Abstract
Feature interaction is a crucial concept when it comes to machine learning interpretability. These interactions make it easier for the person using a machine learning tool to know how the model made its prediction. Intrinsic models such as the Generalized linear models pull their interpretability aspects from detecting feature interactions on the data. However, these models do not search the whole sample space for interactions and assume all interactions to the target feature are identical. A hybrid model combining Rough Set and Generalized linear models is proposed. Rough Set uses the concept of information granulation and approximations of regions with meaningful information to find feature interactions in the whole sample space. The detected features will then be modeled onto a Generalized linear model for prediction purposes. The dataset used in the experiment was drawn from wunderground.com online weather site, specifically the Kariki Farm online weather station. The proposed methodology for the research is the CRISP-DM method.
Keywords: Machine interpretability, Rough Set, Generalized linear model, weather prediction.