GloballyConsistentRules

Implementation of algorithms from the paper Globally-Consistent Rule-Based Summary-Explanations for Machine Learning Models: Application to Credit-Risk Evaluation by Cynthia Rudin and Yaron Shaposhnik

SSRN link: https://ssrn.com/abstract=3395422

Files:

• Tutorial.ipynb - a short tutorial
• ConsistentLocalRules.py - PuLP implementation (can easily be modified to work with other solvers)
• ConsistentLocalRules(Gurobi).py - Gurobi implementation (specialized for Gurobi, but an order of magnitude faster)