Cited by 66Explainable Artificial Intelligence (XAI)Machine Learning and Data ClassificationStatistical Methods and Applications

How Interpretable and Trustworthy are GAMs?

Chang, Chun-Hao, Tan, Sarah, Lengerich, Ben, Goldenberg, Anna, Caruana, Rich·2021·Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining

Abstract

Generalized additive models (GAMs) have become a leading model class for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally accurate. Which GAM should we trust? In this paper, we quantitatively and qualitatively investigate a variety of GAM algorithms on real and simulated datasets. We find that GAMs with high feature sparsity (only using a few variables to make predictions) can miss patterns in the data and be unfair to rare subpopulations. Our results suggest that inductive bias plays a crucial role in what interpretable models learn and that tree-based GAMs represent the best balance of sparsity, fidelity and accuracy and thus appear to be the most trustworthy GAM models.

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Crossref · 10.1145/3447548.3467453

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Authors
Chang, C.-H., Tan, S., Lengerich, B., Goldenberg, A., & Caruana, R.
Affiliations
  • University of Toronto (CA)
  • Cornell University (US)
  • MIT, Broad Institute, Boston, MA, USA
  • Microsoft (United States) (US)
Venue
Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining
Publisher
ACM
Published
2021-08-14
Pages
95-105
OpenAlex
W3171322015
Cited by
66
References
29
Citations by year
2026: 5 · 2025: 19 · 2024: 9 · 2023: 15 · 2022: 12 · 2021: 6
FWCI
4.81
Type
conference paper
Language
en
Open access
closed
Locations
ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD) (publishedVersion)
Topics
  • Physical Sciences › Computer Science › Artificial Intelligence › Explainable Artificial Intelligence (XAI)
  • Physical Sciences › Computer Science › Artificial Intelligence › Machine Learning and Data Classification
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
generalized additive models, model interpretability, trustworthiness, feature sparsity, inductive bias, fairness, model fidelity, algorithm comparison

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