A form of Model Agnostic Interpretability
Finding the local behavior around a prediction of a model.

Definition

- Proximity weight is how close a ouput datum is to the point of interest
Process
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Data perturbation - lime generates dataset of perturbed samples
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Prediction collection - blackbox model makes predictions on perturbed samples
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Weight assignment - sample closer to original instance receive higher weights

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Local model training - interpretable model (like Linear Regression) is trained on weighted dataset

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Explanation generation - coefficients of local model serve as explanations for original prediction
LIME Usage

- We have an initial model that classifies blue from grey
- Scatter a bunch of points
- Weight each point differently depending on how close to point of interest
- Train a new model for that point - this one looks like a grid to determine the blues and greys