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Complex models for regression and classification have high accuracy, but are unfortunately no longer interpretable by users. We study the performance of generalized additive models (GAMs), which combine single-feature models called shape functions through a linear function. Since the shape functions can be arbitrarily complex, GAMs are more accurate than simple linear models. But since they do not contain any interactions between features, they can be easily interpreted by users.
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Lou et al. (Sun,) studied this question.
www.synapsesocial.com/papers/69ffbe6af9e1acab462d64db — DOI: https://doi.org/10.1145/2339530.2339556
Yin Lou
Rich Caruana
Johannes Gehrke
Cornell University
Microsoft (United States)
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