2013 AccurateIntelligibleModelswithP
- (Lou et al., 2013) ⇒ Yin Lou, Rich Caruana, Johannes Gehrke, and Giles Hooker. (2013). “Accurate Intelligible Models with Pairwise Interactions.” In: Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ISBN:978-1-4503-2174-7 doi:10.1145/2487575.2487579
Subject Headings: Generalized Additive Models with Interactions (GA2M).
Notes
Cited By
- http://scholar.google.com/scholar?q=%222013%22+Accurate+Intelligible+Models+with+Pairwise+Interactions
- http://dl.acm.org/citation.cfm?id=2487575.2487579&preflayout=flat#citedby
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Abstract
Standard generalized additive models (GAMs) usually model the dependent variable as a sum of univariate models. Although previous studies have shown that standard GAMs can be interpreted by users, their accuracy is significantlymore complex models that permit interactions.
In this paper, we suggest adding selected terms of interacting pairs of features to standard GAMs. The resulting models, which we call [[GA2{M}$-model]]s, for Generalized Additive Models plus Interactions, consist of univariate terms and a small number of pairwise interaction terms. Since these models only include one - and two-dimensional components, the components of [[GA2M-model]]s can be visualized and interpreted by users. To explore the huge (quadratic) number of pairs of features, we develop a novel, computationally efficient method called FAST for ranking all possible pairs of features as candidates for inclusion into the model.
In a large-scale empirical study, we show the effectiveness of FAST in ranking candidate pairs of features. In addition, we show the surprising result that [[GA2M-model]]s have almost the same performance as the best full-complexity models on a number of real datasets. Thus this paper postulates that for many problems, [[GA2M-model]]s can yield models that are both intelligible and accurate.
References
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Author | volume | Date Value | title | type | journal | titleUrl | doi | note | year | |
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2013 AccurateIntelligibleModelswithP | Johannes Gehrke Rich Caruana Yin Lou Giles Hooker | Accurate Intelligible Models with Pairwise Interactions | 10.1145/2487575.2487579 | 2013 |