standard scikit-learn models.

from imodels import BayesianRuleListClassifier, GreedyRuleListClassifier, SkopeRulesClassifier # see more models below
from imodels import SLIMRegressor, RuleFitRegressor

model = BayesianRuleListClassifier()  # initialize a model
model.fit(X_train, y_train)   # fit model
preds = model.predict(X_test) # discrete predictions: shape is (n_test, 1)
preds_proba = model.predict_proba(X_test) # predicted probabilities: shape is (n_test, n_classes)
print(model) # print the rule-based model

-----------------------------
# the model consists of the following 3 rules
# if X1 > 5: then 80.5% risk
# else if X2 > 5: then 40% risk
# else: 10% risk

Installation

Install with pip install imodels (see here for help).

Supported models

Model	Reference	Description
Rulefit rule set	🗂️, 🔗, 📄	Extracts rules from a decision tree then builds a sparse linear model with them
Skope rule set	🗂️, 🔗	Extracts rules from gradient-boosted trees, deduplicates them, then forms a linear combination of them based on their OOB precision
Boosted rule set	🗂️, 🔗, 📄	Uses Adaboost or SLIPPER to sequentially learn a set of rules
Bayesian rule list	🗂️, 🔗, 📄	Learns a compact rule list by sampling rule lists (rather than using a greedy heuristic)
Greedy rule list	🗂️, 🔗	Uses CART to learn a list (only a single path), rather than a decision tree
OneR rule list	🗂️, 📄	Learns rule list restricted to only one feature
Optimal rule tree	🗂️, 🔗, 📄	(In progress) Learns succinct trees using global optimization rather than greedy heuristics
Iterative random forest	🗂️, 🔗, 📄	(In progress) Repeatedly fit random forest, giving features with high importance a higher chance of being selected.
Sparse integer linear model	🗂️, 📄	Forces coefficients to be integers
Rule sets	⌛	(Coming soon) Many popular rule sets including Lightweight Rule Induction, MLRules

Docs 🗂️, Reference code implementation 🔗, Research paper 📄
More models coming soon! See also our [effective discretizers](https://csinva.io/imodels/util/discretizer.html) for data preprocessing.

The final form of the above models takes one of the following forms, which aim to be simultaneously simple to understand and highly predictive:

Rule set	Rule list	Rule tree	Algebraic models

Different models and algorithms vary not only in their final form but also in different choices made during modeling. In particular, many models differ in the 3 steps given by the table below.

ex. RuleFit and SkopeRules

RuleFit and SkopeRules differ only in the way they prune rules: RuleFit uses a linear model whereas SkopeRules heuristically deduplicates rules sharing overlap.

ex. Bayesian rule lists and greedy rule lists

Bayesian rule lists and greedy rule lists differ in how they select rules; bayesian rule lists perform a global optimization over possible rule lists while Greedy rule lists pick splits sequentially to maximize a given criterion.

ex. FPSkope and SkopeRules

FPSkope and SkopeRules differ only in the way they generate candidate rules: FPSkope uses FPgrowth whereas SkopeRules extracts rules from decision trees.

See the docs for individual models for futher descriptions.

Rule candidate generation	Rule selection	Rule pruning / combination

The code here contains many useful and customizable functions for rule-based learning in the util folder. This includes functions / classes for rule deduplication, rule screening, and converting between trees, rulesets, and neural networks.

Demo notebooks

Demos are contained in the notebooks folder.

imodels demo

Shows how to fit, predict, and visualize with different interpretable models

imodels colab demo

Shows how to fit, predict, and visualize with different interpretable models

clinical decision rule notebook

Shows an example of using imodels for deriving a clinical decision rule

posthoc analysis

We also include some demos of posthoc analysis, which occurs after fitting models: posthoc.ipynb shows different simple analyses to interpret a trained model and uncertainty.ipynb contains basic code to get uncertainty estimates for a model

Support for different tasks

Different models support different machine-learning tasks. Current support for different models is given below:

Model	Binary classification	Regression
Rulefit rule set	✔️	✔️
Skope rule set	✔️
Boosted rule set	✔️
Bayesian rule list	✔️
Greedy rule list	✔️
OneR rule list	✔️
Optimal rule tree
Iterative random forest
Sparse integer linear model	✔️	✔️

References

• Readings
  • Interpretable ML good quick overview: murdoch et al. 2019, pdf
  • Interpretable ML book: molnar 2019, pdf
  • Case for interpretable models rather than post-hoc explanation: rudin 2019, pdf
  • Review on evaluating interpretability: doshi-velez & kim 2017, pdf
• Reference implementations (also linked above): the code here heavily derives from the wonderful work of previous projects. We seek to to extract out, unify, and maintain key parts of these projects.
  • sklearn-expertsys - by @tmadl and @kenben based on original code by Ben Letham
  • rulefit - by @christophM
  • skope-rules - by the skope-rules team (including @ngoix, @floriangardin, @datajms, Bibi Ndiaye, Ronan Gautier)
• Related packages
  • gplearn: symbolic regression/classification
  • pygam: generative additive models
• Updates
  • For updates, star the repo, see this related repo, or follow @csinva_
  • Please make sure to give authors of original methods / base implementations appropriate credit!
  • Contributing: pull requests very welcome!

If it's useful for you, please cite the package using the below, and make sure to give authors of original methods / base implementations credit:

@software{
    imodels2021,
    title        = {{imodels: a python package for fitting interpretable models}},
    journal      = {Journal of Open Source Software}
    publisher    = {The Open Journal},
    year         = {2021},
    author       = {Singh, Chandan and Nasseri, Keyan and Tan, Yan Shuo and Tang, Tiffany and Yu, Bin},
    volume       = {6},
    number       = {61},
    pages        = {3192},
    doi          = {10.21105/joss.03192},
    url          = {https://doi.org/10.21105/joss.03192},
}