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Quantitative Finance · Glosario

¿Qué es Interpretability?

Definition 21.1 Machine Learning for Markets · Capítulo 21 — Interpretability and Model Governance

Interpretability is the degree to which a person can understand why a model produces its outputs: globally (how the prediction depends on each input across the data) or locally (why this prediction, for this input). An explanation is itself a model of the model, and has an accuracy of its own.

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