1. Are you really assuming that researchers at MSFT screwed up the training and validation sets??
4. In what way is GBT more interpretable than an ANN??
I don't think that was MS researchers - I think they just publicised this bit of research.
With GBT, you can check why a particular prediction was made - roughly - by navigating down each tree for a particular sample and summing up the influence of each feature on the final score. Then you can see if something weird is having a large effect on your score. Can you do something similar with ANNs?
With GBT, you can check why a particular prediction was made - roughly - by navigating down each tree for a particular sample and summing up the influence of each feature on the final score. Then you can see if something weird is having a large effect on your score. Can you do something similar with ANNs?