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Papers on Interpretable Machine Learning Models

NAM: Neural Additive Models

Link: NAM Paper

Summary: Fitting a Neural netowkr (MLP) for each feature and summing their output for final model prediction.

NodeGAM: Neural Generalized Additive Models

Link: NodeGAM Paper

Summary: NodeGAM introduces neural GAM (NODE-GAM) and neural GA2M (NODE-GA2M), which scale well on large datasets and maintain interpretability. Using NODE (Neural oblivious decision ensembles) as shape functions.

NBM: Neural Basis Models

Link: NBM Paper

Summary: Neural Basis Models (NBMs) use basis decomposition of shape functions, enabling scalable and interpretable models that excel in accuracy and efficiency for large-scale data with high-dimensional features.

SPAM: Scalable Polynomial Additive Models

Link: SPAM Paper

Summary: Scalable Polynomial Additive Models (SPAM) leverage tensor rank decompositions of polynomials, outperforming current interpretable models and matching DNN/XGBoost performance.

Sparse NAM: Sparse Neural Additive Models

Link: Sparse NAM Paper

Summary: Sparse Neural Additive Models (SNAM) enhance Neural Additive Models (NAMs) by incorporating group sparsity regularization for feature selection and improved generalization. SNAM provably achieves zero training loss and exact feature selection, demonstrating good accuracy and efficiency.

SIAN: Sparse Interaction Additive Networks

Link: SIAN Paper

Summary: Sparse Interaction Additive Networks (SIAN) identifies necessary feature combinations. SIAN achieves competitive performance and finds an optimal tradeoff between neural network capacity and simpler model generalizability.

Concurvity Regularization

Link: Concurvity Regularization Paper

Summary: Concurvity Regularization addresses the issue of concurvity in Generalized Additive Models (GAMs) by penalizing pairwise correlations of non-linearly transformed feature variables. This improves interpretability without compromising prediction quality, reducing variance in feature importances.

NATT: Neural Additive Tabular Transformer Networks

Link: NATT Paper

Summary: Neural Additive Tabular Transformer Networks (NATT) combine the interpretability of additive neural networks with the predictive power of Transformer models. Categorical features are modelled with Transformer Encoders.

NAMLSS: Neural Additive Models for Location Scale and Shape

Link: NAMLSS Paper

Summary: Neural Additive Models for Location Scale and Shape (NAMLSS) integrate distributional regression with additive neural networks, extending beyond mean response predictions.

NAIM: Neural Additive Image Models

Link: NAIM Paper

Summary: Neural Additive Image Models (NAIM) utilize Neural Additive Models and Diffusion Autoencoders to identify latent image semantics and their effects. NAIM demonstrates the ability to explore complex image effects, with a case study highlighting the impact of image characteristics on Airbnb pricing.

SNAM: Structural Neural Additive Models

Link: SNAM Paper

Summary: Structural Neural Additive Models (SNAMs) enhance the interpretability of neural networks by combining classical statistical methods (Splines) with neural applications. Fitting NAMs with Splines instead of MLPs and optimizing knot locations.

Semi-Structured Distributional Regression

Link: Semi-Structured Distributional Regression Paper

Summary: This framework combines structured regression models with deep neural networks, addressing identifiability issues through an orthogonalization cell. It enables stable estimation and interpretability, demonstrated through numerical experiments and real-world applications.