InterpretML: A Unified Framework for Machine Learning Interpretability

Abstract: InterpretML is an open-source Python package which exposes machine learning interpretability algorithms to practitioners and researchers. InterpretML exposes two types of interpretability – glassbox, which are machine learning models designed for interpretability (ex: linear models, rule lists, generalized additive models), and blackbox explainability techniques for explaining existing systems (ex: Partial Dependence, LIME). The package enables practitioners to easily compare interpretability algorithms by exposing multiple methods under a unified API, and by having a built-in, extensible visualization platform. InterpretML also includes the first implementation of the Explainable Boosting Machine, a powerful, interpretable, glassbox model that can be as accurate as many blackbox models. The MIT licensed source code can be downloaded from github.com/microsoft/interpret.

Keywords: Interpretability, Explainable Boosting Machine, Glassbox, Blackbox