Scoring Systems: At the Extreme of Interpretable Machine Learning

Cynthia Rudin

 

February 23, 2022 / 1:00-2:00 p.m. ET

EAI Distinguished Lecturer Series

With widespread use of machine learning, there have been serious societal consequences from using black box models for high-stakes decisions, including flawed bail and parole decisions in criminal justice, flawed models in healthcare, and black box loan decisions in finance. Interpretability of machine learning models is critical in high stakes decisions.

In this talk, I will focus on one of the most fundamental and important problems in the field of interpretable machine learning: optimal scoring systems.

Scoring systems are sparse linear models with integer coefficients. Such models first started to be used ~100 years ago. Generally, such models are created without data, or are constructed by manual feature selection and rounding logistic regression coefficients, but these manual techniques sacrifice performance; humans are not naturally adept at high-dimensional optimization. I will present the first practical algorithm for building optimal scoring systems from data. This method has been used for several important applications to healthcare and criminal justice.

 

Biography

Cynthia Rudin is a professor of computer science, electrical and computer engineering, statistical science, mathematics, and biostatistics & bioinformatics at Duke University, and directs the Interpretable Machine Learning Lab. Previously, Prof. Rudin held positions at MIT, Columbia, and NYU. She holds an undergraduate degree from the University at Buffalo, and a PhD from Princeton University. She is the recipient of the 2022 Squirrel AI Award for Artificial Intelligence for the Benefit of Humanity from the Association for the Advancement of Artificial Intelligence (AAAI). This award is the most prestigious award in the field of artificial intelligence. Similar only to world-renowned recognitions, such as the Nobel Prize and the Turing Award, it carries a monetary reward at the million-dollar level. Prof. Rudin is also a three-time winner of the INFORMS Innovative Applications in Analytics Award, was named as one of the “Top 40 Under 40” by Poets and Quants in 2015, and was named by Businessinsider.com as one of the 12 most impressive professors at MIT in 2015. She is a fellow of the American Statistical Association, the Institute of Mathematical Statistics, and AAAI.

Prof. Rudin is past chair of both the INFORMS Data Mining Section and the Statistical Learning and Data Science Section of the American Statistical Association. She has also served on committees for DARPA, the National Institute of Justice, AAAI, and ACM SIGKDD. She has served on three committees for the National Academies of Sciences, Engineering and Medicine, including the Committee on Applied and Theoretical Statistics, the Committee on Law and Justice, and the Committee on Analytic Research Foundations for the Next-Generation Electric Grid. She has given keynote/invited talks at several conferences including KDD (twice), AISTATS, CODE, Machine Learning in Healthcare (MLHC), Fairness, Accountability and Transparency in Machine Learning (FAT-ML), ECML-PKDD, and the Nobel Conference. Her work has been featured in news outlets including the NY Times, Washington Post, Wall Street Journal, and Boston Globe.