# 18 Explaining models and predictions

In Section 1.1, we outlined a taxonomy of models and suggested that models typically are built as one or more of descriptive, inferential, or predictive. We suggested that model performance, as measured by appropriate metrics (like RMSE for regression or area under the ROC curve for classification), can be important for all applications of modeling. Similarly, model explanations, answering why a model makes the predictions it does, can be important whether the purpose of your model is largely descriptive, to test a hypothesis, or to make a prediction. Answering the question “why?” allows modeling practitioners to understand which features were important in predictions and even how model predictions would change under different values for the features.

For some models, like linear regression, it is usually clear how to explain why the model makes the predictions it does. The structure of a linear model contains coefficients for each predictor that are typically straightforward to interpret. For other models, like random forests that can capture non-linear behavior by design, it is less transparent how to explain the model’s predictions from only the structure of the model itself. Instead, we can apply model explainer algorithms to generate understanding of predictions.

There are two types of model explanations, global and local. Global model explanations provide an overall understanding aggregated over a whole set of observations; local model explanations provide information about a prediction for a single observation.

## 18.1 Software for model explanations

The tidymodels framework does not itself contain software for model explanations. Instead, models trained and evaluated with tidymodels can be explained with other, supplementary software in R packages such as lime, vip, and DALEX. We ourselves often choose:

• vip functions when we want to use model-based methods that take advantage of model structure (and are often faster), and
• DALEX functions when we want to use model-agnostic methods that can be applied to any model.

In Chapters 10 and 11, we trained and compared several models to predict the price of homes in Ames, IA, including a linear model with interactions and a random forest model.

Let’s build model-agnostic explainers for both of these models to find out why they make the predictions they do. We can use the DALEXtra add-on package for DALEX, which provides support for tidymodels. Biecek and Burzykowski (2021) provide a thorough exploration of how to use DALEX for model explanations; this chapter only summarizes some important approaches, specific to tidymodels. To compute any kind of model explanation, global or local, using DALEX, we first create an explainer for each model.

library(DALEXtra)
vip_features <- c("Neighborhood", "Gr_Liv_Area", "Year_Built",
"Bldg_Type", "Latitude", "Longitude")

vip_train <-
ames_train %>%
select(all_of(vip_features))

explainer_lm <-
explain_tidymodels(
lm_fit,
data = vip_train,
y = ames_train$Sale_Price, label = "lm + interactions", verbose = FALSE ) explainer_rf <- explain_tidymodels( rf_fit, data = vip_train, y = ames_train$Sale_Price,
label = "random forest",
verbose = FALSE
)

A linear model is typically straightforward to interpret and explain; you may not often find yourself using separate model explanation algorithms for a linear model. However, it can sometimes be difficult to understand or explain the predictions of even a linear model once it has splines and interaction terms!

Dealing with significant feature engineering transformations during model explainability highlights some options we have (or sometimes, ambiguity in such analyses). We can quantify global or local model explanations either in terms of:

• original, basic predictors as they existed without significant feature engineering transformations, or
• derived features, such as those created via dimensionality reduction (Chapter 17) or interactions and spline terms, as in this example.

## 18.2 Local explanations

Local model explanations provide information about a prediction for a single observation. For example, let’s consider an older duplex in the North Ames neighborhood (Section 4.1).

duplex <- vip_train[121,]
duplex
#> # A tibble: 1 × 6
#>   Neighborhood Gr_Liv_Area Year_Built Bldg_Type Latitude Longitude
#>   <fct>              <dbl>      <dbl> <fct>        <dbl>     <dbl>
#> 1 North_Ames          1040       1949 Duplex        42.0     -93.6

There are multiple possible approaches to understanding why a model predicts a given price for this duplex. One is called a “break-down” explanation, and computes how contributions attributed to individual features change the mean model’s prediction for a particular observation, like our duplex. For the linear model, the duplex status (Bldg_Type = 3)22, size, longitude, and age all contribute the most to the price being driven down from the intercept.

lm_breakdown <- predict_parts(explainer = explainer_lm, new_observation = duplex)
lm_breakdown
#>                                           contribution
#> lm + interactions: intercept                     5.219
#> lm + interactions: Bldg_Type = 3                -0.083
#> lm + interactions: Gr_Liv_Area = 1040           -0.054
#> lm + interactions: Longitude = -93.608903       -0.055
#> lm + interactions: Year_Built = 1949            -0.041
#> lm + interactions: Neighborhood = 1              0.007
#> lm + interactions: Latitude = 42.035841          0.000
#> lm + interactions: prediction                    4.992

Since this linear model was trained using spline terms for latitude and longitude, the contribution to price for Longitude shown here combines the effects of all of its individual spline terms. The contribution here is in terms of the original Longitude feature, not the derived spline features.

The most important features are slightly different for the random forest model, with the size, age, and duplex status being most important.

rf_breakdown <- predict_parts(explainer = explainer_rf, new_observation = duplex)
rf_breakdown
#>                                       contribution
#> random forest: intercept                     5.218
#> random forest: Gr_Liv_Area = 1040           -0.073
#> random forest: Year_Built = 1949            -0.080
#> random forest: Bldg_Type = 3                -0.031
#> random forest: Longitude = -93.608903       -0.029
#> random forest: Latitude = 42.035841         -0.032
#> random forest: Neighborhood = 1             -0.008
#> random forest: prediction                    4.966

Model break-down explanations like these depend on the order of the features.

If we choose the order for the random forest model explanation to be the same as the default for the linear model (chosen via a heuristic), we can change the relative importance of the features.

predict_parts(explainer = explainer_rf, new_observation = duplex,
order = lm_breakdown$variable_name) #> contribution #> random forest: intercept 5.218 #> random forest: Bldg_Type = 3 -0.028 #> random forest: Gr_Liv_Area = 1040 -0.066 #> random forest: Longitude = -93.608903 -0.018 #> random forest: Year_Built = 1949 -0.101 #> random forest: Neighborhood = 1 0.002 #> random forest: Latitude = 42.035841 -0.041 #> random forest: prediction 4.966 We can use the fact that these break-down explanations change based on order to compute the most important features over all (or many) possible orderings. This is the idea behind Shapley Additive Explanations (Lundberg and Lee 2017), where the average contributions of features are computed under different combinations or “coalitions” of feature orderings. Let’s compute SHAP attributions for our duplex, using B = 20 random orderings. shap_duplex <- predict_parts(explainer = explainer_rf, new_observation = duplex, type = "shap", B = 20) We could use the default plot method from DALEX by calling plot(shap_duplex), or we can access the underlying data and create a custom plot. The box plots display the distribution of contributions across all the orderings we tried, and the bars display the average attribution for each feature. library(forcats) shap_duplex %>% group_by(variable) %>% mutate(mean_val = mean(contribution)) %>% ungroup() %>% mutate(variable = fct_reorder(variable, abs(mean_val))) %>% ggplot(aes(contribution, variable, fill = mean_val > 0)) + geom_col(data = ~distinct(., variable, mean_val), aes(mean_val, variable), alpha = 0.5) + geom_boxplot(width = 0.5) + theme(legend.position = "none") + labs(y = NULL) What about a different observation in our data set? Let’s look at a larger, newer one-family home in the Gilbert neighborhood. big_house <- vip_train[1177,] big_house #> # A tibble: 1 × 6 #> Neighborhood Gr_Liv_Area Year_Built Bldg_Type Latitude Longitude #> <fct> <dbl> <dbl> <fct> <dbl> <dbl> #> 1 Gilbert 1804 1999 OneFam 42.1 -93.6 We compute SHAP average attributions in the same way. shap_house <- predict_parts(explainer = explainer_rf, new_observation = big_house, type = "shap", B = 20) Unlike the duplex, the size and age of this house contribute to its price being higher. ## 18.3 Global explanations Global model explanations, also called global feature importance or variable importance, help us understand which features are most important in driving the predictions of these two models overall, aggregated over the whole training set. While the previous section addressed what variables or features are most important in predicting sale price for an individual home, global feature importance addresses what variables are most important for a model in aggregate. One way to compute variable importance is to permute the features (Breiman 2001a). We can permute or shuffle the values of a feature, predict from the model, and then measure how much worse the model fits the data compared to before shuffling. If shuffling a column causes a large degradation in model performance, it is important; if shuffling a column’s values doesn’t make much difference to how the model performs, it must not be an important variable. This approach can be applied to any kind of model (it is model-agnostic) and the results are straightforward to understand. Using DALEX, we compute this kind of variable importance via the model_parts() function. vip_lm <- model_parts(explainer_lm, loss_function = loss_root_mean_square) vip_rf <- model_parts(explainer_rf, loss_function = loss_root_mean_square) Again, we could use the default plot method from DALEX by calling plot(vip_lm, vip_rf) but the underlying data is available for exploration, analysis, and plotting. Let’s create a function: ggplot_imp <- function(...) { obj <- list(...) metric_name <- attr(obj[[1]], "loss_name") metric_lab <- paste(metric_name, "after permutations\n(higher indicates more important)") full_vip <- bind_rows(obj) %>% filter(variable != "_baseline_") perm_vals <- full_vip %>% filter(variable == "_full_model_") %>% group_by(label) %>% summarise(dropout_loss = mean(dropout_loss)) p <- full_vip %>% filter(variable != "_full_model_") %>% mutate(variable = fct_reorder(variable, dropout_loss)) %>% ggplot(aes(dropout_loss, variable)) if(length(obj) > 1) { p <- p + facet_wrap(vars(label)) + geom_vline(data = perm_vals, aes(xintercept = dropout_loss, color = label), size = 1.4, lty = 2, alpha = 0.7) + geom_boxplot(aes(color = label, fill = label), alpha = 0.2) } else { p <- p + geom_vline(data = perm_vals, aes(xintercept = dropout_loss), size = 1.4, lty = 2, alpha = 0.7) + geom_boxplot(fill = "#91CBD765", alpha = 0.4) } p + theme(legend.position = "none") + labs(x = metric_lab, y = NULL, fill = NULL, color = NULL) } ggplot_imp(vip_lm, vip_rf) The dashed line in each panel shows the RMSE for the full model, either the linear model or the random forest model. Features further to the right are more important, because permuting them results in higher RMSE. There is quite a lot of interesting information to learn from this plot; for example, neighborhood is quite important in the linear model with interactions/splines but the second least important feature for the random forest model. ## 18.4 Building global explanations from local explanations So far in this chapter, we have focused on local model explanations for a single observation (via Shapley additive explanations) and global model explanations for a data set as a whole (via permuting features). It is also possible to build global model explanations up by aggregating local model explanations, as with partial dependence profiles. Partial dependence profiles show how the expected value of a model prediction, like the predicted price of a home in Ames, changes as a function of a feature, like the age or gross living area. One way to build such a profile is by aggregating or averaging profiles for individual observations. A profile showing how an individual observation’s prediction changes as a function of a given feature is called an ICE (individual conditional expectation) profile or a CP (ceteris paribus) profile. We can compute such individual profiles (for 500 of the observations in our training set) and then aggregate them using the DALEX function model_profile(). pdp_age <- model_profile(explainer_rf, N = 500, variables = "Year_Built") Let’s create another function for plotting the underlying data in this object: ggplot_pdp <- function(obj, x) { p <- as_tibble(obj$agr_profiles) %>%
mutate(_label_ = stringr::str_remove(_label_, "^[^_]*_")) %>%
ggplot(aes(_x_, _yhat_)) +
geom_line(data = as_tibble(obj$cp_profiles), aes(x = {{ x }}, group = _ids_), size = 0.5, alpha = 0.05, color = "gray50") num_colors <- n_distinct(obj$agr_profiles$_label_) if (num_colors > 1) { p <- p + geom_line(aes(color = _label_), size = 1.2, alpha = 0.8) } else { p <- p + geom_line(color = "midnightblue", size = 1.2, alpha = 0.8) } p } ggplot_pdp(pdp_age, Year_Built) + labs(x = "Year built", y = "Sale Price (log)", color = NULL) Partial dependence profiles can be computed for any other feature in the model, and also for groups in the data, such as Bldg_Type. Let’s use 1,000 observations for these profiles. pdp_liv <- model_profile(explainer_rf, N = 1000, variables = "Gr_Liv_Area", groups = "Bldg_Type") ggplot_pdp(pdp_liv, Gr_Liv_Area) + scale_x_log10() + scale_color_brewer(palette = "Dark2") + labs(x = "Gross living area", y = "Sale Price (log)", color = NULL) We have the option of using plot(pdp_liv) for default DALEX plots, but since we are making plots with the underlying data here, we can even facet by one of the features to visualize how the predictions change differently, highlighting the model’s behavior for subgroups. as_tibble(pdp_liv$agr_profiles) %>%
mutate(Bldg_Type = stringr::str_remove(_label_, "random forest_")) %>%
ggplot(aes(_x_, _yhat_, color = Bldg_Type)) +
geom_line(data = as_tibble(pdp_liv$cp_profiles), aes(x = Gr_Liv_Area, group = _ids_), size = 0.5, alpha = 0.1, color = "gray50") + geom_line(size = 1.2, alpha = 0.8, show.legend = FALSE) + scale_x_log10() + facet_wrap(~Bldg_Type) + scale_color_brewer(palette = "Dark2") + labs(x = "Gross living area", y = "Sale Price (log)", color = NULL) There is not one right approach for building model explanations and the options outlined in this chapter are not exhaustive. We point you to Biecek and Burzykowski (2021) and Molnar (2020) for further reading, but highlight in this chapter good options for explanations at both the individual and global level, and how to bridge from one to the other. ## 18.5 Beans beans beans In Chapter 17, we discussed how to use dimensionality reduction as a feature engineering or preprocessing step when modeling high dimensional data. For our example data set of dry bean morphology measures predicting bean type, we saw great results from partial least squares (PLS) dimensionality reduction combined with a regularized discriminant analysis model. Which of those morphological characteristics were most important in the bean type predictions? We can use the same approach outlined throughout this chapter to create a model-agnostic explainer and compute, say, global model explanations. vip_beans <- explain_tidymodels( rda_wflow_fit, data = bean_train %>% select(-class), y = bean_train$class,
label = "RDA",
verbose = FALSE
) %>%
model_parts()

ggplot_imp(vip_beans)

The measures of global feature importance that we see here incorporate the effects of all of the PLS components, but in terms of the original variables.

Shape factors are among the most important features for predicting bean type, especially shape factor 4, a measure of solidity which takes into account both the area $$A$$, major axis $$L$$, and minor axis $$l$$:

$\text{SF4} = \frac{A}{\pi(L/2)(l/2)}$

Shape factor 1 (the ratio of the major axis to the area), the minor axis length, and roundness are the next most important bean characteristics for predicting bean variety.

## 18.6 Chapter summary

For some types of models, the answer to “why” a model made a certain prediction is straightforward, but for other types of models, we must use separate explainer algorithms to understand what features are relatively most important for predictions. There are two main kinds of model explanations that you can generate from a trained model. Global explanations provide information aggregated over an entire data set, while local explanations provide understanding about a model’s predictions for a single observation.

Packages such as DALEX and its supporting package DALEXtra, vip, and lime can be integrated into a tidymodels analysis to provide these types of model explainers. Model explanations are just one piece of understanding whether your model is appropriate and effective, along with estimates of model performance; Chapter 19 further explores the quality of predictions and how trustworthy they are.

### REFERENCES

Biecek, Przemyslaw, and Tomasz Burzykowski. 2021. Explanatory Model Analysis. Chapman; Hall/CRC, New York. https://ema.drwhy.ai/.

Breiman, L. 2001a. “Random Forests.” Machine Learning 45 (1): 5–32.

Lundberg, Scott M., and Su-In Lee. 2017. “A Unified Approach to Interpreting Model Predictions.” In Proceedings of the 31st International Conference on Neural Information Processing Systems, 4768–77. NIPS’17. Red Hook, NY, USA: Curran Associates Inc.

Molnar, Christopher. 2020. Interpretable Machine Learning. https://christophm.github.io/interpretable-ml-book/.

1. Notice that this package for model explanations focuses on the level of categorical predictors in this type of output, like Bldg_Type = 3 for duplex and Neighborhood = 1 for North Ames.↩︎