相关论文: Relating the Partial Dependence Plot and Permutati…

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.…

In order to trust the predictions of a machine learning algorithm, it is necessary to understand the factors that contribute to those predictions. In the case of probabilistic and uncertainty-aware models, it is necessary to understand not…

An increasing number of model-agnostic interpretation techniques for machine learning (ML) models such as partial dependence plots (PDP), permutation feature importance (PFI) and Shapley values provide insightful model interpretations, but…

Neural networks are powerful predictive models, but they provide little insight into the nature of relationships between predictors and outcomes. Although numerous methods have been proposed to quantify the relative contributions of input…

Interpretable Machine Learning (IML) methods are used to gain insight into the relevance of a feature of interest for the performance of a model. Commonly used IML methods differ in whether they consider features of interest in isolation,…

Explainable Artificial Intelligence (XAI) has mainly focused on static learning scenarios so far. We are interested in dynamic scenarios where data is sampled progressively, and learning is done in an incremental rather than a batch mode.…

Scientists frequently prioritize learning from data rather than training the best possible model; however, research in machine learning often prioritizes the latter. Marginal contribution feature importance (MCI) was developed to break this…

In practical applications of machine learning, it is necessary to look beyond standard metrics such as test accuracy in order to validate various qualitative properties of a model. Partial dependence plots (PDP), including instance-specific…

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…

Partial dependence curves (FPD) introduced by Friedman, are an important model interpretation tool, but are often not accessible to business analysts and scientists who typically lack the skills to choose, tune, and assess machine learning…

Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to…

It is of importance to investigate the significance of a subset of covariates $W$ for the response $Y$ given covariates $Z$ in regression modeling. To this end, we propose a significance test for the partial mean independence problem based…

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

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…

Data analysis focuses on harnessing advanced statistics, programming, and machine learning techniques to extract valuable insights from vast datasets. An increasing volume and variety of research emerged, addressing datasets of diverse…

This paper reviews and advocates against the use of permute-and-predict (PaP) methods for interpreting black box functions. Methods such as the variable importance measures proposed for random forests, partial dependence plots, and…

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity often yield results that are difficult to interpret. Factor…

Feature importance (FI) measures are widely used to assess the contributions of predictors to an outcome, but they may target different notions of relevance. When predictors are correlated, traditional statistical FI methods are often…

Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…

Variable importance (VI) tools describe how much covariates contribute to a prediction model's accuracy. However, important variables for one well-performing model (for example, a linear model $f(\mathbf{x})=\mathbf{x}^{T}\beta$ with a…