Interpretable Generalized Additive Models for Datasets with Missing Values
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866911428467752960 |
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| author | McTavish, Hayden Donnelly, Jon Seltzer, Margo Rudin, Cynthia |
| author_facet | McTavish, Hayden Donnelly, Jon Seltzer, Margo Rudin, Cynthia |
| contents | Many important datasets contain samples that are missing one or more feature values. Maintaining the interpretability of machine learning models in the presence of such missing data is challenging. Singly or multiply imputing missing values complicates the model's mapping from features to labels. On the other hand, reasoning on indicator variables that represent missingness introduces a potentially large number of additional terms, sacrificing sparsity. We solve these problems with M-GAM, a sparse, generalized, additive modeling approach that incorporates missingness indicators and their interaction terms while maintaining sparsity through l0 regularization. We show that M-GAM provides similar or superior accuracy to prior methods while significantly improving sparsity relative to either imputation or naive inclusion of indicator variables. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_02646 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Interpretable Generalized Additive Models for Datasets with Missing Values McTavish, Hayden Donnelly, Jon Seltzer, Margo Rudin, Cynthia Machine Learning Many important datasets contain samples that are missing one or more feature values. Maintaining the interpretability of machine learning models in the presence of such missing data is challenging. Singly or multiply imputing missing values complicates the model's mapping from features to labels. On the other hand, reasoning on indicator variables that represent missingness introduces a potentially large number of additional terms, sacrificing sparsity. We solve these problems with M-GAM, a sparse, generalized, additive modeling approach that incorporates missingness indicators and their interaction terms while maintaining sparsity through l0 regularization. We show that M-GAM provides similar or superior accuracy to prior methods while significantly improving sparsity relative to either imputation or naive inclusion of indicator variables. |
| title | Interpretable Generalized Additive Models for Datasets with Missing Values |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2412.02646 |