Mastering Model Fit: Applications of the InterModel Vigorish for Interpretable Machine Learning

Overview & Synopsis

Accuracy alone gives little information about which features or model components improve probabilistic fit, which outcomes benefit, or how fit changes during training. We introduce the InterModel Vigorish (IMV) into the Machine Intelligence space in order to express differences in fit as an expected betting advantage over a reference model. SHAP-IMV attributes gains to features through Shapley-weighted subset comparisons, Multi-IMV evaluates one-vs-rest and pairwise class discrimination, and Ablate-IMV assesses architectural components and feature groups by ablation. We evaluate these applications over ten random seeds using tabular data, images, sensor sequences, and graphs. Feature rankings vary across estimators. High one-vs-rest accuracy can accompany negligible improvement over a null, while ablation can preserve or improve fit under a fixed training budget. On six graph-classification benchmarks, we time-profile IMV over 200 training epochs, reporting seed means and ranges. The open-source imvpy library and accompanying notebooks provide code to replicate our work and to use the IMV more widely.