neural additive models

**NAM** (Neural Additive Models) are **interpretable neural networks that learn a separate shape function for each input feature** — $f(x) = eta_0 + sum_i f_i(x_i)$, where each $f_i$ is a small neural network, providing the interpretability of GAMs with the flexibility of neural networks. **How NAMs Work** - **Feature Networks**: Each input feature $x_i$ has its own small neural network $f_i$ that outputs a scalar. - **Addition**: The final prediction is the sum of all feature contributions: $f(x) = eta_0 + sum_i f_i(x_i)$. - **Visualization**: Each $f_i(x_i)$ can be plotted as a shape function — showing the effect of each feature. - **Training**: Standard backpropagation with dropout and weight decay for regularization. **Why It Matters** - **Interpretable**: The contribution of each feature is independently visualizable — no interaction hiding effects. - **Non-Linear**: Unlike linear models, each $f_i$ can capture arbitrary non-linear effects. - **Glass-Box**: NAMs provide "glass-box" interpretability comparable to linear models with much better accuracy. **NAMs** are **interpretable neural nets by design** — isolating each feature's contribution through separate sub-networks for transparent predictions.