Function Trees: Transparent Machine Learning

The output of a machine learning algorithm can usually be represented by one or more multivariate functions of its input variables. Knowing the global properties of such functions can help in understanding the system that produced the data as well as interpreting and explaining corresponding model predictions. A method is presented for representing a general multivariate function as a tree of simpler functions. This tree exposes the global internal structure of the function by uncovering and describing the combined joint influences of subsets of its input variables. Given the inputs and corresponding function values, a function tree is constructed that can be used to rapidly identify and compute all of the function's main and interaction effects up to high order. Interaction effects involving up to four variables are graphically visualized.