论文标题
示踪剂:用于促进高风险应用程序准确且可解释的分析的框架
TRACER: A Framework for Facilitating Accurate and Interpretable Analytics for High Stakes Applications
论文作者
论文摘要
在医疗保健和金融分析等高利益应用中,需要预测模型的解释性,而对于领域从业者信任预测所必需的。传统的机器学习模型,例如逻辑回归(LR),本质上很容易解释。但是,其中许多模型汇总了时间序列数据,而无需考虑时间相关性和变化。因此,它们的性能不能与基于复发的神经网络(RNN)模型相匹配,但是很难解释。在本文中,我们提出了一个通用框架示踪剂,以促进准确且可解释的预测,并为医疗保健分析和其他高利益应用程序(例如金融投资和风险管理)设计了一种新颖的模型TITV。与LR和其他现有基于RNN的模型不同,TITV旨在使用功能转换子网和自我发作子网络捕获时间不变和时变特征,以分别在整个时间序列和时间相关的重要性中分享的功能影响。医疗保健分析被用作驾驶用例,我们注意到所提出的示踪剂也适用于其他领域,例如金融科技。我们在两个实际医院数据集中广泛评估了示踪剂的准确性,我们的医生/临床医生进一步验证了示踪剂在患者水平和功能水平上的可解释性。此外,示踪剂在高股份的财务应用和关键的温度预测应用中也得到了验证。实验结果证实,示踪剂促进了高赌注应用的准确和可解释的分析。
In high stakes applications such as healthcare and finance analytics, the interpretability of predictive models is required and necessary for domain practitioners to trust the predictions. Traditional machine learning models, e.g., logistic regression (LR), are easy to interpret in nature. However, many of these models aggregate time-series data without considering the temporal correlations and variations. Therefore, their performance cannot match up to recurrent neural network (RNN) based models, which are nonetheless difficult to interpret. In this paper, we propose a general framework TRACER to facilitate accurate and interpretable predictions, with a novel model TITV devised for healthcare analytics and other high stakes applications such as financial investment and risk management. Different from LR and other existing RNN-based models, TITV is designed to capture both the time-invariant and the time-variant feature importance using a feature-wise transformation subnetwork and a self-attention subnetwork, for the feature influence shared over the entire time series and the time-related importance respectively. Healthcare analytics is adopted as a driving use case, and we note that the proposed TRACER is also applicable to other domains, e.g., fintech. We evaluate the accuracy of TRACER extensively in two real-world hospital datasets, and our doctors/clinicians further validate the interpretability of TRACER in both the patient level and the feature level. Besides, TRACER is also validated in a high stakes financial application and a critical temperature forecasting application. The experimental results confirm that TRACER facilitates both accurate and interpretable analytics for high stakes applications.