Python package for concise, transparent, and accurate predictive modeling.
All sklearn-compatible and easy to use.
For interpretability in NLP, check out our new package: imodelsX

📚 docs • 📖 demo notebooks

Modern machine-learning models are increasingly complex, often making them difficult to interpret. This package provides a simple interface for fitting and using state-of-the-art interpretable models, all compatible with scikit-learn. These models can often replace black-box models (e.g. random forests) with simpler models (e.g. rule lists) while improving interpretability and computational efficiency, all without sacrificing predictive accuracy! Simply import a classifier or regressor and use the fit and predict methods, same as standard scikit-learn models.

from sklearn.model_selection import train_test_split
from imodels import get_clean_dataset, HSTreeClassifierCV # import any imodels model here

# prepare data (a sample clinical dataset)
X, y, feature_names = get_clean_dataset('csi_pecarn_pred')
X_train, X_test, y_train, y_test = train_test_split(
    X, y, random_state=42)

# fit the model
model = HSTreeClassifierCV(max_leaf_nodes=4)  # initialize a tree model and specify only 4 leaf nodes
model.fit(X_train, y_train, feature_names=feature_names)   # fit model
preds = model.predict(X_test) # discrete predictions: shape is (n_test, 1)
preds_proba = model.predict_proba(X_test) # predicted probabilities: shape is (n_test, n_classes)
print(model) # print the model

------------------------------
Decision Tree with Hierarchical Shrinkage
Prediction is made by looking at the value in the appropriate leaf of the tree
------------------------------
|--- FocalNeuroFindings2 <= 0.50
|   |--- HighriskDiving <= 0.50
|   |   |--- Torticollis2 <= 0.50
|   |   |   |--- value: [0.10]
|   |   |--- Torticollis2 >  0.50
|   |   |   |--- value: [0.30]
|   |--- HighriskDiving >  0.50
|   |   |--- value: [0.68]
|--- FocalNeuroFindings2 >  0.50
|   |--- value: [0.42]

Installation

Install with pip install imodels (see here for help).

Supported models

Docs 🗂️, Reference code implementation 🔗, Research paper 📄

Demo notebooks

Demos are contained in the notebooks folder.

Quickstart colab demo

Shows how to fit, predict, and visualize with different interpretable models

What's the difference between the models?

The final form of the above models takes one of the following forms, which aim to be simultaneously simple to understand and highly predictive:

Rule set	Rule list	Rule tree	Algebraic models

Different models and algorithms vary not only in their final form but also in different choices made during modeling, such as how they generate, select, and postprocess rules:

Rule candidate generation	Rule selection	Rule postprocessing

Support for different tasks

Different models support different machine-learning tasks. Current support for different models is given below (each of these models can be imported directly from imodels (e.g. from imodels import RuleFitClassifier):

Extras

Our favorite models

After developing and playing with imodels, we developed a few new models to overcome limitations of existing interpretable models.

FIGS: Fast interpretable greedy-tree sums

📄 Paper, 🔗 Post, 📌 Citation

Fast Interpretable Greedy-Tree Sums (FIGS) is an algorithm for fitting concise rule-based models. Specifically, FIGS generalizes CART to simultaneously grow a flexible number of trees in a summation. The total number of splits across all the trees can be restricted by a pre-specified threshold, keeping the model interpretable. Experiments across a wide array of real-world datasets show that FIGS achieves state-of-the-art prediction performance when restricted to just a few splits (e.g. less than 20).

Example FIGS model. FIGS learns a sum of trees with a flexible number of trees; to make its prediction, it sums the result from each tree.

Hierarchical shrinkage: post-hoc regularization for tree-based methods

📄 Paper (ICML 2022), 🔗 Post, 📌 Citation

Hierarchical shrinkage is an extremely fast post-hoc regularization method which works on any decision tree (or tree-based ensemble, such as Random Forest). It does not modify the tree structure, and instead regularizes the tree by shrinking the prediction over each node towards the sample means of its ancestors (using a single regularization parameter). Experiments over a wide variety of datasets show that hierarchical shrinkage substantially increases the predictive performance of individual decision trees and decision-tree ensembles.

HS Example. HS applies post-hoc regularization to any decision tree by shrinking each node towards its parent.

MDI+: Flexible Tree-Based Feature Importance

📄 Paper, 🔗 Post, 📌 Citation

MDI+ is a novel feature importance framework, which generalizes the popular mean decrease in impurity (MDI) importance score for random forests. At its core, MDI+ expands upon a recently discovered connection between linear regression and decision trees. In doing so, MDI+ enables practitioners to (1) tailor the feature importance computation to the data/problem structure and (2) incorporate additional features or knowledge to mitigate known biases of decision trees. In both real data case studies and extensive real-data-inspired simulations, MDI+ outperforms commonly used feature importance measures (e.g., MDI, permutation-based scores, and TreeSHAP) by substantional margins.

References

Please cite the package if you use it in an academic work :)

@software{
imodels2021,
title        = {imodels: a python package for fitting interpretable models},
journal      = {Journal of Open Source Software},
publisher    = {The Open Journal},
year         = {2021},
author       = {Singh, Chandan and Nasseri, Keyan and Tan, Yan Shuo and Tang, Tiffany and Yu, Bin},
volume       = {6},
number       = {61},
pages        = {3192},
doi          = {10.21105/joss.03192},
url          = {https://doi.org/10.21105/joss.03192},
}

"""
.. include:: ../readme.md
"""
# Python `imodels` package for interpretable models compatible with scikit-learn.
# Github repo available [here](https://github.com/csinva/imodels)

from .algebraic.slim import SLIMRegressor, SLIMClassifier
from .algebraic.tree_gam import TreeGAMClassifier, TreeGAMRegressor
from .algebraic.marginal_shrinkage_linear_model import (
    MarginalShrinkageLinearModelRegressor,
)
from .discretization.discretizer import RFDiscretizer, BasicDiscretizer
from .discretization.mdlp import MDLPDiscretizer, BRLDiscretizer
from .experimental.bartpy import BART
from .rule_list.bayesian_rule_list.bayesian_rule_list import BayesianRuleListClassifier
from .rule_list.corels_wrapper import OptimalRuleListClassifier
from .rule_list.greedy_rule_list import GreedyRuleListClassifier
from .rule_list.one_r import OneRClassifier
from .rule_set import boosted_rules
from .rule_set.boosted_rules import *
from .rule_set.boosted_rules import BoostedRulesClassifier
from .rule_set.brs import BayesianRuleSetClassifier
from .rule_set.fplasso import FPLassoRegressor, FPLassoClassifier
from .rule_set.fpskope import FPSkopeClassifier
from .rule_set.rule_fit import RuleFitRegressor, RuleFitClassifier
from .rule_set.skope_rules import SkopeRulesClassifier
from .rule_set.slipper import SlipperClassifier
from .tree.c45_tree.c45_tree import C45TreeClassifier
from .tree.cart_ccp import (
    DecisionTreeCCPClassifier,
    DecisionTreeCCPRegressor,
    HSDecisionTreeCCPClassifierCV,
    HSDecisionTreeCCPRegressorCV,
)

# from .tree.iterative_random_forest.iterative_random_forest import IRFClassifier
# from .tree.optimal_classification_tree import OptimalTreeModel
from .tree.cart_wrapper import GreedyTreeClassifier, GreedyTreeRegressor
from .tree.figs import FIGSRegressor, FIGSClassifier, FIGSRegressorCV, FIGSClassifierCV
from .tree.gosdt.pygosdt import OptimalTreeClassifier
from .tree.gosdt.pygosdt_shrinkage import (
    HSOptimalTreeClassifier,
    HSOptimalTreeClassifierCV,
)
from .tree.hierarchical_shrinkage import (
    HSTreeRegressor,
    HSTreeClassifier,
    HSTreeRegressorCV,
    HSTreeClassifierCV,
)
from .tree.tao import TaoTreeClassifier, TaoTreeRegressor
from .util.automl import AutoInterpretableClassifier, AutoInterpretableRegressor
from .util.data_util import get_clean_dataset
from .util.distillation import DistilledRegressor
from .util.explain_errors import explain_classification_errors

CLASSIFIERS = [
    BayesianRuleListClassifier,
    GreedyRuleListClassifier,
    SkopeRulesClassifier,
    BoostedRulesClassifier,
    SLIMClassifier,
    SlipperClassifier,
    BayesianRuleSetClassifier,
    C45TreeClassifier,
    OptimalTreeClassifier,
    OptimalRuleListClassifier,
    OneRClassifier,
    SlipperClassifier,
    RuleFitClassifier,
    TaoTreeClassifier,
    TreeGAMClassifier,
    FIGSClassifier,
    HSTreeClassifier,
    HSTreeClassifierCV,
    GreedyTreeClassifier,
    AutoInterpretableClassifier,
]  # , IRFClassifier
REGRESSORS = [
    RuleFitRegressor,
    SLIMRegressor,
    GreedyTreeRegressor,
    FIGSRegressor,
    TaoTreeRegressor,
    TreeGAMRegressor,
    HSTreeRegressor,
    HSTreeRegressorCV,
    BART,
    AutoInterpretableRegressor,
]
ESTIMATORS = CLASSIFIERS + REGRESSORS
DISCRETIZERS = [RFDiscretizer, BasicDiscretizer,
                MDLPDiscretizer, BRLDiscretizer]

Sub-modules

imodels.algebraic

Generic class for models that take the form of algebraic equations (e.g. linear models).

imodels.discretization

imodels.experimental

imodels.importance

Feature importance methods for black box models

imodels.rule_list

Generic class for models that take the form of a list of rules.

imodels.rule_set

Generic class for models that take the form of a set of (potentially overlapping) rules.

imodels.tree

Generic class for models that take the form of a tree of rules.

imodels.util

Shared utilities for implementing different interpretable models.