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Thanks to its solid theoretical foundation, the SHAP framework is arguably one the most widely utilized frameworks for local explainability of ML models. Despite its popularity, its exact computation is known to be very challenging, proven…

Machine Learning · Computer Science 2024-05-28 Reda Marzouk , Colin de La Higuera

We attempt to give a unifying view of the various recent attempts to (i) improve the interpretability of tree-based models and (ii) debias the the default variable-importance measure in random Forests, Gini importance. In particular, we…

Machine Learning · Statistics 2021-10-01 Markus Loecher

This paper is about variable selection with the random forests algorithm in presence of correlated predictors. In high-dimensional regression or classification frameworks, variable selection is a difficult task, that becomes even more…

Methodology · Statistics 2016-04-19 Baptiste Gregorutti , Bertrand Michel , Philippe Saint-Pierre

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

This paper proposes a method for measuring conditional feature importance via generative modeling. In explainable artificial intelligence (XAI), conditional feature importance assesses the impact of a feature on a prediction model's…

Machine Learning · Statistics 2025-01-22 Kristin Blesch , Niklas Koenen , Jan Kapar , Pegah Golchian , Lukas Burk , Markus Loecher , Marvin N. Wright

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…

Machine Learning · Computer Science 2022-09-28 Yongchan Kwon , James Zou

We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…

Methodology · Statistics 2024-05-21 Chien-Ming Chi

This study proposed an exhaustive stable/reproducible rule-mining algorithm combined to a classifier to generate both accurate and interpretable models. Our method first extracts rules (i.e., a conjunction of conditions about the values of…

Machine Learning · Computer Science 2017-07-03 Margaux Luck , Nicolas Pallet , Cecilia Damon

Regression trees have emerged as a preeminent tool for solving real-world regression problems due to their ability to deal with nonlinearities, interaction effects and sharp discontinuities. In this article, we rather study regression trees…

Machine Learning · Statistics 2025-11-14 Nathan Wycoff

With increasing reliance on the outcomes of black-box models in critical applications, post-hoc explainability tools that do not require access to the model internals are often used to enable humans understand and trust these models. In…

Tree-based learning methods such as Random Forest and XGBoost are still the gold-standard prediction methods for tabular data. Feature importance measures are usually considered for feature selection as well as to assess the effect of…

Applications · Statistics 2024-12-19 Jakob Schwerter , Andrés Romero , Florian Dumpert , Markus Pauly

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from…

Machine Learning · Statistics 2019-10-29 Xiao Li , Yu Wang , Sumanta Basu , Karl Kumbier , Bin Yu

The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…

Machine Learning · Statistics 2024-07-22 Giulia Vannucci , Roberta Siciliano , Andrea Saltelli

Have you ever wondered how your feature space is impacting the prediction of a specific sample in your dataset? In this paper, we introduce Single Sample Feature Importance (SSFI), which is an interpretable feature importance algorithm that…

Machine Learning · Computer Science 2019-11-28 Joseph Gatto , Ravi Lanka , Yumi Iwashita , Adrian Stoica

Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making…

Statistics Theory · Mathematics 2021-12-28 Erwan Scornet

The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…

Machine Learning · Computer Science 2026-05-14 Quentin Duchemin , Guillaume Obozinski

Understanding the inner workings of complex machine learning models is a long-standing problem and most recent research has focused on local interpretability. To assess the role of individual input features in a global sense, we explore the…

Machine Learning · Computer Science 2020-10-28 Ian Covert , Scott Lundberg , Su-In Lee

Feature and Interaction Importance (FII) methods are essential in supervised learning for assessing the relevance of input variables and their interactions in complex prediction models. In many domains, such as personalized medicine, local…

Machine Learning · Statistics 2025-12-15 Kata Vuk , Nicolas Alexander Ihlo , Merle Behr

Shapley Values (SV) are widely used in explainable AI, but their estimation and interpretation can be challenging, leading to inaccurate inferences and explanations. As a starting point, we remind an invariance principle for SV and derive…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J-B. Brunel , Tangi Salaün

Selective inference is considered for testing trees and edges in phylogenetic tree selection from molecular sequences. This improves the previously proposed approximately unbiased test by adjusting the selection bias when testing many trees…

Applications · Statistics 2019-05-27 Hidetoshi Shimodaira , Yoshikazu Terada