MAGIX: Model Agnostic Globally Interpretable Explanations
  Explaining the behavior of a black box machine learning model at the instance
level is useful for building trust. However, it is also important to understand
how the model behaves globally. Such an understanding provides insight into
both the data on which the model was trained and the patterns that it learned.
We present here an approach that learns if-then rules to globally explain the
behavior of black box machine learning models that have been used to solve
classification problems. The approach works by first extracting conditions that
were important at the instance level and then evolving rules through a genetic
algorithm with an appropriate fitness function. Collectively, these rules
represent the patterns followed by the model for decisioning and are useful for
understanding its behavior. We demonstrate the validity and usefulness of the
approach by interpreting black box models created using publicly available data
sets as well as a private digital marketing data set.
