论文标题

GAMI-NET:基于具有结构化相互作用的通用添加剂模型的可解释的神经网络

GAMI-Net: An Explainable Neural Network based on Generalized Additive Models with Structured Interactions

论文作者

Yang, Zebin, Zhang, Aijun, Sudjianto, Agus

论文摘要

在实际应用中使用神经网络模型时,缺乏可解释性是不可避免的问题。在本文中,提出了基于具有结构性相互作用(GAMI-NET)的广义添加剂模型的可解释的神经网络,以在预测准确性和模型可解释性之间取得良好的平衡。 GAMI-NET是一个具有多个添加剂子网的分离馈电网络。每个子网都由多个隐藏层组成,旨在捕获一种主要效果或一种成对相互作用。进一步考虑了三个可解释性方面,包括a)稀疏性,以选择对副象征的最重要影响; b)遗传性,只有至少存在其主要主要影响时,才能包括成对的相互作用; c)边际清晰度,使主要效果和成对相互作用相互区分。开发了一种自适应训练算法,首先对主要效果进行了训练,然后将成对相互作用拟合到残差。关于合成功能和现实世界数据集的数值实验表明,与可解释的增强机和其他经典机器学习模型相比,提出的模型具有卓越的解释性,并且保持竞争性预测准确性。

The lack of interpretability is an inevitable problem when using neural network models in real applications. In this paper, an explainable neural network based on generalized additive models with structured interactions (GAMI-Net) is proposed to pursue a good balance between prediction accuracy and model interpretability. GAMI-Net is a disentangled feedforward network with multiple additive subnetworks; each subnetwork consists of multiple hidden layers and is designed for capturing one main effect or one pairwise interaction. Three interpretability aspects are further considered, including a) sparsity, to select the most significant effects for parsimonious representations; b) heredity, a pairwise interaction could only be included when at least one of its parent main effects exists; and c) marginal clarity, to make main effects and pairwise interactions mutually distinguishable. An adaptive training algorithm is developed, where main effects are first trained and then pairwise interactions are fitted to the residuals. Numerical experiments on both synthetic functions and real-world datasets show that the proposed model enjoys superior interpretability and it maintains competitive prediction accuracy in comparison to the explainable boosting machine and other classic machine learning models.

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