Simpler Machine Learning Models for a Complicated World



While the trend in machine learning has tended towards building more complicated (black box) models, such models have not shown any performance advantages for many real-world datasets, and they are more difficult to troubleshoot and use. For these datasets, simpler models (sometimes small enough to fit on an index card) can be just as accurate. However, the design of interpretable models is quite challenging due to the “interaction bottleneck” where domain experts must interact with machine learning algorithms.

I will present a new paradigm for interpretable machine learning that solves the interaction bottleneck. In this paradigm, machine learning algorithms are not focused on finding a single optimal model, but instead capture the full collection of good (i.e., low-loss) models, which we call “the Rashomon set.” Finding Rashomon sets is extremely computationally difficult, but the benefits are massive. I will present the first algorithm for finding Rashomon sets for a nontrivial function class (sparse decision trees) called TreeFARMS. TreeFARMS, along with its user interface TimberTrek, mitigate the interaction bottleneck for users. TreeFARMS also allows users to incorporate constraints (such as fairness constraints) easily.

I will also present a “path,” that is, a mathematical explanation, for the existence of simpler-yet-accurate models and the circumstances under which they arise. In particular, problems where the outcome is uncertain tend to admit large Rashomon sets and simpler models. Hence, the Rashomon set can shed light on the existence of simpler models for many real-world high-stakes decisions. This conclusion has significant policy implications, as it undermines the main reason for using black box models for decisions that deeply affect people’s lives.

This is joint work with my colleagues Margo Seltzer and Ron Parr, as well as our exceptional students Chudi Zhong, Lesia Semenova, Jiachang Liu, Rui Xin, Zhi Chen, and Harry Chen. It builds upon the work of many past students and collaborators over the last decade.

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