GAMI-Net: An Explainable Neural Network based on Generalized Additive Models with Structured Interactions
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The lack of interpretability is an inevitable problem when using neural network models in real applications. In this paper, a new explainable neural network called GAMI-Net, based on generalized additive models with structured interactions, is proposed to pursue a good balance between prediction accuracy and model interpretability. The GAMI-Net is a disentangled feedforward network with multiple additive subnetworks, where each subnetwork is designed for capturing either one main effect or one pairwise interaction effect. It takes into account three kinds of interpretability constraints, including a) sparsity constraint for selecting the most significant effects for parsimonious representations; b) heredity constraint such that a pairwise interaction could only be included when at least one of its parent effects exists; and c) marginal clarity constraint, in order to make the main and pairwise interaction effects mutually distinguishable. For model estimation, we develop an adaptive training algorithm that firstly fits the main effects to the responses, then fits the structured pairwise interactions to the residuals. Numerical experiments on both synthetic functions and real-world datasets show that the proposed explainable GAMI-Net enjoys superior interpretability while maintaining competitive prediction accuracy in comparison to the explainable boosting machine and other benchmark machine learning models.
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