论文标题
解开GBDT的本地模型解释
Unpack Local Model Interpretation for GBDT
论文作者
论文摘要
渐变的提升决策树(GBDT)汇总了单个弱学习者的集合(即决策树),被广泛用于数据挖掘任务。由于GBDT从其整体本质中继承了良好的性能,因此对该模型的优化引起了很多关注。随着它的普及,对模型解释的越来越多。除了常用的特征重要性作为全局解释之外,特征贡献是一种局部度量,它揭示了特定实例与相关输出之间的关系。这项工作着重于本地解释,并提出了一种统一的计算机制,以在任何版本中为GBDT提供实例级级功能贡献。该机制的实用性通过列出的实验以及实际行业场景中的应用来验证。
A gradient boosting decision tree (GBDT), which aggregates a collection of single weak learners (i.e. decision trees), is widely used for data mining tasks. Because GBDT inherits the good performance from its ensemble essence, much attention has been drawn to the optimization of this model. With its popularization, an increasing need for model interpretation arises. Besides the commonly used feature importance as a global interpretation, feature contribution is a local measure that reveals the relationship between a specific instance and the related output. This work focuses on the local interpretation and proposes an unified computation mechanism to get the instance-level feature contributions for GBDT in any version. Practicality of this mechanism is validated by the listed experiments as well as applications in real industry scenarios.