  Post-hoc model-agnostic interpretation methods such as partial dependence
plots can be employed to interpret complex machine learning models. While these
interpretation methods can be applied regardless of model complexity, they can
produce misleading and verbose results if the model is too complex, especially
w.r.t. feature interactions. To quantify the complexity of arbitrary machine
learning models, we propose model-agnostic complexity measures based on
functional decomposition: number of features used, interaction strength and
main effect complexity. We show that post-hoc interpretation of models that
minimize the three measures is more reliable and compact. Furthermore, we
demonstrate the application of these measures in a multi-objective optimization
approach which simultaneously minimizes loss and complexity.
