Setup a classification experiment

In [ ]:
import pandas as pd
from sklearn.model_selection import train_test_split

df = pd.read_csv(
df.columns = [
    "Age", "WorkClass", "fnlwgt", "Education", "EducationNum",
    "MaritalStatus", "Occupation", "Relationship", "Race", "Gender",
    "CapitalGain", "CapitalLoss", "HoursPerWeek", "NativeCountry", "Income"
# df = df.sample(frac=0.1, random_state=1)
train_cols = df.columns[0:-1]
label = df.columns[-1]
X = df[train_cols]
y = df[label].apply(lambda x: 0 if x == " <=50K" else 1) #Turning response into 0 and 1

seed = 1
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.20, random_state=seed)

Explore the dataset

In [ ]:
from interpret import show
from import ClassHistogram

hist = ClassHistogram().explain_data(X_train, y_train, name = 'Train Data')

Train the Explainable Boosting Machine (EBM)

In [ ]:
from interpret.glassbox import ExplainableBoostingClassifier, LogisticRegression, ClassificationTree, DecisionListClassifier

ebm = ExplainableBoostingClassifier(random_state=seed), y_train)   #Works on dataframes and numpy arrays

Global Explanations: What the model learned overall

In [ ]:
ebm_global = ebm.explain_global(name='EBM')

Local Explanations: How an individual prediction was made

In [ ]:
ebm_local = ebm.explain_local(X_test[:5], y_test[:5], name='EBM')

Evaluate EBM performance

In [ ]:
from interpret.perf import ROC

ebm_perf = ROC(ebm.predict_proba).explain_perf(X_test, y_test, name='EBM')

Let's test out a few other Explainable Models

In [ ]:
from interpret.glassbox import LogisticRegression, ClassificationTree

# We have to transform categorical variables to use Logistic Regression and Decision Tree
X_enc = pd.get_dummies(X, prefix_sep='.')
feature_names = list(X_enc.columns)
X_train_enc, X_test_enc, y_train, y_test = train_test_split(X_enc, y, test_size=0.20, random_state=seed)

lr = LogisticRegression(random_state=seed, feature_names=feature_names, penalty='l1', solver='liblinear'), y_train)

tree = ClassificationTree(), y_train)

Compare performance using the Dashboard

In [ ]:
lr_perf = ROC(lr.predict_proba).explain_perf(X_test_enc, y_test, name='Logistic Regression')
tree_perf = ROC(tree.predict_proba).explain_perf(X_test_enc, y_test, name='Classification Tree')


Glassbox: All of our models have global and local explanations

In [ ]:
lr_global = lr.explain_global(name='Logistic Regression')
tree_global = tree.explain_global(name='Classification Tree')


Dashboard: look at everything at once

In [ ]:
# Do everything in one shot with the InterpretML Dashboard by passing a list into show

show([hist, lr_global, lr_perf, tree_global, tree_perf, ebm_global, ebm_perf], share_tables=True)