Description
Shed Light on Black Box Machine Learning Models.
Description
Shed light on black box machine learning models by the help of model performance, variable importance, global surrogate models, ICE profiles, partial dependence (Friedman J. H. (2001) <doi:10.1214/aos/1013203451>), accumulated local effects (Apley D. W. (2016) <arXiv:1612.08468>), further effects plots, interaction strength, and variable contribution breakdown (Gosiewska and Biecek (2019) <arxiv:1903.11420>). All tools are implemented to work with case weights and allow for stratified analysis. Furthermore, multiple flashlights can be combined and analyzed together.
README.md
{flashlight}
Overview
The goal of this package is shed light on black box machine learning models.
The main props of {flashlight}:
- It is simple, yet flexible.
- It offers model agnostic tools like model performance, variable importance, global surrogate models, ICE profiles, partial dependence, ALE, and further effects plots, scatter plots, interaction strength, and variable contribution breakdown/SHAP for single observations.
- It allows to assess multiple models side-by-side.
- It supports "group by" operations.
- It works with case weights.
Currently, models with numeric or binary response are supported.
Installation
# From CRAN
install.packages("flashlight")
# Development version
devtools::install_github("mayer79/flashlight")
Usage
Let's start with an iris example. For simplicity, we do not split the data into training and testing/validation sets.
library(ggplot2)
library(MetricsWeighted)
library(flashlight)
fit_lm <- lm(Sepal.Length ~ ., data = iris)
# Make explainer object
fl_lm <- flashlight(
model = fit_lm,
data = iris,
y = "Sepal.Length",
label = "lm",
metrics = list(RMSE = rmse, `R-squared` = r_squared)
)
Performance
fl_lm |>
light_performance() |>
plot(fill = "darkred") +
labs(x = element_blank(), title = "Performance on training data")
fl_lm |>
light_performance(by = "Species") |>
plot(fill = "darkred") +
ggtitle("Performance split by Species")
Permutation importance regarding first metric
Error bars represent standard errors, i.e., the uncertainty of the estimated importance.
fl_lm |>
light_importance(m_repetitions = 4) |>
plot(fill = "darkred") +
labs(title = "Permutation importance", y = "Increase in RMSE")
ICE curves for Petal.Width
fl_lm |>
light_ice("Sepal.Width", n_max = 200) |>
plot(alpha = 0.3, color = "chartreuse4") +
labs(title = "ICE curves for 'Sepal.Width'", y = "Prediction")
fl_lm |>
light_ice("Sepal.Width", n_max = 200, center = "middle") |>
plot(alpha = 0.3, color = "chartreuse4") +
labs(title = "c-ICE curves for 'Sepal.Width'", y = "Prediction (centered)")
PDPs
fl_lm |>
light_profile("Sepal.Width", n_bins = 40) |>
plot() +
ggtitle("PDP for 'Sepal.Width'")
fl_lm |>
light_profile("Sepal.Width", n_bins = 40, by = "Species") |>
plot() +
ggtitle("Same grouped by 'Species'")
2D PDP
fl_lm |>
light_profile2d(c("Petal.Width", "Petal.Length")) |>
plot()
ALE
fl_lm |>
light_profile("Sepal.Width", type = "ale") |>
plot() +
ggtitle("ALE plot for 'Sepal.Width'")
Different profile plots in one
fl_lm |>
light_effects("Sepal.Width") |>
plot(use = "all") +
ggtitle("Different types of profiles for 'Sepal.Width'")
Variable contribution breakdown for single observation
fl_lm |>
light_breakdown(new_obs = iris[1, ]) |>
plot()
Global surrogate tree
fl_lm |>
light_global_surrogate() |>
plot()
Multiple models
Multiple flashlights can be combined to a multiflashlight.
library(rpart)
fit_tree <- rpart(
Sepal.Length ~ .,
data = iris,
control = list(cp = 0, xval = 0, maxdepth = 5)
)
# Make explainer object
fl_tree <- flashlight(
model = fit_tree,
data = iris,
y = "Sepal.Length",
label = "tree",
metrics = list(RMSE = rmse, `R-squared` = r_squared)
)
# Combine with other explainer
fls <- multiflashlight(list(fl_tree, fl_lm))
fls |>
light_performance() |>
plot(fill = "chartreuse4") +
labs(x = "Model", title = "Performance")
fls |>
light_profile("Petal.Length", n_bins = 40, by = "Species") |>
plot() +
ggtitle("PDP by Species")
More
Check out the vignette for more information and important references.