Feature importance: a closer look at Shapley values and LOCO

DOI10.1214/24-sts937MaRDI QIDQ6649135

Isabella Verdinelli, Larry Alan Wasserman

Publication date: 5 December 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

interpretabilityShapley valuesfeature importanceLOCO

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Controlling the false discovery rate via knockoffs
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• On Shapley Value for Measuring Importance of Dependent Inputs
• SHAPLEY EFFECTS FOR SENSITIVITY ANALYSIS WITH CORRELATED INPUTS: COMPARISONS WITH SOBOL' INDICES, NUMERICAL ESTIMATION AND APPLICATIONS
• Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
• Nonparametric variable importance assessment using machine learning techniques

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