Interpretable machine learning models (imodels) 🔍

Python package for concise, transparent, and accurate predictive modeling. All sklearn-compatible and easily understandable. Pull requests very welcome!

Github • Popular imodels • Custom imodels • Demo notebooks

Implementations of different interpretable models, all compatible with scikit-learn. The interpretable models can be easily used and installed:

from imodels import BayesianRuleListClassifier, GreedyRuleListClassifier, SkopeRulesClassifier
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)

Install with pip install imodels (see here for help). Contains the following 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 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 SLIPPER, Lightweight Rule Induction, MLRules

Docs 🗂️, Reference code implementation 🔗, Research paper 📄

Custom interpretable models

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 of the table below. For example, RuleFit and SkopeRules differ only in the way they prune rules: RuleFit uses a linear model whereas SkopeRules heuristically deduplicates rules sharing overlap. As another example, 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. See the docs for individual models for futher descriptions.

Rule candidate generation Rule selection Rule pruning / combination

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

Demo notebooks

Demos are contained in the notebooks folder.

  • imodels_demo.ipynb, demos the imodels package. It shows how to fit, predict, and visualize with different interpretable models
  • this notebook shows an example of using imodels for deriving a clinical decision rule
  • we also include some demos of posthoc analysis, which occurs after fitting models
  • posthoc.ipynb - shows different simple analyses to interpret a trained model
  • uncertainty.ipynb - basic code to get uncertainty estimates for a model

References

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!

Expand source code 
"""
.. include:: ../readme.md
"""
# Python `imodels` package for interpretable models compatible with scikit-learn.
# Github repo available [here](https://github.com/csinva/interpretability-implementations-demos).

from .rule_list.bayesian_rule_list.bayesian_rule_list import BayesianRuleListClassifier
from .rule_list.greedy_rule_list import GreedyRuleListClassifier
from .rule_list.one_r import OneRClassifier
from .rule_set.rule_fit import RuleFitRegressor
from .rule_set.skope_rules import SkopeRulesClassifier
from .rule_set.boosted_rules import BoostedRulesClassifier
# from .tree.iterative_random_forest.iterative_random_forest import IRFClassifier
# from .tree.optimal_classification_tree import OptimalTreeModel
from .algebraic.slim import SLIMRegressor

CLASSIFIERS = BayesianRuleListClassifier, GreedyRuleListClassifier, SkopeRulesClassifier, BoostedRulesClassifier #, IRFClassifier
REGRESSORS = RuleFitRegressor, SLIMRegressor

Sub-modules

algebraic

Generic class for models that take the form of algebraic equations (e.g. linear models).

rule_list

Generic class for models that take the form of a list of rules.

rule_set

Generic class for models that take the form of a set of (potentially overlapping) rules.

tree

Generic class for models that take the form of a tree of rules.

util

Shared utilities for implementing different interpretable models.