This tutorial is subdivided into three parts.
First, we focus on the family of linear models and present the common pitfalls to be aware of when interpreting the coefficients of such models.
Then, we look at a larger range of models (e.g. gradient-boosting) and put into practice available inspection techniques developed in scikit-learn to inspect such models.
Finally, we present other tools to interpret models, not currently available in scikit-learn, but widely used. in practice.