Microsoft Corporation
Feature contributors and influencers in machine learned predictive models

Abstract:

In an example, for each feature of one or more features of a target sample data, feature values for one or more pseudo-samples are generated using, localized stratified sampling. The one or more pseudo-samples are fed into the trained machine learned model to obtain their prediction values. A piecewise linear regression model is trained using the one or more pseudo-samples and their prediction values, the piecewise linear regression model having two coefficients for each feature, a first coefficient describing prediction change when a corresponding feature value is increased and a second coefficient describing prediction change when a corresponding feature value is decreased. A top positive feature influencer is identified based on a feature of the one or more features of the target sample having a greatest magnitude of positive first coefficient or greatest magnitude of negative second coefficient. A top negative feature influencer is identified based on a feature of the one or more features of the target sample having a greatest magnitude of negative first coefficient or greatest magnitude of positive second coefficient. A top feature contributor is identified based on a feature of the one or more features of the target sample having a greatest magnitude of a combination of second coefficient and feature value in the target sample data.