Exploring Accuracy and Interpretability trade-off in Tabular Learning with Novel Attention-Based Models

Apart from the predictive performance, interpretability is essential for :

• uncovering hidden patterns in the data
• providing meaningful justification of decisions made by machine learning mode
• ...

In this concern, an important question arises: should one use inherently interpretable models or explain full-complexity models such as XGBoost, Random Forest with post hoc tools?

In this repository, we provide some concrete numerical results that can guide practitioners (or researchers) in their choice between using inherently interpretable solutions and explaining full-complexity models.

This study includes, TabSRAs, an attention based inherently interpretable model which is proving to be a viable option for (i) generating stable or robust explanations, and (ii) incorporating human knowledge during the training phase.

What is the actual performance gap between the full-complexity state-of-the-art models and their inherently interpretable counterpartsin terms of accuracy?

Model	Rank (min)	Rank (max)	Rank (mean)	Rank (median)	Test score (mean)	Test score (median)	Test score (std)	Runing Time (mean)	Runing Time (meadian)
DT	2	12	10.476	11	0.868	0.907	0.163	0.294	0.032
EBM_S	1	11	7.692	8	0.931	0.955	0.087	23.997	5.144
EBM	1	10	5.477	5	0.959	0.982	0.067	97.837	19.737
LR	7	12	11.701	12	0.760	0.839	0.232	21.124	19.716
TabSRALinear	1	12	8.225	9	0.901	0.971	0.197	47.576	38.073
MLP	1	12	6.992	8	0.924	0.973	0.159	24.165	19.256
ResNet	1	12	7.120	8	0.909	0.975	0.195	95.123	53.212
SAINT	1	12	5.625	6	0.946	0.982	0.093	216.053	126.841
FT-Transformer	1	11	5.203	5	0.944	0.984	0.109	126.589	77.465
Random Forest	1	10	4.214	4	0.985	0.992	0.021	39.030	8.252
XGBoost	1	11	2.728	2	0.988	0.998	0.029	18.254	12.561
CatBoost	1	10	2.545	2	0.991	0.999	0.021	12.176	4.025

Predictive performance of models across a benchmark of 45 datasets (59 tasks) introduced in the paper "Why do tree-based models still outperform deep learning on typical tabular data?". We report the rank over all tasks, the relative test score (Accuracy/ $R^2$ ) and running time (training+inference) in seconds.

The considered inherently interpretable models are:

• Decision Trees (DT)
• Explainable Boosting Machine EBMs
  • EBM: EBMs with pairwise interaction terms
  • EBM_S: EBMs without pairwise interaction terms
• Linear/Logistic Regression (LR): pytorch is used for the implementation
• TabSRALinear: an instantiation of TabSRAs, which imitates the formulation of classical Linear models. More details or in the papers ESANN, ECML@XKDD

Among full-complexty models, we considered:

• MultiLayer Perceptron (MLP): pytorch is used for the implementation
• ResNet
• SAINT
• FT Transformer
• Random Forest
• XGBoost

What about the robustness of explanations, are the produced feature attributions similar for similar inputs?

Changes in feature attributions (the lower the better) using the CreditCardFraud dataset.

LR = Logistic Regression, SRA=TabSRALinear, XGB_SHAP=XGBoost+TreeSHAP

Usage

Prerequisites

Create a new python environment, install the requirements

Replicating the analyses/results on the predictive performance

1. Clone this repository of your machine
2. Dowanload the random search results using the links:
   • full-complexity models
   • inherently interpretable models and CatBoost
3. Copy and paste the downloaded files to TabSRA/tabular-benchmark/analyses/
4. Run the Notebook for reproducing results

NB: To use the notebook, you will need to install it in the python environment you have created using pip for example

Replicating the results on the robustness of explanations

1. Use the Notebook for the example on the Credit Card Fraud dataset
2. Use the Notebook for the example on the Heloc Fico dataset

Replicating the results on the study of the faithfulness of explanations

1. Linear functions
2. Parabolic functions
3. Linear functions with interactions

Real-world examples of TabSRALinear's unique capabilities

1. Churn modeling with bias correction
2. Credit Default modeling with a group of correlated features

Benchmarking your own or another algorithm

Please follow the instructions here to benchmark a new model depending on your budget.

Usage of TabSRALinear

We use the skorch framework to make our implementation more scikit-learn friendly. Here is the old version.

import torch
import torch.nn as nn
from skorch.callbacks import EarlyStopping,LRScheduler,Checkpoint, TrainEndCheckpoint, EpochScoring, InputShapeSetterTabSRA
from skorch.dataset import Dataset
from skorch.helper import predefined_split
from sramodels.SRAModels import TabSRALinearClassifier
from sklearn.metrics import roc_auc_score

configs = {
         "module__n_head":1,
         "module__dim_head":8,
         "module__n_hidden_encoder":1,
         "module__dropout_rate":0.3,
         "optimizer__lr":0.001,
         "random_state":42,
         "criterion": nn.BCEWithLogitsLoss,
         "max_epochs":100,
         "batch_size":256,
         "device":'cpu'
}
scoring = EpochScoring(scoring='roc_auc',lower_is_better=False)#the scoring function
setter = InputShapeSetterTabSRA(regression=False)#used for setting the input and output dimension automatically
early_stop = EarlyStopping(monitor=scoring.scoring, patience=10,load_best=True,lower_is_better=False, threshold=0.0001,threshold_mode='abs')
callbacks = [scoring, setter, early_stop, lr_scheduler]

valid_dataset = Dataset(X_val.values.astype(np.float32),Y_val.astype(np.float32))# custom validation dataset
TabClassifier = TabSRALinearClassifier(**configs,train_split = predefined_split(valid_dataset),callbacks = callbacks)
_ = TabClassifier.fit(X_train_.values.astype(np.float32),Y_train_.astype(np.float32))

# prediction
Y_val_pred = TabClassifier.predict_proba(X_val.values.astype(np.float32))
best_aucroc = roc_auc_score(Y_val.astype(np.float32), Y_val_pred[:,1])

# feature attribution
attributions_val = TabClassifier.get_feature_attribution(X_val.values.astype(np.float32))

# attention weights
attentions_val = TabClassifier.get_attention(X_val.values.astype(np.float32))

Key parameters the model parameters are preceded by module.

• module_n_head: int (default=2) Number of SRA head/ensemble. Bigger values gives capacity to the model to produce less stable/robust explanations. Typical values are 1 or 2.

• module__dim_head: int (default=8) The attention head dimension , $d_k$ in the paper. Typical values are {4,8,12}.

• module__n_hidden_encoder: int (default=1) The number of hidden layers in in the Key/Query encoder. Typical values are {1,2}.

• module__dropout_rate: float (default=0.0) The neuron dropout rate used in the Key/Query encorder during the training.

• module__classifier_bias: bool (default=True) Whether to use bias term in the downstream linear classifier.

• optimizer: (default=torch.optim.Adam)

• optimizer__lr: float (default=0.05) learning rate used for the training.

• max_epochs: int (default=100) Maximal number of training iterations.

• batch_size: int (default=256)

Todo

TabSRA package with sklearn interface

Acknowledgments

This work has been done in collaboration between BPCE Group, Laboratoire d'Informatique de Paris Nord (LIPN UMR 7030), DAVID Lab UVSQ-Université Paris Saclay and was supported by the program Convention Industrielle de Formation par la Recherche (CIFRE) of the Association Nationale de la Recherche et de la Technologie (ANRT).

Citations

If you find the code useful, please cite it by using the following BibTeX entry:

@inproceedings{kodjoEs23,
author       = {Kodjo Mawuena Amekoe and
                Mohamed Djallel Dilmi and
                Hanene Azzag and
                Zaineb Chelly Dagdia and
                  Mustapha Lebbah and
                Gregoire Jaffre},
title = {TabSRA: An Attention based Self-Explainable Model for Tabular Learning},
booktitle = {The31th European Symposium on Artificial Neural Networks, Computational  Intelligence and Machine Learning (ESANN)},
year         = {2023}
}

@inproceedings{XKDD23,
author       = {Kodjo Mawuena Amekoe and
                Hanene Azzag and
                  Mustapha Lebbah and
                Zaineb Chelly Dagdia and
                Gregoire Jaffre},
title = {A New Class of Intelligible Models for Tabular Learning},
booktitle = {In The 5th International Workshop on eXplainable Knowledge Discovery in Data Mining (PKDD)-ECML-PKDD},
year         = {2023}
}

https://arxiv.org/abs/2305.11684