xplainfi:R语言中机器学习特征重要性与统计推断工具包 / xplainfi: Feature Importance and Statistical Inference for Machine Learning in R
1️⃣ 一句话总结
这篇论文介绍了一个名为xplainfi的R软件包,它为机器学习模型提供了一套全面的、基于损失的特征重要性分析工具,特别填补了条件重要性方法和统计推断方面的空白,帮助研究者和实践者更好地理解和解释模型。
We introduce xplainfi, an R package built on top of the mlr3 ecosystem for global, loss-based feature importance methods for machine learning models. Various feature importance methods exist in R, but significant gaps remain, particularly regarding conditional importance methods and associated statistical inference procedures. The package implements permutation feature importance, conditional feature importance, relative feature importance, leave-one-covariate-out, and generalizations thereof, and both marginal and conditional Shapley additive global importance methods. It provides a modular conditional sampling architecture based on Gaussian distributions, adversarial random forests, conditional inference trees, and knockoff-based samplers, which enable conditional importance analysis for continuous and mixed data. Statistical inference is available through multiple approaches, including variance-corrected confidence intervals and the conditional predictive impact framework. We demonstrate that xplainfi produces importance scores consistent with existing implementations across multiple simulation settings and learner types, while offering competitive runtime performance. The package is available on CRAN and provides researchers and practitioners with a comprehensive toolkit for feature importance analysis and model interpretation in R.
xplainfi:R语言中机器学习特征重要性与统计推断工具包 / xplainfi: Feature Importance and Statistical Inference for Machine Learning in R
这篇论文介绍了一个名为xplainfi的R软件包,它为机器学习模型提供了一套全面的、基于损失的特征重要性分析工具,特别填补了条件重要性方法和统计推断方面的空白,帮助研究者和实践者更好地理解和解释模型。
源自 arXiv: 2603.15306