Interpretable machine-learning models (imodels) 🔍

Python package for concise, transparent, and accurate predictive modeling. All sklearn-compatible and easily customizable.

docsimodels overviewdemo notebooks

imodels overview

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 imodels import BayesianRuleListClassifier, GreedyRuleListClassifier, SkopeRulesClassifier # see more models below
from imodels import SLIMRegressor, RuleFitRegressor

model = BayesianRuleListClassifier()  # initialize a model
model.fit(X_train, y_train)   # 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 rule-based model

-----------------------------
# the model consists of the following 3 rules
# if X1 > 5: then 80.5% risk
# else if X2 > 5: then 40% risk
# else: 10% risk

Installation

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

Supported models

Model Reference Description
Rulefit rule set 🗂️, 🔗, 📄 Extracts rules from a decision tree then builds a sparse linear model with them
Skope rule set 🗂️, 🔗 Extracts rules from gradient-boosted trees, deduplicates them, then forms a linear combination of them based on their OOB precision
Boosted rule set 🗂️, 🔗, 📄 Uses Adaboost or SLIPPER to sequentially learn a set of rules
Bayesian rule list 🗂️, 🔗, 📄 Learns a compact rule list by sampling rule lists (rather than using a greedy heuristic)
Greedy rule list 🗂️, 🔗 Uses CART to learn a list (only a single path), rather than a decision tree
OneR rule list 🗂️, 📄 Learns rule list restricted to only one feature
Optimal rule tree 🗂️, 🔗, 📄 (In progress) Learns succinct trees using global optimization rather than greedy heuristics
Iterative random forest 🗂️, 🔗, 📄 (In progress) Repeatedly fit random forest, giving features with high importance a higher chance of being selected.
Sparse integer linear model 🗂️, 📄 Forces coefficients to be integers
Rule sets (Coming soon!) Many popular rule sets including Lightweight Rule Induction, MLRules

Docs 🗂️, Reference code implementation 🔗, Research paper 📄
See also our fast and effective discretizers for data preprocessing.

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. In particular, many models differ in the 3 steps given by the table below.

ex. RuleFit and SkopeRules RuleFit and SkopeRules differ only in the way they prune rules: RuleFit uses a linear model whereas SkopeRules heuristically deduplicates rules sharing overlap.
ex. Bayesian rule lists and greedy rule lists Bayesian rule lists and greedy rule lists differ in how they select rules; bayesian rule lists perform a global optimization over possible rule lists while Greedy rule lists pick splits sequentially to maximize a given criterion.
ex. FPSkope and SkopeRules FPSkope and SkopeRules differ only in the way they generate candidate rules: FPSkope uses FPgrowth whereas SkopeRules extracts rules from decision trees.

See the docs for individual models for futher descriptions.

Rule candidate generation Rule selection Rule pruning / combination

The code here contains many useful and customizable functions for rule-based learning in the util folder. This includes functions / classes for rule deduplication, rule screening, and converting between trees, rulesets, and neural networks.

Demo notebooks

Demos are contained in the notebooks folder.

imodels demo Shows how to fit, predict, and visualize with different interpretable models
imodels colab demo Shows how to fit, predict, and visualize with different interpretable models
clinical decision rule notebook Shows an example of using imodels for deriving a clinical decision rule
posthoc analysis We also include some demos of posthoc analysis, which occurs after fitting models: posthoc.ipynb shows different simple analyses to interpret a trained model and uncertainty.ipynb contains basic code to get uncertainty estimates for a model

Support for different tasks

Different models support different machine-learning tasks. Current support for different models is given below:

Model Binary classification Regression
Rulefit rule set ✔️ ✔️
Skope rule set ✔️
Boosted rule set ✔️
Bayesian rule list ✔️
Greedy rule list ✔️
OneR rule list ✔️
Optimal rule tree
Iterative random forest
Sparse integer linear model ✔️ ✔️

References

If it's useful for you, please cite the package using the below, and make sure to give authors of original methods / base implementations credit:

@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},>
}

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

# from .tree.iterative_random_forest.iterative_random_forest import IRFClassifier
# from .tree.optimal_classification_tree import OptimalTreeModel
from .algebraic.slim import SLIMRegressor, SLIMClassifier
from .rule_list.bayesian_rule_list.bayesian_rule_list import BayesianRuleListClassifier
from .rule_list.greedy_rule_list import GreedyRuleListClassifier
from .rule_list.one_r import OneRClassifier
from .rule_set.boosted_rules import BoostedRulesClassifier
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

CLASSIFIERS = [BayesianRuleListClassifier, GreedyRuleListClassifier, SkopeRulesClassifier,
               BoostedRulesClassifier, SLIMClassifier, SlipperClassifier]  # , IRFClassifier
REGRESSORS = [RuleFitRegressor, SLIMRegressor]

Sub-modules

algebraic

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

rule_list

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

rule_set

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

tree

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

util

Shared utilities for implementing different interpretable models.