Saved in:
Bibliographic Details
Main Authors: Kridel, Donald, Dineen, Jacob, Dolk, Daniel, Castillo, David
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.20794
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866917680340008960
author Kridel, Donald
Dineen, Jacob
Dolk, Daniel
Castillo, David
author_facet Kridel, Donald
Dineen, Jacob
Dolk, Daniel
Castillo, David
contents Explainable AI (XAI) has a counterpart in analytical modeling which we refer to as model explainability. We tackle the issue of model explainability in the context of prediction models. We analyze a dataset of loans from a credit card company and apply three stages: execute and compare four different prediction methods, apply the best known explainability techniques in the current literature to the model training sets to identify feature importance (FI) (static case), and finally to cross-check whether the FI set holds up under what if prediction scenarios for continuous and categorical variables (dynamic case). We found inconsistency in FI identification between the static and dynamic cases. We summarize the state of the art in model explainability and suggest further research to advance the field.
format Preprint
id arxiv_https___arxiv_org_abs_2405_20794
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Model Interpretation and Explainability: Towards Creating Transparency in Prediction Models
Kridel, Donald
Dineen, Jacob
Dolk, Daniel
Castillo, David
Machine Learning
Explainable AI (XAI) has a counterpart in analytical modeling which we refer to as model explainability. We tackle the issue of model explainability in the context of prediction models. We analyze a dataset of loans from a credit card company and apply three stages: execute and compare four different prediction methods, apply the best known explainability techniques in the current literature to the model training sets to identify feature importance (FI) (static case), and finally to cross-check whether the FI set holds up under what if prediction scenarios for continuous and categorical variables (dynamic case). We found inconsistency in FI identification between the static and dynamic cases. We summarize the state of the art in model explainability and suggest further research to advance the field.
title Model Interpretation and Explainability: Towards Creating Transparency in Prediction Models
topic Machine Learning
url https://arxiv.org/abs/2405.20794