In my last two posts, I wrote about model interpretability, with the goal of trying to understanding what it means and how to measure it. In the first post, I described the disconnect between our mental models and algorithmic models, and how interpretability could potentially reduce it. In the second post, I laid out four things that a model interpretation should allow us to do – mitigate bias, account for context, extract knowledge and generalize. In this post, I want to discuss a number of desirable properties that have been suggested for model interpretations, and that might be used to judge whether and how much a model or explanation is interpretable.
Goals of Interpretability
In my last post, I looked at the gap that arises when we delegate parts of our thought processes to algorithmic models, rather than incorporating the rules they identify directly into our mental models, like we do with traditional statistics. I described how the the idea of model interpretability can make the delegation process smoother by helping to break down the barriers between algorithmic and mental models. An increasing number of research papers these days claim to describe models that are interpretable, or ways of adding a layer of interpretability to existing models, but most of them rely on an implicit, intuitive definition of interpretability, usually one that suits their particular results. It would be nice if there was a canonical notion of what interpretability means. In the next few posts, I plan to explore what such a definition might look like and how you might tell whether a given algorithm is interpretable. In this post, I’ll explore this question from the angle of goals: What should an interpretable model allow you to do that a non-interpretable model can’t.
Interacting with ML Models
The main difference between data analysis today, compared with a decade or two ago, is the way that we interact with it. Previously, the role of statistics was primarily to extend our mental models by discovering new correlations and causal rules. Today, we increasingly delegate parts of our reasoning processes to algorithmic models that live outside our mental models. In my next few posts, I plan to explore some of the issues that arise from this delegation and how ideas such as model interpretability can potentially address them. Throughout this series of posts, I will argue that while current research has barely scratched the surface of understanding the interaction between algorithmic and mental models, these issues will be much more important to the future of data analysis than the technical performance of the models themselves. In this first post, I’ll use a relatively mundane case study – personalized movie recommendations – to demonstrate some of these issues, keeping in mind that the same issues impact models in more serious contexts like healthcare and finance.
LSTMs
In past posts, I’ve described how Recurrent Neural Networks (RNNs) can be used to learn patterns in sequences of inputs, and how the idea of unrolling can be used to train them. It turns out that there are some significant limitations to the types of patterns that a typical RNN can learn, due to the way their weight matrices are used. As a result, there has been a lot of interest in a variant of RNNs called Long Short-Term Memory networks (LSTMs). As I’ll describe below, LSTMs have more control than typical RNNs over what they remember, which allows them to learn much more complex patterns.
Rolling and Unrolling RNNs
A while back, I discussed Recurrent Neural Networks (RNNs), a type of artificial neural network in which some of the connections between neurons point “backwards”. When a sequence of inputs is fed into such a network, the backward arrows feed information about earlier input values back into the system at later steps. One thing that I didn’t describe in that post was how to train such a network. So in this post, I want to present one way of thinking about training an RNN, called unrolling.
The Shape of Data 