Abstract: 

This workshop shows how interpretability tools can give you not only more confidence in a model, but also help to improve model performance. Through this interactive workshop, you will learn how to better understand the models you build, along with the latest techniques and many tricks of the trade around interpretability. The workshop will largely focus on interpretability techniques, such as feature importance, partial dependence, and explanation approaches, such as LIME and Shap.
The workshop will demonstrate interpretability techniques with notebooks, some in R and some in Python. Along the way, workshop will consider issues like spurious correlation, random effects, multicollinearity, reproducibility, and other issues that may affect model interpretation and performance. To illustrate the points, the workshop will use easy to understand examples and references to open source tools to illustrate the techniques.

Bio: 

Rajiv Shah is a data scientist at DataRobot, where his primary focus is helping customers improve their ability to make and implement predictions. Previously, Rajiv has been part of data science teams at Caterpillar and State Farm. He has worked on a variety of projects from a wide ranging set of areas including supply chain, sensor data, acturial ratings, and security projects. He has a PhD from the University of Illinois at Urbana-Champaign.