Demystifying black-box models — the results will surprise you

  • Provides qualitative understanding between input and output, i.e. how changes in values of one variable impacts the others
  • Provides an explanation of a local instance prediction, i.e. local fidelity, rather than explaining the predictions only at a global level (global fidelity)
  • It is model agnostic i.e. the explainability can be applied to any model, including Random Forest (RF), Gradient Boosting Machine (GBM), ANN and SVM

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Acuity Knowledge Partners

Acuity Knowledge Partners

We write about financial industry trends, the impact of regulatory changes and opinions on industry inflection points. https://www.acuitykp.com/