Introduction to the ale package

diamonds dataset

For this introduction, we use the diamonds dataset, included with the {ggplot2} graphics system. We cleaned the original version by removing duplicates and invalid entries where the length (x), width (y), or depth (z) is 0.

# Clean up some invalid entries
diamonds <- ggplot2::diamonds |> 
  filter(!(x == 0 | y == 0 | z == 0)) |> 
  # https://lorentzen.ch/index.php/2021/04/16/a-curious-fact-on-the-diamonds-dataset/
  distinct(
    price, carat, cut, color, clarity,
    .keep_all = TRUE
  ) |> 
  rename(
    x_length = x,
    y_width = y,
    z_depth = z,
    depth_pct = depth
  )

# Optional: sample 1000 rows so that the code executes faster.
set.seed(0)
diamonds_sample <- ggplot2::diamonds[sample(nrow(ggplot2::diamonds), 1000), ]

summary(diamonds)
#>      carat               cut        color       clarity       depth_pct    
#>  Min.   :0.2000   Fair     : 1492   D:4658   SI1    :9857   Min.   :43.00  
#>  1st Qu.:0.5200   Good     : 4173   E:6684   VS2    :8227   1st Qu.:61.00  
#>  Median :0.8500   Very Good: 9714   F:6998   SI2    :7916   Median :61.80  
#>  Mean   :0.9033   Premium  : 9657   G:7815   VS1    :6007   Mean   :61.74  
#>  3rd Qu.:1.1500   Ideal    :14703   H:6443   VVS2   :3463   3rd Qu.:62.60  
#>  Max.   :5.0100                     I:4556   VVS1   :2413   Max.   :79.00  
#>                                     J:2585   (Other):1856                  
#>      table           price          x_length         y_width      
#>  Min.   :43.00   Min.   :  326   Min.   : 3.730   Min.   : 3.680  
#>  1st Qu.:56.00   1st Qu.: 1410   1st Qu.: 5.160   1st Qu.: 5.170  
#>  Median :57.00   Median : 3365   Median : 6.040   Median : 6.040  
#>  Mean   :57.58   Mean   : 4686   Mean   : 6.009   Mean   : 6.012  
#>  3rd Qu.:59.00   3rd Qu.: 6406   3rd Qu.: 6.730   3rd Qu.: 6.720  
#>  Max.   :95.00   Max.   :18823   Max.   :10.740   Max.   :58.900  
#>                                                                   
#>     z_depth      
#>  Min.   : 1.070  
#>  1st Qu.: 3.190  
#>  Median : 3.740  
#>  Mean   : 3.711  
#>  3rd Qu.: 4.150  
#>  Max.   :31.800  
#> 

Here is the description of the modified dataset.

str(diamonds)
#> tibble [39,739 × 10] (S3: tbl_df/tbl/data.frame)
#>  $ carat    : num [1:39739] 0.23 0.21 0.23 0.29 0.31 0.24 0.24 0.26 0.22 0.23 ...
#>  $ cut      : Ord.factor w/ 5 levels "Fair"<"Good"<..: 5 4 2 4 2 3 3 3 1 3 ...
#>  $ color    : Ord.factor w/ 7 levels "D"<"E"<"F"<"G"<..: 2 2 2 6 7 7 6 5 2 5 ...
#>  $ clarity  : Ord.factor w/ 8 levels "I1"<"SI2"<"SI1"<..: 2 3 5 4 2 6 7 3 4 5 ...
#>  $ depth_pct: num [1:39739] 61.5 59.8 56.9 62.4 63.3 62.8 62.3 61.9 65.1 59.4 ...
#>  $ table    : num [1:39739] 55 61 65 58 58 57 57 55 61 61 ...
#>  $ price    : int [1:39739] 326 326 327 334 335 336 336 337 337 338 ...
#>  $ x_length : num [1:39739] 3.95 3.89 4.05 4.2 4.34 3.94 3.95 4.07 3.87 4 ...
#>  $ y_width  : num [1:39739] 3.98 3.84 4.07 4.23 4.35 3.96 3.98 4.11 3.78 4.05 ...
#>  $ z_depth  : num [1:39739] 2.43 2.31 2.31 2.63 2.75 2.48 2.47 2.53 2.49 2.39 ...

summary(diamonds$price)
#>    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
#>     326    1410    3365    4686    6406   18823

Interpretable machine learning (IML) techniques like ALE should be applied not on training subsets nor on test subsets but on a final deployment model after training and evaluation. This final deployment should be trained on the full dataset to give the best possible model for production deployment. (When a dataset is too small to feasibly split into training and test sets, then the ale package has tools to appropriately handle such small datasets.

Modelling with general additive models (GAM)

ALE is a model-agnostic IML approach, that is, it works with any kind of machine learning model. As such, {ale} works with any R model with the only condition that it can predict numeric outcomes (such as raw estimates for regression and probabilities or odds ratios for classification). For this demonstration, we will use general additive models (GAM), a relatively fast algorithm that models data more flexibly than ordinary least squares regression. It is beyond our scope here to explain how GAM works (you can learn more with Noam Ross’s excellent tutorial), but the examples here will work with any machine learning algorithm.

We train a GAM model to predict diamond prices:

# Create a GAM model with flexible curves to predict diamond prices.
# (In testing, mgcv::gam actually performed better than nnet.)
# Smooth all numeric variables and include all other variables.
gam_diamonds <- mgcv::gam(
  price ~ s(carat) + s(depth_pct) + s(table) + s(x_length) + s(y_width) + s(z_depth) +
    cut + color + clarity,
  data = diamonds
  )
summary(gam_diamonds)
#> 
#> Family: gaussian 
#> Link function: identity 
#> 
#> Formula:
#> price ~ s(carat) + s(depth_pct) + s(table) + s(x_length) + s(y_width) + 
#>     s(z_depth) + cut + color + clarity
#> 
#> Parametric coefficients:
#>              Estimate Std. Error  t value Pr(>|t|)    
#> (Intercept)  4436.199     13.315  333.165  < 2e-16 ***
#> cut.L         263.124     39.117    6.727 1.76e-11 ***
#> cut.Q           1.792     27.558    0.065 0.948151    
#> cut.C          74.074     20.169    3.673 0.000240 ***
#> cut^4          27.694     14.373    1.927 0.054004 .  
#> color.L     -2152.488     18.996 -113.313  < 2e-16 ***
#> color.Q      -704.604     17.385  -40.528  < 2e-16 ***
#> color.C       -66.839     16.366   -4.084 4.43e-05 ***
#> color^4        80.376     15.289    5.257 1.47e-07 ***
#> color^5      -110.164     14.484   -7.606 2.89e-14 ***
#> color^6       -49.565     13.464   -3.681 0.000232 ***
#> clarity.L    4111.691     33.499  122.742  < 2e-16 ***
#> clarity.Q   -1539.959     31.211  -49.341  < 2e-16 ***
#> clarity.C     762.680     27.013   28.234  < 2e-16 ***
#> clarity^4    -232.214     21.977  -10.566  < 2e-16 ***
#> clarity^5     193.854     18.324   10.579  < 2e-16 ***
#> clarity^6      46.812     16.172    2.895 0.003799 ** 
#> clarity^7     132.621     14.274    9.291  < 2e-16 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Approximate significance of smooth terms:
#>                edf Ref.df       F  p-value    
#> s(carat)     8.695  8.949  37.027  < 2e-16 ***
#> s(depth_pct) 7.606  8.429   6.758  < 2e-16 ***
#> s(table)     5.759  6.856   3.682 0.000736 ***
#> s(x_length)  8.078  8.527  60.936  < 2e-16 ***
#> s(y_width)   7.477  8.144 211.202  < 2e-16 ***
#> s(z_depth)   9.000  9.000  16.266  < 2e-16 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> R-sq.(adj) =  0.929   Deviance explained = 92.9%
#> GCV = 1.2602e+06  Scale est. = 1.2581e+06  n = 39739

Enable progress bars

Before starting, we recommend that you enable progress bars to see how long procedures will take. Simply run the following code at the beginning of your R session:

# Run this in an R console; it will not work directly within an R Markdown or Quarto block
progressr::handlers(global = TRUE)
progressr::handlers('cli')

If you forget to do that, the {ale} package will do it automatically for you with a notification message.

ale() function for generating ALE data and plots

The core function in the {ale} package is the ale() function. Consistent with tidyverse conventions, its first argument is a dataset. Its second argument is a model object–any R model object that can generate numeric predictions is acceptable. By default, it generates ALE data and plots on all the input variables used for the model. To change these options (e.g., to calculate ALE for only a subset of variables; to output the data only or the plots only rather than both; or to use a custom, non-standard predict function for the model), see details in the help file for the function: help(ale).

The ale() function returns a list with various elements. The two main ones are data, containing the ALE x intervals and the y values for each interval, and plots, containing the ALE plots as individual ggplot objects. Each of these elements is a list with one element per input variable. The function also returns several details about the outcome (y) variable and important parameters that were used for the ALE calculation. Another important element is stats, containing ALE-based statistics, which we describe in a separate vignette.

# Simple ALE without bootstrapping
ale_gam_diamonds <- ale(
  diamonds, gam_diamonds,
  parallel = 2  # CRAN limit (delete this line on your own computer)
)

By default, most core functions in the {ale} package use parallel processing. However, this requires explicit specification of the packages used to build the model, specified with the model_packages argument. (If parallelization is disabled with parallel = 0, then model_packages is not required.) See help(ale) for more details.

To access the plot for a specific variable, we must first create an ale_plots object by calling the plot() method on the ale object which generates ggplot objects with the full flexibility of {ggplot2}:

# Print a plot by entering its reference
diamonds_plots <- plot(ale_gam_diamonds)

The plots object is somewhat complex, so it is easier to work with by using the following code to simplify it. (A future version of the ale package should simplify working directly with ale_plots objects.)

# Extract one-way ALE plots from the ale_plots object
diamonds_1D_plots <- diamonds_plots$distinct$price$plots[[1]]

The diamonds_1D_plots object is now simply a list of all the 1D ALE plots. The desired variable plot can now be easily plotted by printing its reference by name. For example, to access and print the carat ALE plot, we simply refer to diamonds_1D_plots$carat:

# Print a plot by entering its reference
diamonds_1D_plots$carat

To iterate the list and plot all the ALE plots, we can use the patchwork package to arrange multiple plots in a common plot grid using patchwork::wrap_plots(). We need to pass the list of plots to the grobs argument and we can specify that we want two plots per row with the ncol argument.

# Print all plots
patchwork::wrap_plots(diamonds_1D_plots, ncol = 2)

Bootstrapped ALE

One of the key features of the ALE package is bootstrapping of the ALE results to ensure that the results are reliable, that is, generalizable to data beyond the sample on which the model was built. As mentioned above, this assumes that IML analysis is carried out on a final deployment model selected after training and evaluating the model hyperparameters on distinct subsets. When samples are too small for this, we provide a different bootstrapping method, model_bootstrap(), explained in the vignette for small datasets.

Although ALE is faster than most other IML techniques for global explanation such as partial dependence plots (PDP) and SHAP, it still requires some time to run. Bootstrapping multiplies that time by the number of bootstrap iterations. Since this vignette is just a demonstration of package functionality rather than a real analysis, we will demonstrate bootstrapping on a small subset of the test data. This will run much faster as the speed of the ALE algorithm depends on the size of the dataset. So, let us take a random sample of 200 rows of the test set.

# Bootstraping is rather slow, so create a smaller subset of new data for demonstration
set.seed(0)
new_rows <- sample(nrow(diamonds), 200, replace = FALSE)
diamonds_small_test <- diamonds[new_rows, ]

Now we create bootstrapped ALE data and plots using the boot_it argument. ALE is a relatively stable IML algorithm (compared to others like PDP), so 100 bootstrap samples should be sufficient for relatively stable results, especially for model development. Final results could be confirmed with 1000 bootstrap samples or more, but there should not be much difference in the results beyond 100 iterations. However, so that this introduction runs faster, we demonstrate it here with only 10 iterations.

ale_gam_diamonds_boot <- ale(
  diamonds_small_test, gam_diamonds, 
  # Normally boot_it should be set to 100, but just 10 here for a faster demonstration
  boot_it = 10,
  parallel = 2  # CRAN limit (delete this line on your own computer)
)

# Bootstrapping produces confidence intervals
boot_plots <- plot(ale_gam_diamonds_boot)
boot_1D_plots <- boot_plots$distinct$price$plots[[1]]
patchwork::wrap_plots(boot_1D_plots, ncol = 2)

In this case, the bootstrapped results are mostly similar to single (non-bootstrapped) ALE result. In principle, we should always bootstrap the results and trust only in bootstrapped results. The most unusual result is that values of x_length (the length of the diamond) from 6.2 mm or so and higher are associated with lower diamond prices. When we compare this with the y_width value (width of the diamond), we suspect that when both the length and width (that is, the size) of a diamond become increasingly large, the price increases so much more rapidly with the width than with the length that the width has an inordinately high effect that is tempered by a decreased effect of the length at those high values. This would be worth further exploration for real analysis, but here we are just introducing the key features of the package.

ALE interactions

Another advantage of ALE is that it provides data for two-way interactions between variables. This is also implemented with the ale() function. When the complete_d argument is set to 2, then if no variables are specified for x_cols, ale() generates ALE data on all possible pairs of input variables used for the model. To change the default options (e.g., to calculate interactions for only certain pairs of variables), see details in the help file for the function: help(ale).

# ALE two-way interactions
ale_2D_gam_diamonds <- ale(
  diamonds, gam_diamonds,
  complete_d = 2,
  parallel = 0  # CRAN limit (delete this line on your own computer)
)

The plot() method similarly creates 2D ALE plots from the ale object. However, the structure is slightly more complex because of the two levels of interacting variables in the output data. As before, we first create plots from the ale object and then we extract the 2D plots from this ale_plots object:

# Extract two-way ALE plots from the ale_plots object
diamonds_2D_plots <- plot(ale_2D_gam_diamonds)
diamonds_2D_plots <- diamonds_2D_plots$distinct$price$plots[[2]]

Because of the 2D interactions, this diamonds_2D_plots is a two-level list of the 2D ALE plots: the first level is the first variable in the interaction and the second level is a list of the interacting variables. So, we use the purrr package to iterate the list structure to print the 2D plots. purrr::walk() takes a list as its first argument and then we specify an anonymous function for what we want to do with each element of the list. We specify the anonymous function as \(it.x1) {...} where it.x1 in our case represents each individual element of diamonds_2D_plots in turn, that is, a sublist of plots with which the x1 variable interacts. We print the plots of all the x1 interactions as a combined grid of plots with patchwork::wrap_plots(), as before.

# Print all interaction plots
diamonds_2D_plots |>
  # extract list of x1 ALE interactions groups
  purrr::walk(\(it.x1) {
    # plot all x2 plots in each it.x1 element
    patchwork::wrap_plots(it.x1, ncol = 2) |>
      print()
  })

Because we are printing all plots together with the same patchwork::wrap_plots() statement, some of them might appear vertically distorted because each plot is forced to be of the same height. For more fine-tuned presentation, we would need to refer to a specific plot. For example, we can print the interaction plot between carat and depth by referring to it thus: diamonds_2D_plots$carat$depth.

diamonds_2D_plots$carat$depth

This is not the best dataset to use to illustrate ALE interactions because there are none here. This is expressed in the graphs by the ALE y values all falling in the middle grey band (the median band), which indicates that any interactions would not shift the price outside the middle 5% of its values. In other words, there is no meaningful interaction effect.

Note that ALE interactions are very particular: an ALE interaction means that two variables have a composite effect over and above their separate independent effects. So, of course x_length and y_width both have effects on the price, as the one-way ALE plots show, but they have no additional composite effect. To see what ALE interaction plots look like in the presence of interactions, see the ALEPlot comparison vignette, which explains the interaction plots in more detail.