Opening black box data mining models using sensitivity analysis

• Main Author: Cortez, Paulo
• Publication Date: 2011
• Other Authors: Embrechts, Mark
• Language: eng
• Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
• Download full: http://hdl.handle.net/1822/14836

There are several supervised learning Data Mining (DM) methods, such as Neural Networks (NN), Support Vector Machines (SVM) and ensembles, that often attain high quality predictions, although the obtained models are difficult to inter- pret by humans. In this paper, we open these black box DM models by using a novel visualization approach that is based on a Sensitivity Analysis (SA) method. In particular, we propose a Global SA (GSA), which extends the applicability of previous SA methods (e.g. to classification tasks), and several visualization techniques (e.g. variable effect characteristic curve), for assessing input relevance and effects on the model’s responses. We show the GSA capabilities by conducting several experiments, using a NN ensemble and SVM model, in both synthetic and real-world datasets.