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Implementation of algorithms from the paper "Globally-Consistent Rule-Based Summary-Explanations for Machine Learning Models: Application to Credit-Risk Evaluation" by Cynthia Rudin and Yaron Shaposhnik https://ssrn.com/abstract=3395422

Python 46.71% Jupyter Notebook 53.29%

globallyconsistentrules's Introduction

GloballyConsistentRules

Implementation of algorithms from the paper Globally-Consistent Rule-Based Summary-Explanations for Machine Learning Models: Application to Credit-Risk Evaluation by Cynthia Rudin and Yaron Shaposhnik

SSRN link: https://ssrn.com/abstract=3395422

Files:

  • Tutorial.ipynb - a short tutorial
  • ConsistentLocalRules.py - PuLP implementation (can easily be modified to work with other solvers)
  • ConsistentLocalRules(Gurobi).py - Gurobi implementation (specialized for Gurobi, but an order of magnitude faster)

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Contributors

twq961213 avatar yaronshap avatar

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