Damien Garreau - Assistant Professor at the University Cote d'Azur Data Science
Date: January 21st 2020 Location: Eurecom - Eurecom
Title: Explaining the Explainer: A First Theoretical Analysis of LIME Abstract: Machine learning is used more and more often for sensitive applications, sometimes replacing humans in critical decision-making processes. As such, interpretability of these algorithms is a pressing need. One popular algorithm to provide interpretability is LIME (Local Interpretable Model-Agnostic Explanation). In this talk, I will present a first theoretical analysis of LIME. In particular, we derived closed-form expressions for the coefficients of the interpretable model when the function to explain is linear. The good news is that these coefficients are proportional to the gradient of the function to explain: LIME indeed discovers meaningful features. However, our analysis also reveals that poor choices of parameters can lead LIME to miss important features.