Interpretable Machine Learning with Python

Chapter 10: Feature Selection and Engineering for Interpretability

In the first three chapters, we discussed how complexity hinders machine learning (ML) interpretability. There's a trade-off because you want some complexity to maximize predictive performance, yet not to the extent that you cannot rely on the model to satisfy the tenets of interpretability: fairness, accountability, and transparency. This chapter is the first of four focused on how to tune for interpretability. One of the easiest ways to improve interpretability is through feature selection. It has many benefits, such as faster training and making the model easier to interpret. But if these two reasons don't convince you, perhaps another one will.

A common misunderstanding ...