What's inside the black-box?: a genetic programming method for interpreting complex machine learning models

Interpreting state-of-the-art machine learning algorithms can be difficult. For example, why does a complex ensemble predict a particular class? Existing approaches to interpretable machine learning tend to be either local in their explanations, apply only to a particular algorithm, or overly complex in their global explanations. In this work, we propose a global model extraction method which uses multi-objective genetic programming to construct accurate, simplistic and model-agnostic representations of complex black-box estimators. We found the resulting representations are far simpler than existing approaches while providing comparable reconstructive performance. This is demonstrated on a range of datasets, by approximating the knowledge of complex black-box models such as 200 layer neural networks and ensembles of 500 trees, with a single tree.