相关论文: Unrestricted Permutation forces Extrapolation: Var…

Electrospinning is a highly sensitive fabrication process in which small variations in operating parameters can significantly influence fiber morphology and material performance. Machine learning (ML) methods are increasingly employed to…

Hypothesis testing of random forest (RF) variable importance measures (VIMP) remains the subject of ongoing research. Among recent developments, heuristic approaches to parametric testing have been proposed whose distributional assumptions…

Explaining the decision process of machine learning algorithms is nowadays crucial for both model's performance enhancement and human comprehension. This can be achieved by assessing the variable importance of single variables, even for…

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…

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…

As machine learning models increasingly impact society, their opaque nature poses challenges to trust and accountability, particularly in fairness contexts. Understanding how individual features influence model outcomes is crucial for…

Variable importance is one of the most widely used measures for interpreting machine learning with significant interest from both statistics and machine learning communities. Recently, increasing attention has been directed toward…

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…

In science and medicine, model interpretations may be reported as discoveries of natural phenomena or used to guide patient treatments. In such high-stakes tasks, false discoveries may lead investigators astray. These applications would…

The default variable-importance measure in random Forests, Gini importance, has been shown to suffer from the bias of the underlying Gini-gain splitting criterion. While the alternative permutation importance is generally accepted as a…

We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation…

The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete…

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…

Models in the supervised learning framework may capture rich and complex representations over the features that are hard for humans to interpret. Existing methods to explain such models are often specific to architectures and data where the…

The original development of Shapley values for prediction explanation relied on the assumption that the features being described were independent. If the features in reality are dependent this may lead to incorrect explanations. Hence,…

Many existing interpretation methods are based on Partial Dependence (PD) functions that, for a pre-trained machine learning model, capture how a subset of the features affects the predictions by averaging over the remaining features.…

Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…

One of the key elements of explanatory analysis of a predictive model is to assess the importance of individual variables. Rapid development of the area of predictive model exploration (also called explainable artificial intelligence or…

In the era of "big data", it is becoming more of a challenge to not only build state-of-the-art predictive models, but also gain an understanding of what's really going on in the data. For example, it is often of interest to know which, if…

Monte Carlo methods, Variational Inference, and their combinations play a pivotal role in sampling from intractable probability distributions. However, current studies lack a unified evaluation framework, relying on disparate performance…