Applying ELI5 for model interpretation

Explain Like I’m 5 (ELI5)is a tool that was designed to demystify machine learning models and predictions. It provides explanations that are easy to understand, even for complex models such as XGBoost or deep learning models.

Why use ELI5?

ELI5 can show feature importance, explain individual predictions, and help you debug and validate models. ELI5 is particularly useful in industries such as healthcare, finance, and law, where interpretability and transparency are critical. In the next section, you’ll use ELI5 to explain housing value predictions.

Explaining an XGBoost model with ELI5

Let’s use ELI5 to understand the XGBoost model:

To start, import eli5 and PermutationImportance. Permutation feature importance is an algorithm that calculates feature importance by measuring how a score (accuracy, R2, F1, and so on) is impacted by removing a feature from the model, hence why it’s used as the name of the...