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LIME: Explaining Single Predictions from Any ML Model

Source: christophm.github.iointermediate

LIME explains a single prediction from any 'black box' model by approximating it with a simpler model that's only accurate locally. Use it to see why a specific user churned.

LIME explains a single prediction from any 'black box' model by building a simple, interpretable model that's only accurate locally around that point. It's model-agnostic, so you can probe why an XGBoost model flagged one transaction as fraud. LIME works by perturbing the input, getting new predictions, and fitting a weighted linear model to that local data. The main footgun is that the explanation's stability depends heavily on user-defined parameters like neighborhood size and the number of features in the simple model.

Read the original → christophm.github.io

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LIME: Explaining Single Predictions from Any ML Model · Tezvyn