Forest-ORE: Mining Optimal Rule Ensemble to interpret Random Forest models

Abstract: Random Forest (RF) is well-known as an efficient ensemble learning method in terms of predictive performance. It is also considered a Black Box because of its hundreds of deep decision trees. This lack of interpretability can be a real drawback for acceptance of RF models in several real-world applications, especially those affecting one's lives, such as in healthcare, security, and law. In this work, we present Forest-ORE, a method that makes RF interpretable via an optimized rule ensemble (ORE) for local and global interpretation. Unlike other rule-based approaches aiming at interpreting the RF model, this method simultaneously considers several parameters that influence the choice of an interpretable rule ensemble. Existing methods often prioritize predictive performance over interpretability coverage and do not provide information about existing overlaps or interactions between rules. Forest-ORE uses a mixed-integer optimization program to build an ORE that considers the trade-off between predictive performance, interpretability coverage, and model size (size of the rule ensemble, rule lengths, and rule overlaps). In addition to providing an ORE competitive in predictive performance with RF, this method enriches the ORE through other rules that afford complementary information. It also enables monitoring of the rule selection process and delivers various metrics that can be used to generate a graphical representation of the final model. This framework is illustrated through an example, and its robustness is assessed through 36 benchmark datasets. A comparative analysis of well-known methods shows that Forest-ORE provides an excellent trade-off between predictive performance, interpretability coverage, and model size.