PREDICTION EXPLAINER FOR ENSEMBLE LEARNING

摘要

A method of explaining the reasons for a prediction made by a machine learning ensemble prediction process as to the probability of an outcome for a target observation following training on a plurality of training observations determines the similarity between the target observation and each training observation of a set of said training observations; selects a fraction of the training observations that are most similar to said target observation; ranks the training observations by similarity of each training observation to the target observation; and determines the significance of the features of the ranked training observations to the prediction based upon the increase in variance in a local prediction model when a feature is removed from the local model.