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Ensemble forecasts are commonly used to support decision-making and policy planning across various fields because they often offer improved accuracy and stability compared to individual models. As each model has its own unique…

Computation · Statistics 2026-05-29 Minsu Kim , Li Shandross , Evan L. Ray , Nicholas G. Reich

Over the past few years, the use of machine learning models has emerged as a generic and powerful means for prediction purposes. At the same time, there is a growing demand for interpretability of prediction models. To determine which…

Machine Learning · Computer Science 2023-01-13 Joris Pries , Guus Berkelmans , Sandjai Bhulai , Rob van der Mei

The field of 'explainable' artificial intelligence (XAI) has produced highly cited methods that seek to make the decisions of complex machine learning (ML) methods 'understandable' to humans, for example by attributing 'importance' scores…

Machine Learning · Computer Science 2023-12-08 Benedict Clark , Rick Wilming , Stefan Haufe

Evaluating the performance of an algorithm is crucial. Evaluating the performance of data imputation and data augmentation can be similar since both generated data can be compared with an original distribution. Although, the typical…

Machine Learning · Computer Science 2022-06-22 Jean-Sébastien Dessureault , Daniel Massicotte

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

Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a…

Machine Learning · Computer Science 2021-09-21 Pål Vegard Johnsen , Inga Strümke , Signe Riemer-Sørensen , Andrew Thomas DeWan , Mette Langaas

While machine learning (ML) models are increasingly used due to their high predictive power, their use in understanding the data-generating process (DGP) is limited. Understanding the DGP requires insights into feature-target associations,…

This paper presents an open-source Python toolbox called Ensemble Feature Importance (EFI) to provide machine learning (ML) researchers, domain experts, and decision makers with robust and accurate feature importance quantification and more…

Feature importance aims at measuring how crucial each input feature is for model prediction. It is widely used in feature engineering, model selection and explainable artificial intelligence (XAI). In this paper, we propose a new tree-model…

Machine Learning · Statistics 2020-09-17 Fan Fang , Carmine Ventre , Lingbo Li , Leslie Kanthan , Fan Wu , Michail Basios

With wide application of Artificial Intelligence (AI), it has become particularly important to make decisions of AI systems explainable and transparent. In this paper, we proposed a new Explainable Artificial Intelligence (XAI) method…

Artificial Intelligence · Computer Science 2025-04-01 Chi Zhao , Jing Liu , Elena Parilina

Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…

Artificial Intelligence · Computer Science 2025-11-04 Filip Naudot , Tobias Sundqvist , Timotheus Kampik

In this paper we introduce a metric aimed at helping machine learning practitioners quickly summarize and communicate the overall importance of each feature in any black-box machine learning prediction model. Our proposed metric, based on a…

Methodology · Statistics 2019-08-27 Nickalus Redell

Machine learning (ML) is increasingly often used to inform high-stakes decisions. As complex ML models (e.g., deep neural networks) are often considered black boxes, a wealth of procedures has been developed to shed light on their inner…

Machine Learning · Statistics 2023-06-23 Rick Wilming , Céline Budding , Klaus-Robert Müller , Stefan Haufe

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…

Machine Learning · Computer Science 2023-03-31 Célia Wafa Ayad , Thomas Bonnier , Benjamin Bosch , Jesse Read

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

In this paper I present an extended implementation of the Random ferns algorithm contained in the R package rFerns. It differs from the original by the ability of consuming categorical and numerical attributes instead of only binary ones.…

Machine Learning · Computer Science 2023-08-15 Miron B. Kursa

This paper introduces a novel framework for enhancing Random Forest classifiers by integrating probabilistic feature sampling and hyperparameter tuning via Simulated Annealing. The proposed framework exhibits substantial advancements in…

Machine Learning · Computer Science 2025-11-12 Kowshik Balasubramanian , Andre Williams , Ismail Butun

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

Explainable AI (XAI) promises to provide insight into machine learning models' decision processes, where one goal is to identify failures such as shortcut learning. This promise relies on the field's assumption that input features marked as…

Machine Learning · Computer Science 2026-02-19 Benedict Clark , Marta Oliveira , Rick Wilming , Stefan Haufe