Work

Trustworthy Feature Importance Avoids Unrestricted Permutations

Year: 2026
Type: preprint
Abstract: 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 Knockoffs with Gaussian transformation, and restricted ALE plot designs. Theoretical and numerical results show our strategies reduce/eliminate extrapolation.
Open Access status: green
OpenAlex ID: W7154332918
Cites:
Cited by:
Related to: