imodels VS interpret

- all domains requiring high interpretability absolutely ignore deep learning at all, and put all their research into traditional ML; see e.g. counterfactual examples, important interpretability methods in finance, or rule-based learning, important in medical or law applications

Next, this variable will be your target and you can use various supervised learning models to answer your question. Since interpretation is key, you can use something from here: https://github.com/csinva/imodels or do some black box models and use shab to understand which features contributed most.

Option 2) fit a model from https://github.com/csinva/imodels on the predicted values of the RF

Despite recent breakthroughs in the formulation and fitting of interpretable models, implementations are frequently challenging to locate, utilize, and compare. imodels solves this void by offering a single interface and implementation for a wide range of state-of-the-art interpretable modeling techniques, especially rule-based methods. imodels is basically a Python tool for predictive modeling that is simple, transparent, and accurate. It gives users a straightforward way to fit and use state-of-the-art interpretable models, all of which are compatible with scikit-learn (Pedregosa et al., 2011). These models can frequently replace black-box models while boosting interpretability and computing efficiency without compromising forecast accuracy. Continue Reading

Our package imodels is expanding our sklearn-compatible set of interpretable models and always looking for new contributors!

Maybe InterpretML? It's developed and maintained by Microsoft Research and consolidates a lot of different explainability methods.

You may also find Explainable Boosting Machines interesting: https://github.com/interpretml/interpret

They're a bit like a best of both worlds between linear models and random forests (generalized additive models fit with boosted decision trees)

Disclosure: I helped build this open source package

Microsoft Explainable Boosting Machine (which is a Gaussian Additive Model and not a Gradient Boosted Trees 🙄 model) is a step in that direction https://github.com/interpretml/interpret

Also I'd recommend everyone who works with xgboost to give EBM's a try! They perform comparably (except in the case of extreme interactions) but are actually interpretable! https://github.com/interpretml/interpret/ Beside that they since on runtime they're practically a lookup table they're very quick (at the cost of longer training time).

Open source code by Microsoft: https://github.com/interpretml/interpret (called EBM in this implementation).

If it's not an image, have a go at Microsoft's Explainable Boosting Maching) https://github.com/interpretml/interpret which is not a GBM but a GAM (Gradient Boosting Machine vs Gradient Additive Model). This will also give you explanation via SHAP or LIME values.