shapash VS interpret

There's work being done in that regard (like this python module), but as far as I know it's very clearly statistical guesstimates, and though it "works", the mathematical foundations are still somewhat shaky. There are heuristics in there we can't get rid of for now. But it's still better than nothing. Waaaaaay better than nothing.

Shapash – Python library to make machine learning interpretable\ (4 comments)

Try out eurybia, from the author of shapash which is a brilliant library as well.

With the new version of Shapash that is now available, you can document each model you release into production. Within a few lines of code, you can include in an HTML report all the information about your model (and its associated performance), the data it uses, its learning strategy, … this report is designed to be easily shared with a Data Protection Officer, an internal audit department, a risk control department, a compliance department, or anyone who wants to understand his work.

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.