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Feature importance methods using unrestricted permutations are flawed due to extrapolation errors; such errors appear in all non-trivial variable importance approaches. We propose three new approaches: conditional model reliance and…

Machine Learning · Statistics 2026-04-14 Emanuele Borgonovo , Francesco Cappelli , Xuefei Lu , Elmar Plischke , Cynthia Rudin

Scoring of variables for importance in predicting a response is an ill-defined concept. Several methods have been proposed but little is known of their performance. This paper fills the gap with a comparative evaluation of eleven methods…

Machine Learning · Computer Science 2021-02-17 Wei-Yin Loh , Peigen Zhou

Leveraging the large body of work devoted in recent years to describe redundancy and synergy in multivariate interactions among random variables, we propose a novel approach to quantify cooperative effects in feature importance, one of the…

Data Analysis, Statistics and Probability · Physics 2025-03-14 Marlis Ontivero-Ortega , Luca Faes , Jesus M Cortes , Daniele Marinazzo , Sebastiano Stramaglia

In recent years, Artificial Intelligence (AI) algorithms have been proven to outperform traditional statistical methods in terms of predictivity, especially when a large amount of data was available. Nevertheless, the "black box" nature of…

Machine Learning · Statistics 2021-10-14 Nicola Picchiotti , Marco Gori

In tabular biomedical data analysis, tuning models to high accuracy is considered a prerequisite for discussing feature importance, as medical practitioners expect the validity of feature importance to correlate with performance. In this…

Machine Learning · Statistics 2025-10-20 Youngro Lee , Giacomo Baruzzo , Jeonghwan Kim , Jongmo Seo , Barbara Di Camillo

Electronic health records are an increasingly important resource for understanding the interactions between patient health, environment, and clinical decisions. In this paper we report an empirical study of predictive modeling of several…

Computers and Society · Computer Science 2019-03-29 William La Cava , Christopher Bauer , Jason H. Moore , Sarah A Pendergrass

Along with accurate prediction, understanding the contribution of each feature to the making of the prediction, i.e., the importance of the feature, is a desirable and arguably necessary component of a machine learning model. For a complex…

Machine Learning · Computer Science 2025-07-11 Aaron Foote , Danny Krizanc

This paper introduces a framework for measuring how much black-box decision-makers rely on variables of interest. The framework adapts a permutation-based measure of variable importance from the explainable machine learning literature. With…

Econometrics · Economics 2024-05-28 Daniel Vebman

Factor importance measures the impact of each feature on output prediction accuracy. Many existing works focus on the model-based importance, but an important feature in one learning algorithm may hold little significance in another model.…

Methodology · Statistics 2025-06-24 Chaofan Huang , V. Roshan Joseph

As opaque black-box predictive models become more prevalent, the need to develop interpretations for these models is of great interest. The concept of variable importance and Shapley values are interpretability measures that applies to any…

Machine Learning · Statistics 2025-03-10 Zexuan Sun , Garvesh Raskutti

Complex machine learning algorithms are used more and more often in critical tasks involving text data, leading to the development of interpretability methods. Among local methods, two families have emerged: those computing importance…

Machine Learning · Computer Science 2025-10-22 Gianluigi Lopardo , Damien Garreau

In many machine learning problems, understanding variable importance is a central concern. Two common approaches are Permute-and-Predict (PaP), which randomly permutes a feature in a validation set, and Leave-One-Covariate-Out (LOCO), which…

Statistics Theory · Mathematics 2025-10-02 Kelvyn K. Bladen , D. Richard Cutler , Alan Wisler

Model interpretation is one of the key aspects of the model evaluation process. The explanation of the relationship between model variables and outputs is relatively easy for statistical models, such as linear regressions, thanks to the…

Machine Learning · Computer Science 2013-12-05 Anna Palczewska , Jan Palczewski , Richard Marchese Robinson , Daniel Neagu

Motivation: Machine learning based prediction of compound-protein interactions (CPIs) is important for drug design, screening and repurposing studies and can improve the efficiency and cost-effectiveness of wet lab assays. Despite the…

Quantitative Methods · Quantitative Biology 2022-02-02 Adiba Yaseen , Imran Amin , Naeem Akhter , Asa Ben-Hur , Fayyaz Minhas

With the growing adoption of deep learning models in different real-world domains, including computational biology, it is often necessary to understand which data features are essential for the model's decision. Despite extensive recent…

Machine Learning · Computer Science 2022-10-04 Prashnna K Gyawali , Xiaoxia Liu , James Zou , Zihuai He

Large-scale assessment data typically include numerous categorical variables, often affected by missing values. Motivated by the challenges arising in this framework, we extend the knockoffs method for selecting predictors to settings with…

Methodology · Statistics 2026-05-13 Silvia Bacci , Emanuela Dreassi , Leonardo Grilli , Carla Rampichini

In order to ensure the reliability of the explanations of machine learning models, it is crucial to establish their advantages and limits and in which case each of these methods outperform. However, the current understanding of when and how…

Machine Learning · Computer Science 2025-02-12 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Sonali Parbhoo , Jesse Read

Black box models only provide results for deep learning tasks, and lack informative details about how these results were obtained. Knowing how input variables are related to outputs, in addition to why they are related, can be critical to…

Machine Learning · Computer Science 2023-05-18 Sichao Li , Amanda Barnard

In many real-world machine learning problems, feature values are not readily available. To make predictions, some of the missing features have to be acquired, which can incur a cost in money, computational time, or human time, depending on…

Machine Learning · Computer Science 2019-12-20 Kimmo Kärkkäinen , Mohammad Kachuee , Orpaz Goldstein , Majid Sarrafzadeh

Machine learning models are widely applied in various fields. Stakeholders often use post-hoc feature importance methods to better understand the input features' contribution to the models' predictions. The interpretation of the importance…

Machine Learning · Statistics 2024-04-19 Bitya Neuhof , Yuval Benjamini