How to improve the interpretability of kernel learning

Abstract: In recent years, machine learning researchers have focused on methods to construct flexible and interpretable prediction models. However, an interpretability evaluation, a relationship between generalization performance and an interpretability of the model and a method for improving the interpretability have to be considered. In this paper, a quantitative index of the interpretability is proposed and its rationality is proved, and equilibrium problem between the interpretability and the generalization performance is analyzed. Probability upper bound of the sum of the two performances is analyzed. For traditional supervised kernel machine learning problem, a universal learning framework is put forward to solve the equilibrium problem between the two performances. The condition for global optimal solution based on the framework is deduced. The learning framework is applied to the least-squares support vector machine and is evaluated by some experiments.