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https://github.com/bcg-x-official/facet

Human-explainable AI.
https://github.com/bcg-x-official/facet

data-analytics data-science explainable-ai hyperparameter-tuning interpretability machine-learning model-selection python shap-vector-decomposition simulation statistics

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Human-explainable AI.

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README 

        
.. image:: sphinx/source/_images/Gamma_Facet_Logo_RGB_LB.svg



FACET is an open source library for human-explainable AI.

It combines sophisticated model inspection and model-based simulation to enable better 

explanations of your supervised machine learning models.



FACET is composed of the following key components:



+-----------------+-----------------------------------------------------------------------+

| |spacer|        | **Model Inspection**                                                  |

|                 |                                                                       |

| |inspect|       | FACET introduces a new algorithm to quantify dependencies and         |

|                 | interactions between features in ML models.                           |

|                 | This new tool for human-explainable AI adds a new, global             |

|                 | perspective to the observation-level explanations provided by the     |

|                 | popular `SHAP `__ approach.   |

|                 | To learn more about FACET’s model inspection capabilities, see the    |

|                 | getting started example below.                                        |

+-----------------+-----------------------------------------------------------------------+

| |spacer|        | **Model Simulation**                                                  |

|                 |                                                                       |

| |sim|           | FACET’s model simulation algorithms use ML models for                 |

|                 | *virtual experiments* to help identify scenarios that optimise        |

|                 | predicted outcomes.                                                   |

|                 | To quantify the uncertainty in simulations, FACET utilises a range    |

|                 | of bootstrapping algorithms including stationary and stratified       |

|                 | bootstraps.                                                           |

|                 | For an example of FACET’s bootstrap simulations, see the              |

|                 | quickstart example below.                                             |

+-----------------+-----------------------------------------------------------------------+

| |spacer|        | **Enhanced Machine Learning Workflow**                                |

|                 |                                                                       |

| |pipe|          | FACET offers an efficient and transparent machine learning            |

|                 | workflow, enhancing                                                   |

|                 | `scikit-learn `__'s       |

|                 | tried and tested pipelining paradigm with new capabilities for model  |

|                 | selection, inspection, and simulation.                                |

|                 | FACET also introduces                                                 |

|                 | `sklearndf `__                |

|                 | [`documentation `__]|

|                 | an augmented version of *scikit-learn* with enhanced support for      |

|                 | *pandas* data frames that ensures end-to-end traceability of features.|

+-----------------+-----------------------------------------------------------------------+



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Installation

------------



FACET supports both PyPI and Anaconda.

We recommend to install FACET into a dedicated environment.



Anaconda

~~~~~~~~



.. code-block:: sh



    conda create -n facet

    conda activate facet

    conda install -c bcg_gamma -c conda-forge gamma-facet



Pip

~~~



macOS and Linux:

^^^^^^^^^^^^^^^^



.. code-block:: sh



    python -m venv facet

    source facet/bin/activate

    pip install gamma-facet



Windows:

^^^^^^^^



.. code-block:: dosbatch



    python -m venv facet

    facet\Scripts\activate.bat

    pip install gamma-facet



Quickstart

----------



The following quickstart guide provides a minimal example workflow to get you

up and running with FACET.

For additional tutorials and the API reference,

see the `FACET documentation `__.



Changes and additions to new versions are summarized in the

`release notes `__.



Enhanced Machine Learning Workflow

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~



To demonstrate the model inspection capability of FACET, we first create a

pipeline to fit a learner. In this simple example we will use the

`diabetes dataset `__

which contains age, sex, BMI and blood pressure along with 6 blood serum

measurements as features. This dataset was used in this

`publication `__.

A transformed version of this dataset is also available on scikit-learn

`here `__.



In this quickstart we will train a Random Forest regressor using 10 repeated

5-fold CV to predict disease progression after one year. With the use of

*sklearndf* we can create a *pandas* DataFrame compatible workflow. However,

FACET provides additional enhancements to keep track of our feature matrix

and target vector using a sample object (`Sample`) and easily compare

hyperparameter configurations and even multiple learners with the `LearnerSelector`.



.. code-block:: Python



    # standard imports

    import pandas as pd

    from sklearn.model_selection import RepeatedKFold, GridSearchCV



    # some helpful imports from sklearndf

    from sklearndf.pipeline import RegressorPipelineDF

    from sklearndf.regression import RandomForestRegressorDF



    # relevant FACET imports

    from facet.data import Sample

    from facet.selection import LearnerSelector, ParameterSpace



    # declaring url with data

    data_url = 'https://web.stanford.edu/~hastie/Papers/LARS/diabetes.data'



    #importing data from url

    diabetes_df = pd.read_csv(data_url, delimiter='\t').rename(

        # renaming columns for better readability

        columns={

            'S1': 'TC', # total serum cholesterol

            'S2': 'LDL', # low-density lipoproteins

            'S3': 'HDL', # high-density lipoproteins

            'S4': 'TCH', # total cholesterol/ HDL

            'S5': 'LTG', # lamotrigine level

            'S6': 'GLU', # blood sugar level

            'Y': 'Disease_progression' # measure of progress since 1yr of baseline

        }

    )



    # create FACET sample object

    diabetes_sample = Sample(observations=diabetes_df, target_name="Disease_progression")



    # create a (trivial) pipeline for a random forest regressor

    rnd_forest_reg = RegressorPipelineDF(

        regressor=RandomForestRegressorDF(n_estimators=200, random_state=42)

    )



    # define parameter space for models which are "competing" against each other

    rnd_forest_ps = ParameterSpace(rnd_forest_reg)

    rnd_forest_ps.regressor.min_samples_leaf = [8, 11, 15]

    rnd_forest_ps.regressor.max_depth = [4, 5, 6]



    # create repeated k-fold CV iterator

    rkf_cv = RepeatedKFold(n_splits=5, n_repeats=10, random_state=42)



    # rank your candidate models by performance

    selector = LearnerSelector(

        searcher_type=GridSearchCV,

        parameter_space=rnd_forest_ps,

        cv=rkf_cv,

        n_jobs=-3,

        scoring="r2"

    ).fit(diabetes_sample)



    # get summary report

    selector.summary_report()



.. image:: sphinx/source/_images/ranker_summary.png

   :width: 600



We can see based on this minimal workflow that a value of 11 for minimum

samples in the leaf and 5 for maximum tree depth was the best performing

of the three considered values.

This approach easily extends to additional hyperparameters for the learner,

and for multiple learners.



Model Inspection

~~~~~~~~~~~~~~~~



FACET implements several model inspection methods for

`scikit-learn `__ estimators.

FACET enhances model inspection by providing global metrics that complement

the local perspective of SHAP (see

`[arXiv:2107.12436] `__ for a formal description).



The key global metrics for each pair of features in a model are:



- **Synergy**



  The degree to which the model combines information from one feature with

  another to predict the target. For example, let's assume we are predicting

  cardiovascular health using age and gender and the fitted model includes

  a complex interaction between them. This means these two features are

  synergistic for predicting cardiovascular health. Further, both features

  are important to the model and removing either one would significantly

  impact performance. Let's assume age brings more information to the joint

  contribution than gender. This asymmetric contribution means the synergy for

  (age, gender) is less than the synergy for (gender, age). To think about it another

  way, imagine the prediction is a coordinate you are trying to reach.

  From your starting point, age gets you much closer to this point than

  gender, however, you need both to get there. Synergy reflects the fact

  that gender gets more help from age (higher synergy from the perspective

  of gender) than age does from gender (lower synergy from the perspective of

  age) to reach the prediction. *This leads to an important point: synergy

  is a naturally asymmetric property of the global information two interacting

  features contribute to the model predictions.* Synergy is expressed as a

  percentage ranging from 0% (full autonomy) to 100% (full synergy).



- **Redundancy**



  The degree to which a feature in a model duplicates the information of a

  second feature to predict the target. For example, let's assume we had

  house size and number of bedrooms for predicting house price. These

  features capture similar information as the more bedrooms the larger

  the house and likely a higher price on average. The redundancy for

  (number of bedrooms, house size) will be greater than the redundancy

  for (house size, number of bedrooms). This is because house size

  "knows" more of what number of bedrooms does for predicting house price

  than vice-versa. Hence, there is greater redundancy from the perspective

  of number of bedrooms. Another way to think about it is removing house

  size will be more detrimental to model performance than removing number

  of bedrooms, as house size can better compensate for the absence of

  number of bedrooms. This also implies that house size would be a more

  important feature than number of bedrooms in the model. *The important

  point here is that like synergy, redundancy is a naturally asymmetric

  property of the global information feature pairs have for predicting

  an outcome.* Redundancy is expressed as a percentage ranging from 0%

  (full uniqueness) to 100% (full redundancy).



.. code-block:: Python



    # fit the model inspector

    from facet.inspection import LearnerInspector

    inspector = LearnerInspector(

        pipeline=selector.best_estimator_,

        n_jobs=-3

    ).fit(diabetes_sample)



**Synergy**



.. code-block:: Python



    # visualise synergy as a matrix

    from pytools.viz.matrix import MatrixDrawer

    synergy_matrix = inspector.feature_synergy_matrix()

    MatrixDrawer(style="matplot%").draw(synergy_matrix, title="Synergy Matrix")



.. image:: sphinx/source/_images/synergy_matrix.png

    :width: 600



For any feature pair (A, B), the first feature (A) is the row, and the second

feature (B) the column. For example, looking across the row for `LTG` (Lamotrigine)

there is hardly any synergy with other features in the model (≤ 1%).

However, looking down the column for `LTG` (i.e., from the perspective of other features

relative with `LTG`) we find that many features (the rows) are aided by synergy with

with `LTG` (up to 27% in the case of LDL). We conclude that:



- `LTG` is a strongly autonomous feature, displaying minimal synergy with other

  features for predicting disease progression after one year.

- The contribution of other features to predicting disease progression after one

  year is partly enabled by the presence of `LTG`.



High synergy between pairs of features must be considered carefully when investigating

impact, as the values of both features jointly determine the outcome. It would not make

much sense to consider `LDL` without the context provided by `LTG` given close

to 27% synergy of `LDL` with `LTG` for predicting progression after one year.



**Redundancy**



.. code-block:: Python



    # visualise redundancy as a matrix

    redundancy_matrix = inspector.feature_redundancy_matrix()

    MatrixDrawer(style="matplot%").draw(redundancy_matrix, title="Redundancy Matrix")



.. image:: sphinx/source/_images/redundancy_matrix.png

    :width: 600



For any feature pair (A, B), the first feature (A) is the row, and the second feature

(B) the column. For example, if we look at the feature pair (`LDL`, `TC`) from the

perspective of `LDL` (Low-Density Lipoproteins), then we look-up the row for `LDL`

and the column for `TC` and find 38% redundancy. This means that 38% of the information

in `LDL` to predict disease progression is duplicated in `TC`. This

redundancy is the same when looking "from the perspective" of `TC` for (`TC`, `LDL`),

but need not be symmetrical in all cases (see `LTG` vs. `TCH`).



If we look at `TCH`, it has between 22–32% redundancy each with `LTG` and `HDL`, but

the same does not hold between `LTG` and `HDL` – meaning `TCH` shares different

information with each of the two features.



**Clustering redundancy**



As detailed above redundancy and synergy for a feature pair is from the

"perspective" of one of the features in the pair, and so yields two distinct

values. However, a symmetric version can also be computed that provides not

only a simplified perspective but allows the use of (1 - metric) as a

feature distance. With this distance hierarchical, single linkage clustering

is applied to create a dendrogram visualization. This helps to identify

groups of low distance, features which activate "in tandem" to predict the

outcome. Such information can then be used to either reduce clusters of

highly redundant features to a subset or highlight clusters of highly

synergistic features that should always be considered together.



Let's look at the example for redundancy.



.. code-block:: Python



    # visualise redundancy using a dendrogram

    from pytools.viz.dendrogram import DendrogramDrawer

    redundancy = inspector.feature_redundancy_linkage()

    DendrogramDrawer().draw(data=redundancy, title="Redundancy Dendrogram")



.. image:: sphinx/source/_images/redundancy_dendrogram.png

    :width: 600



Based on the dendrogram we can see that the feature pairs (`LDL`, `TC`)

and (`HDL`, `TCH`) each represent a cluster in the dendrogram and that `LTG` and `BMI`

have the highest importance. As potential next actions we could explore the impact of

removing `TCH`, and one of `TC` or `LDL` to further simplify the model and obtain a

reduced set of independent features.



Please see the

`API reference `__

for more detail.



Model Simulation

~~~~~~~~~~~~~~~~



Taking the `BMI` feature as an example of an important and highly independent feature,

we do the following for the simulation:



- We use FACET's `ContinuousRangePartitioner` to split the range of observed values of

  `BMI` into intervals of equal size. Each partition is represented by the central value

  of that partition.

- For each partition, the simulator creates an artificial copy of the original sample

  assuming the variable to be simulated has the same value across all observations –

  which is the value representing the partition. Using the best estimator

  acquired from the selector, the simulator now re-predicts all targets using the models

  trained for full sample and determines the uplift of the target variable

  resulting from this.

- The FACET `SimulationDrawer` allows us to visualise the result; both in a

  *matplotlib* and a plain-text style.



.. code-block:: Python



    # FACET imports

    from facet.validation import BootstrapCV

    from facet.simulation import UnivariateUpliftSimulator

    from facet.data.partition import ContinuousRangePartitioner

    from facet.simulation.viz import SimulationDrawer



    # create bootstrap CV iterator

    bscv = BootstrapCV(n_splits=1000, random_state=42)



    SIM_FEAT = "BMI"

    simulator = UnivariateUpliftSimulator(

        model=selector.best_estimator_,

        sample=diabetes_sample,

        n_jobs=-3

    )



    # split the simulation range into equal sized partitions

    partitioner = ContinuousRangePartitioner()



    # run the simulation

    simulation = simulator.simulate_feature(feature_name=SIM_FEAT, partitioner=partitioner)



    # visualise results

    SimulationDrawer().draw(data=simulation, title=SIM_FEAT)



.. image:: sphinx/source/_images/simulation_output.png



We would conclude from the figure that higher values of `BMI` are associated with

an increase in disease progression after one year, and that for a `BMI` of 28

and above, there is a significant increase in disease progression after one year

of at least 26 points.



Contributing

------------



FACET is stable and is being supported long-term.



Contributions to FACET are welcome and appreciated.

For any bug reports or feature requests/enhancements please use the appropriate

`GitHub form `_, and if you wish to do so,

please open a PR addressing the issue.



We do ask that for any major changes please discuss these with us first via an issue or

using our team email: [email protected].



For further information on contributing please see our

`contribution guide `__.



License

-------



FACET is licensed under Apache 2.0 as described in the

`LICENSE `_ file.



Acknowledgements

----------------



FACET is built on top of two popular packages for Machine Learning:



-   The `scikit-learn `__ learners and

    pipelining make up implementation of the underlying algorithms. Moreover, we tried

    to design the FACET API to align with the scikit-learn API.

-   The `SHAP `__ implementation is used to

    estimate the shapley vectors which FACET then decomposes into synergy, redundancy,

    and independence vectors.



BCG GAMMA

---------



If you would like to know more about the team behind FACET please see the

`about us `__ page.



We are always on the lookout for passionate and talented data scientists to join the

BCG GAMMA team. If you would like to know more you can find out about

`BCG GAMMA `_,

or have a look at

`career opportunities `_.



.. |pipe| image:: sphinx/source/_images/icons/pipe_icon.png

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.. |inspect| image:: sphinx/source/_images/icons/inspect_icon.png

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   :class: facet_icon



.. |sim| image:: sphinx/source/_images/icons/sim_icon.png

   :width: 100px

   :class: facet_icon



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