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While analyzing the importance of features has become ubiquitous in interpretable machine learning, the joint signal from a group of related features is sometimes overlooked or inadvertently excluded. Neglecting the joint signal could…

Machine learning models can automatically learn complex relationships, such as non-linear and interaction effects. Interpretable machine learning methods such as partial dependence plots visualize marginal feature effects but may lead to…

Machine Learning · Statistics 2022-02-16 Julia Herbinger , Bernd Bischl , Giuseppe Casalicchio

Explainable machine learning methods have been accompanied by substantial development. Despite their success, the existing approaches focus more on the general framework with no prior domain expertise. High-stakes financial sectors have…

Computational Finance · Quantitative Finance 2024-08-13 Dangxing Chen , Jingfeng Chen , Weicheng Ye

Grouping has been commonly used in deep metric learning for computing diverse features. However, current methods are prone to overfitting and lack interpretability. In this work, we propose an improved and interpretable grouping method to…

Computer Vision and Pattern Recognition · Computer Science 2021-08-26 Xinyi Xu , Zhengyang Wang , Cheng Deng , Hao Yuan , Shuiwang Ji

Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable,…

Machine Learning · Statistics 2026-05-29 Joseph Paillard , Angel Reyero Lobo , Denis A. Engemann , Bertrand Thirion

Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably…

Machine Learning · Statistics 2021-06-24 Martin Jullum , Annabelle Redelmeier , Kjersti Aas

Interpretation of deep learning models is a very challenging problem because of their large number of parameters, complex connections between nodes, and unintelligible feature representations. Despite this, many view interpretability as a…

Machine Learning · Computer Science 2021-03-05 Michael Tsang , James Enouen , Yan Liu

Explainability in yield prediction helps us fully explore the potential of machine learning models that are already able to achieve high accuracy for a variety of yield prediction scenarios. The data included for the prediction of yields…

Machine Learning · Computer Science 2023-04-17 Florian Huber , Hannes Engler , Anna Kicherer , Katja Herzog , Reinhard Töpfer , Volker Steinhage

We propose Group Shapley, a metric that extends the classical individual-level Shapley value framework to evaluate the importance of feature groups, addressing the structured nature of predictors commonly found in business and economic…

Machine Learning · Statistics 2025-01-07 Jingyi Wang , Ying Chen , Paolo Giudici

Being able to interpret, or explain, the predictions made by a machine learning model is of fundamental importance. This is especially true when there is interest in deploying data-driven models to make high-stakes decisions, e.g. in…

Machine Learning · Computer Science 2019-10-01 An-phi Nguyen , María Rodríguez Martínez

With the widespread use of machine learning to support decision-making, it is increasingly important to verify and understand the reasons why a particular output is produced. Although post-training feature importance approaches assist this…

The interpretation of feature importance in machine learning models is challenging when features are dependent. Permutation feature importance (PFI) ignores such dependencies, which can cause misleading interpretations due to extrapolation.…

Machine Learning · Statistics 2023-11-09 Christoph Molnar , Gunnar König , Bernd Bischl , Giuseppe Casalicchio

Understanding why a model made a certain prediction is crucial in many data science fields. Interpretable predictions engender appropriate trust and provide insight into how the model may be improved. However, with large modern datasets the…

Artificial Intelligence · Computer Science 2016-12-09 Scott Lundberg , Su-In Lee

When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in…

Machine Learning · Statistics 2020-09-14 Divish Rengasamy , Benjamin Rothwell , Grazziela Figueredo

Interpretability is a pressing issue for machine learning. Common approaches to interpretable machine learning constrain interactions between features of the input, rendering the effects of those features on a model's output comprehensible…

Machine Learning · Computer Science 2023-05-11 Kieran A. Murphy , Dani S. Bassett

Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…

Machine Learning · Statistics 2022-04-15 Indranil Basu , Subhadip Maji

Recent deep-learning models have achieved impressive predictive performance by learning complex functions of many variables, often at the cost of interpretability. This chapter covers recent work aiming to interpret models by attributing…

Machine Learning · Statistics 2021-08-20 Chandan Singh , Wooseok Ha , Bin Yu

Interpretable machine learning has emerged as central in leveraging artificial intelligence within high-stakes domains such as healthcare, where understanding the rationale behind model predictions is as critical as achieving high…

Machine Learning · Computer Science 2024-04-30 Christel Sirocchi , Martin Urschler , Bastian Pfeifer

Variable importance, interaction measures, and partial dependence plots are important summaries in the interpretation of statistical and machine learning models. In this paper we describe new visualization techniques for exploring these…

Computation · Statistics 2021-10-12 Alan Inglis , Andrew Parnell , Catherine Hurley

To address the issues of stability and fidelity in interpretable learning, a novel interpretable methodology, ensemble interpretation, is presented in this paper which integrates multi-perspective explanation of various interpretation…

Machine Learning · Computer Science 2023-12-12 Chao Min , Guoyong Liao , Guoquan Wen , Yingjun Li , Xing Guo
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