Generalized Additive Models
Intelligible Models for
HealthCare
Caruana et. al.
Contributions
Two case studies where Generalized
Additive Models (intelligible) yield state-
of-the-art accuracy.
Pneumonia risk prediction
30-day hospital readmission
Claim: GAMs is a class of models that can
handle interpretability/accuracy trade-off
quite well
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Roadmap
Motivation
Intelligible Models
Case study: Pneumonia risk
Case study: 30 day readmission
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Roadmap
Motivation
Intelligible Models
Case study: Pneumonia risk
Case study: 30 day readmission
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Motivation
A large project to evaluate application of
ML to healthcare problems
Predicting probability of death (POD) for
pneumonia patients
Most accurate models: neural nets (0.86 AUC)
Logistic regression: 0.77
Logistic regression was used instead.
Why?
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Motivation
Rule based learning method was also
used
Insight: HasAsthma(x) LowerRisk(x)
Counterintuitive?
Rule based system was intelligible making
it easy to recognize and remove
dangerous rules
Lack of intelligibility made it harder to
deploy neural nets because it was difficult
to know other problems with the model 7
Motivation
Many more models but equally
unintelligible today
SVMs, random forests, boosted trees
GAMs are both intelligible and accurate!
Editable by experts
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Roadmap
Motivation
Intelligible Models: GAMs and GA 2MS
Case study: Pneumonia risk
Case study: 30 day readmission
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GAMs
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GAMs
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GAMs and GA2Ms
g is a link function: identity (additive model e.g., regression);
log (E[y] / 1 – E[y]) (generalized additive model e.g.,
classification)
fj is a shape function
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Intelligibility and Accuracy
Lou et. al., 2012
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Shape Functions
Regression Splines
Trees
Ensembles of Trees
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GAMs and GA2Ms
Learning:
Represent each component as a spline
Least squares formulation; Optimization problem to
balance smoothness and empirical error
Regression trees on a single/pair of features
Gradient boosting with bagging of shallow trees
GA2Ms: Build GAM first and and then detect
and rank all possible pairs of interactions in
the residual
Choose top k pairs
k determined by CV
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Roadmap
Motivation
Intelligible Models
Case study: Pneumonia risk
Case study: 30 day readmission
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Pneumonia Risk
14,199 pneumonia patients
train set: 9847
test set: 4352
46 features
Predict POD
10.86% patients died from pneumonia (1542)
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Pneumonia Risk: Features
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Pneumonia Risk: AUC
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Understanding Outputs of GA2M
Blood Urea Nitrogen
Normal value: 10 to 20
0 means not ordered
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Understanding Outputs of GA2M
Childhood cancers are associated with high risk of death
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Roadmap
Motivation
Intelligible Models
Case study: Pneumonia risk
Case study: 30 day readmission
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30 day readmission
195K patients in train, 100K patients in test
3956 features
Predict which patients are likely to be
readmitted within 30 days of being released
Hospitals with high readmission rates are
penalized financially
Did not provide adequate care earlier
8.91% of patients readmitted within 30 days
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AUC
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Patient level insights
1. Lots of admissions
2. Received lot of
Amoxycilin (strep/pneumonia)
3. Verapamil (hypertension)
p(risk) = 0.9326
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Patient level insights
1. Lots of admissions 1. Post menopausal
2. Received lot of 2. Cancers that
Amoxycilin (strep/pneumonia) respond well to treatmen
3. Verapamil (hypertension) 3. Not hospitalized much
p(risk) = 0.9326 p(risk) = 0.0873
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Roadmap
Motivation
Intelligible Models
Case study: Pneumonia risk
Case study: 30 day readmission
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Modularity
Bias term + contributions of individual
features + contributions of pairwise
interactions
This structure helps us clearly understand
the model
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Sorting Terms By Importance
For each patient, we can compute which
term is resulting in what risk score
Rank terms based on the values of risk
score
This ranking tells us which features are
contributing to the risk of each patient
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Feature Shaping vs. Expert
Discretization
Instead of GAMs learning function shapes,
experts could also provide inputs by
discretizing features
Expert discretized features were used for
logistic regression model
However, GAMs outperformed LR
indicating that feature shaping is valuable
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Correlation != Causation
GAMs and GA2Ms are intelligible
But, they are not causal
What we see in plots are associations
captures from the data but are not causal
implications
It is often easy to confuse intelligibility of
predictive models with causality
Please don’t make that mistake! 33