Berkeley-Davis Joint colloquium: There is No Free Variable Importance: Traps in Interpreting Black Box Functions

Berkeley-Davis Joint colloquium: There is No Free Variable Importance: Traps in Interpreting Black Box Functions

Neyman Seminar
Apr 20, 2022, 04:00 PM - 05:00 PM | https://ucdavis.zoom.us/j/97636318267?pwd=dnF0MUpWWitTbTlBMjVadm9GVUxrZz09 Evans Hall | Happening As Scheduled
Giles Hooker, UC Berkeley

Abstract: The field of machine learning -- loosely defined as nonparametric statistical modeling -- has become enormously successful over the past fifty years, partly by forgoing the parametric models familiar to statisticians. A consequence of this philosophy has been that these methods result in algebraically-complex models that provide little human-accessible insight into the workings of the...