Interpretable machine learning models (imodels) 🔍

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

Docs • Popular imodels • Custom imodels • Demo notebooks

Popular interpretable models

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

• 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)
• Compatible packages
  • sklearn
  • dtreeviz
• Related packages
  • gplearn for symbolic regression/classification
  • pygam for generative additive models

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!