FIGS (Fast Interpretable Greedy-tree Sums): A method for building interpretable models by simultaneously growing an ensemble of decision trees in competition with one another.
Recent machine-learning advances have led to increasingly complex predictive models, often at the cost of interpretability. We often need interpretability, particularly in high-stakes applications such as in clinical decision-making; interpretable models help with all kinds of things, such as identifying errors, leveraging domain knowledge, and making speedy predictions.
In this blog post we’ll cover FIGS, a new method for fitting an interpretable model that takes the form of a sum of trees. Real-world experiments and theoretical results show that FIGS can effectively adapt to a wide range of structure in data, achieving state-of-the-art performance in several settings, all without sacrificing interpretability.