SLISEMAP: Explainable Dimensionality Reduction

Existing explanation methods for black-box supervised learning models generally work by building local models that explain the models behaviour for a particular data item. It is possible to make global explanations, but the explanations may have low fidelity for complex models. Most of the prior work on explainable models has been focused on classification problems, with less attention on regression. We propose a new manifold visualization method, SLISEMAP, that at the same time finds local explanations for all of the data items and builds a two-dimensional visualization of model space such that the data items explained by the same model are projected nearby. We provide an open source implementation of our methods, implemented by using GPU-optimized PyTorch library. SLISEMAP works both on classification and regression models. We compare SLISEMAP to most popular dimensionality reduction methods and some local explanation methods. We provide mathematical derivation of our problem and show that SLISEMAP provides fast and stable visualizations that can be used to explain and understand black box regression and classification models.