From add7fa19a1cec379878f6a264abe49db9a63b444 Mon Sep 17 00:00:00 2001 From: ph_ Date: Mon, 25 May 2020 15:25:56 -0400 Subject: [PATCH] Update README.md --- README.md | 55 ++++++++++++++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 54 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 62d8bdc..48ea521 100644 --- a/README.md +++ b/README.md @@ -37,7 +37,6 @@ Corrections or suggestions? Please file a [GitHub issue](https://github.com/jpha * R [`rpart`](https://cran.r-project.org/web/packages/rpart/index.html) * Python [`skope-rules`](https://github.com/scikit-learn-contrib/skope-rules) - ### Lecture 1 Suggested Reading * **Introduction and Background**: @@ -55,6 +54,60 @@ Corrections or suggestions? Please file a [GitHub issue](https://github.com/jpha * [When a Computer Program Keeps You in Jail](https://www.nytimes.com/2017/06/13/opinion/how-computers-are-harming-criminal-justice.html) * [When an Algorithm Helps Send You to Prison](https://www.nytimes.com/2017/10/26/opinion/algorithm-compas-sentencing-bias.html) +## Lecture 1: Interpretable Machine Learning Models + +![Histogram, partial dependence, and ICE for a monotonic GBM and a credit card customer's most recent repayment status](/img/lecture_1.png) +**Source:** [Building from Penalized GLM to Monotonic GBM](https://nbviewer.jupyter.org/github/jphall663/GWU_rml/blob/master/lecture_1.ipynb) + +### Lecture 1 Class Materials + +* [Syllabus](rml_syllabus_summer_2020.pdf) +* [Lecture Notes](tex/lecture_1.pdf) +* [Lecture Video](https://www.youtube.com/watch?v=AJS1_2DIbjo) +* Software Example: [Building from Penalized GLM to Monotonic GBM](https://nbviewer.jupyter.org/github/jphall663/GWU_rml/blob/master/lecture_1.ipynb) + +### Lecture 1 Suggested Software + +* Python [explainable boosting machine (EBM)/GA2M](https://github.com/interpretml/interpret) +* R [`gam`](https://cran.r-project.org/web/packages/gam/index.html) +* `h2o` [penalized GLM](https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/glm.html) (R and Python) +* Monotonic gradient boosting machine (GBM): [`h2o`](https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/monotone_constraints.html) and [`xgboost`](https://xgboost.readthedocs.io/en/latest/tutorials/monotonic.html) (R and Python) +* R [`rpart`](https://cran.r-project.org/web/packages/rpart/index.html) +* Python [`skope-rules`](https://github.com/scikit-learn-contrib/skope-rules) + +## Lecture 2: Post-hoc Explanation + +![A decision tree surrogate model forms a flow chart of a more complex monotonic GBM](/img/lecture_2.png) +**Source:** [Global and Local Explanations of Constrained Model](https://nbviewer.jupyter.org/github/jphall663/GWU_rml/blob/master/lecture_2.ipynb) + +### Lecture 2 Suggested Reading + +* **Introduction and Background**: + * **[Proposed Guidelines for the Responsible Use of Explainable Machine Learning](https://arxiv.org/pdf/1906.03533.pdf) + * **[Responsible Artificial Intelligence](https://www.springer.com/gp/book/9783030303709)** - Chapter 4 + +* **Post-hoc Explanation Techniques**: + * **Interpretable Machine Learning** - [Chapter 5](https://christophm.github.io/interpretable-ml-book/agnostic.html) and [Chapter 6](https://christophm.github.io/interpretable-ml-book/example-based.html) + * [*Towards a Better Understanding of Gradient-based Attribution Methods for Deep Neural Networks*](https://arxiv.org/pdf/1711.06104.pdf) + +* **Links from Lecture** + +### Lecture 2 Class Materials + +* [Lecture Notes](tex/lecture_2.pdf) (draft) +* [Lecture Video]() (cuurently unavailable) +* Software Example: [Building from Penalized GLM to Monotonic GBM](https://nbviewer.jupyter.org/github/jphall663/GWU_rml/blob/master/lecture_2.ipynb) (draft) + +### Lecture 2 Suggested Software +* Python: + * [`alibi`](https://github.com/SeldonIO/alibi) + * [`interpret`](https://github.com/interpretml/interpret) + * [`shap`](https://github.com/slundberg/shap) + * [`tf-explain`](https://github.com/sicara/tf-explain) +* R: + * [`DALEX`](https://github.com/ModelOriented/DALEX) + * [`iml`](https://github.com/christophM/iml) + ## Using Class Software Resources 1. Install [Git](https://git-scm.com/downloads), [Graphviz](https://www.graphviz.org/) and Java. They must all be *added to your system path.*