Enhancing the Explainability of Gradient Boosting for Regression Problems through Comparable Samples Selection
Abstract: Gradient-boosted decision Trees (GBDT) is a highly effective learning method widely used for addressing classification and regression problems. However, akin to other ensemble methods, GBDT suffers from a lack of explainability. Explainability is a desirable property: the ability to discover relationships between input data attributes and the ultimate model predictions is crucial for a comprehensive understanding of the GBDT method. To enhance the explainability of such algorithms, we propose to exhibit particular training data, referred to as \textit{comparable samples}, upon which the model heavily relies for specific predictions. To that end, we show that a prediction of GBDT can be decomposed as a weighted sum of training data when using specific loss functions. It is noteworthy that these weights may be negative. Furthermore, during the prediction of a training sample's response, the weights associated with other training samples in the prediction's decomposition vanish, indicating a potential issue of overfitting. To overcome this issue, we introduce nonnegativity constraints on the weights and substitute gradient descent with a methodology inspired by the Frank-Wolfe algorithm called Explainable Gradient Boosting (ExpGB). The predictions generated by the proposed algorithm can be directly interpreted as convex combinations of the training targets. This allows for selecting training data resembling a given sample by comparing their decomposition coefficients. We conduct a comparative analysis with classical GBDT algorithms across diverse datasets to validate the estimation quality. Additionally, we evaluate the fidelity of comparable samples by demonstrating their proficiency in estimating the characteristics of the considered sample. Our approach, thus, offers a promising avenue for enhancing the explainability of GBDT and similar ensemble methods.
Submission Length: Long submission (more than 12 pages of main content)
Assigned Action Editor: ~Satoshi_Hara1
Submission Number: 2497
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