Contents

# Introduction: Machine Learning Project Part 3

In this project, we are walking through a complete machine learning problem dealing with a real-world dataset. Using building energy data, we are trying to build a model to predict the Energy Star Score of a building, making this a supervised regression, machine learning task.

In the first two parts of this project, we implemented the first 6 steps of the machine learning pipeline:

1. Data cleaning and formatting
2. Exploratory data analysis
3. Feature engineering and selection
4. Compare several machine learning models on a performance metric
5. Perform hyperparameter tuning on the best model to optimize it for the problem
6. Evaluate the best model on the testing set
7. Interpret the model results to the extent possible
8. Draw conclusions and write a well-documented report

In this notebook, we will concentrate on the last two steps, and try to peer into the black box of the model we built. We know is it accurate, as it can predict the Energy Star Score to within 9.1 points of the true value, but how exactly does it make predictions? We’ll examine some ways to attempt to understand the gradient boosting machine and then draw conclusions (I’ll save you from having to write the report and instead link to the report I completed for the company who gave me this assignment as a job screen.)

### Imports

We will use a familiar stack of data science and machine learning libraries.

``````# Pandas and numpy for data manipulation
import pandas as pd
import numpy as np

# No warnings about setting value on copy of slice
pd.options.mode.chained_assignment = None
pd.set_option('display.max_columns', 60)

# Matplotlib for visualization
import matplotlib.pyplot as plt
%matplotlib inline

# Set default font size
plt.rcParams['font.size'] = 24

from IPython.core.pylabtools import figsize

# Seaborn for visualization
import seaborn as sns

sns.set(font_scale = 2)

# Imputing missing values
from sklearn.preprocessing import Imputer, MinMaxScaler

# Machine Learning Models
from sklearn.linear_model import LinearRegression

from sklearn import tree

# LIME for explaining predictions
import lime
import lime.lime_tabular
``````

``````# Read in data into dataframes
``````

## Recreate Final Model

``````# Create an imputer object with a median filling strategy
imputer = Imputer(strategy='median')

# Train on the training features
imputer.fit(train_features)

# Transform both training data and testing data
X = imputer.transform(train_features)
X_test = imputer.transform(test_features)

# Sklearn wants the labels as one-dimensional vectors
y = np.array(train_labels).reshape((-1,))
y_test = np.array(test_labels).reshape((-1,))
``````
``````# Function to calculate mean absolute error
def mae(y_true, y_pred):
return np.mean(abs(y_true - y_pred))
``````
``````model = GradientBoostingRegressor(loss='lad', max_depth=5, max_features=None,
min_samples_leaf=6, min_samples_split=6,
n_estimators=800, random_state=42)

model.fit(X, y)
``````
``````GradientBoostingRegressor(alpha=0.9, criterion='friedman_mse', init=None,
max_leaf_nodes=None, min_impurity_decrease=0.0,
min_impurity_split=None, min_samples_leaf=6,
min_samples_split=6, min_weight_fraction_leaf=0.0,
n_estimators=800, presort='auto', random_state=42,
subsample=1.0, verbose=0, warm_start=False)
``````
``````#  Make predictions on the test set
model_pred = model.predict(X_test)

print('Final Model Performance on the test set: MAE = %0.4f' % mae(y_test, model_pred))
``````
``````Final Model Performance on the test set: MAE = 9.0837
``````

# Interprete the Model

Machine learning is often criticized as being a black-box: we put data in on one side and it gives us the answers on the other. While these answers are often extremely accurate, the model tells us nothing about how it actually made the predictions. This is true to some extent, but there are ways in which we can try and discover how a model “thinks” such as the Locally Interpretable Model-agnostic Explainer (LIME). This attemps to explain model predictions by learning a linear regression around the prediction, which is an easily interpretable model!

We will explore several ways to interpret our model:

• Feature importances
• Locally Interpretable Model-agnostic Explainer (LIME)
• Examining a single decision tree in the ensemble.

## Feature Importances

One of the basic ways we can interpret an ensemble of decision trees is through what are known as the feature importances. These can be interpreted as the variables which are most predictive of the target. While the actual details of the feature importances are quite complex (here is a Stack Overflow question on the subject, we can use the relative values to compare the features and determine which are most relevant to our problem.

Extracting the feature importances from a trained ensemble of trees is quite easy in scikit-learn. We will store the feature importances in a dataframe to analyze and visualize them.

``````# Extract the feature importances into a dataframe
feature_results = pd.DataFrame({'feature': list(train_features.columns),
'importance': model.feature_importances_})

# Show the top 10 most important
feature_results = feature_results.sort_values('importance', ascending = False).reset_index(drop=True)

``````
feature importance
0 Site EUI (kBtu/ft²) 0.403532
1 Weather Normalized Site Electricity Intensity ... 0.263059
2 Water Intensity (All Water Sources) (gal/ft²) 0.071286
3 Property Id 0.035165
4 Largest Property Use Type_Non-Refrigerated War... 0.031924
5 DOF Gross Floor Area 0.027900
6 log_Water Intensity (All Water Sources) (gal/ft²) 0.026058
7 Order 0.024592
8 log_Direct GHG Emissions (Metric Tons CO2e) 0.023655
9 Year Built 0.022100

The Site Energy Use Intensity, `Site EUI (kBtu/ft²)`, and the Weather Normalized Site Electricity Intensity, `Weather Normalized Site Electricity Intensity (kWh/ft²)` are the two most important features by quite a large margin. After that, the relative importance drops off considerably which indicates that we might not need to retain all of the features to create a model with nearly the same performance.

Let’s graph the feature importances to compare visually.

``````figsize(12, 10)
plt.style.use('fivethirtyeight')

# Plot the 10 most important features in a horizontal bar chart
feature_results.loc[:9, :].plot(x = 'feature', y = 'importance',
edgecolor = 'k',
kind='barh', color = 'blue');
plt.xlabel('Relative Importance', size = 20); plt.ylabel('')
plt.title('Feature Importances from Random Forest', size = 30);
`````` ## Use Feature Importances for Feature Selection

Given that not every feature is important for finding the score, what would happen if we used a simpler model, such as a linear regression, with the subset of most important features from the random forest? The linear regression did outperform the baseline, but it did not perform well compared to the model complex models. Let’s try using only the 10 most important features in the linear regression to see if performance is improved. We can also limit to these features and re-evaluate the random forest.

``````# Extract the names of the most important features
most_important_features = feature_results['feature'][:10]

# Find the index that corresponds to each feature name
indices = [list(train_features.columns).index(x) for x in most_important_features]

# Keep only the most important features
X_reduced = X[:, indices]
X_test_reduced = X_test[:, indices]

print('Most important training features shape: ', X_reduced.shape)
print('Most important testing  features shape: ', X_test_reduced.shape)
``````
``````Most important training features shape:  (6622, 10)
Most important testing  features shape:  (2839, 10)
``````
``````lr = LinearRegression()

# Fit on full set of features
lr.fit(X, y)
lr_full_pred = lr.predict(X_test)

# Fit on reduced set of features
lr.fit(X_reduced, y)
lr_reduced_pred = lr.predict(X_test_reduced)

# Display results
print('Linear Regression Full Results: MAE =    %0.4f.' % mae(y_test, lr_full_pred))
print('Linear Regression Reduced Results: MAE = %0.4f.' % mae(y_test, lr_reduced_pred))
``````
``````Linear Regression Full Results: MAE =    13.4651.
Linear Regression Reduced Results: MAE = 15.1007.
``````

Well, reducing the features did not improve the linear regression results! It turns out that the extra information in the features with low importance do actually improve performance.

Let’s look at using the reduced set of features in the gradient boosted regressor. How is the performance affected?

``````# Create the model with the same hyperparamters
min_samples_leaf=6, min_samples_split=6,
n_estimators=800, random_state=42)

# Fit and test on the reduced set of features
model_reduced.fit(X_reduced, y)
model_reduced_pred = model_reduced.predict(X_test_reduced)

print('Gradient Boosted Reduced Results: MAE = %0.4f' % mae(y_test, model_reduced_pred))
``````
``````Gradient Boosted Reduced Results: MAE = 10.8594
``````

The model results are slightly worse with the reduced set of features and we will keep all of the features for the final model. The desire to reduce the number of features is because we are always looking to build the most parsimonious model: that is, the simplest model with adequate performance. A model that uses fewer features will be faster to train and generally easier to interpret. In this case, keeping all of the features is not a major concern because the training time is not significant and we can still make interpretations with many features.

## Locally Interpretable Model-agnostic Explanations

We will look at using LIME to explain individual predictions made the by the model. LIME is a relatively new effort aimed at showing how a machine learning model thinks by approximating the region around a prediction with a linear model.

We will look at trying to explain the predictions on an example the model gets very wrong and an example the model gets correct. We will restrict ourselves to using the reduced set of 10 features to aid interpretability. The model trained on the 10 most important features is slightly less accurate, but we generally have to trade off accuracy for interpretability!

``````# Find the residuals
residuals = abs(model_reduced_pred - y_test)

# Exact the worst and best prediction
wrong = X_test_reduced[np.argmax(residuals), :]
right = X_test_reduced[np.argmin(residuals), :]
``````
``````# Create a lime explainer object
explainer = lime.lime_tabular.LimeTabularExplainer(training_data = X_reduced,
mode = 'regression',
training_labels = y,
feature_names = list(most_important_features))
``````
``````# Display the predicted and true value for the wrong instance
print('Prediction: %0.4f' % model_reduced.predict(wrong.reshape(1, -1)))
print('Actual Value: %0.4f' % y_test[np.argmax(residuals)])

# Explanation for wrong prediction
wrong_exp = explainer.explain_instance(data_row = wrong,
predict_fn = model_reduced.predict)

# Plot the prediction explaination
wrong_exp.as_pyplot_figure();
plt.title('Explanation of Prediction', size = 28);
plt.xlabel('Effect on Prediction', size = 22);
``````
``````Prediction: 12.8615
Actual Value: 100.0000
`````` ``````wrong_exp.show_in_notebook(show_predicted_value=False)
``````