论文标题

快速解释的贪婪树总和

Fast Interpretable Greedy-Tree Sums

论文作者

Tan, Yan Shuo, Singh, Chandan, Nasseri, Keyan, Agarwal, Abhineet, Duncan, James, Ronen, Omer, Epland, Matthew, Kornblith, Aaron, Yu, Bin

论文摘要

现代的机器学习实现了令人印象深刻的预测性能,但通常会牺牲可解释性,这是医学等高风险领域的关键考虑。在这种情况下,从业人员通常使用高度可解释的决策树模型,但是这些模型遭受了归纳偏见,以抵抗添加剂结构。为了克服这一偏见,我们提出了快速解释的贪婪树总和(无花果),该总和概括了购物车算法,以同时在总结中生长出灵活数量的树木。通过将逻辑规则与加法结合起来,无花果能够适应加成结构,同时保持高度可解释。对现实世界数据集的广泛实验表明,无花果实现最先进的预测性能。为了证明无花果在高风险域中的有用性,我们适应无花果学习临床决策工具(CDI),这是指导临床决策的工具。具体而言,我们介绍了一系列称为g基因的无花果变体,这些变体解释了医疗数据中的异质性。 G-Figs得出了反映领域知识并享有改善特异性的CDI(最多20%),而无需牺牲灵敏度或解释性。为了进一步了解图1和图2,我们证明无花果学习添加剂模型的组成部分,该属性我们称为分离。此外,我们(在甲骨文条件下)表明,与单个决策树模型相比,不受约束的树木模型利用脱节效率比单个决策树模型更有效。最后,为避免过度拟合不受限制的拆分,我们开发了包装的身材,这是无花果的合奏版本,它借用了随机森林的差异降低技术。包装套件在随机森林和现实世界中的XGBoost中享有竞争性能。

Modern machine learning has achieved impressive prediction performance, but often sacrifices interpretability, a critical consideration in high-stakes domains such as medicine. In such settings, practitioners often use highly interpretable decision tree models, but these suffer from inductive bias against additive structure. To overcome this bias, we propose Fast Interpretable Greedy-Tree Sums (FIGS), which generalizes the CART algorithm to simultaneously grow a flexible number of trees in summation. By combining logical rules with addition, FIGS is able to adapt to additive structure while remaining highly interpretable. Extensive experiments on real-world datasets show that FIGS achieves state-of-the-art prediction performance. To demonstrate the usefulness of FIGS in high-stakes domains, we adapt FIGS to learn clinical decision instruments (CDIs), which are tools for guiding clinical decision-making. Specifically, we introduce a variant of FIGS known as G-FIGS that accounts for the heterogeneity in medical data. G-FIGS derives CDIs that reflect domain knowledge and enjoy improved specificity (by up to 20% over CART) without sacrificing sensitivity or interpretability. To provide further insight into FIGS, we prove that FIGS learns components of additive models, a property we refer to as disentanglement. Further, we show (under oracle conditions) that unconstrained tree-sum models leverage disentanglement to generalize more efficiently than single decision tree models when fitted to additive regression functions. Finally, to avoid overfitting with an unconstrained number of splits, we develop Bagging-FIGS, an ensemble version of FIGS that borrows the variance reduction techniques of random forests. Bagging-FIGS enjoys competitive performance with random forests and XGBoost on real-world datasets.

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