arXiv Machine Learning

Disentangled Feature Importance

arXiv:2507. 00260v3 Announce Type: replace-cross Abstract: When predictors are statistically dependent, the appropriate definition of feature importance depends on the operational goal.

arXiv Machine Learning
Sep 15

Scalable partial information decomposition for symptom networks via supervised embeddings

The paper introduces ePID, an embedding-based approach that scales partial information decomposition (PID) to large symptom networks by compressing non‑focal symptoms into a low‑cardinality discrete embedding. Using a supervised Agglomerative Conditional Information Bottleneck (ACIB) embedding, ePID accurately recovers source‑unique, remainder‑unique, redundant, and synergistic components for each ordered source‑target pair across 83 real‑world datasets, outperforming 12 other embeddings. Applied to PHQ‑9 and the Interpersonal Reactivity Index, ePID reveals distinct patterns of redundancy and synergy that align with each instrument’s construction, demonstrating its ability to separate overlapping from interaction‑dependent information in symptom networks.

By Cillian Hourican, Eric Dignum, Rick Quax, Debraj Roy
arXiv Statistics ML
Aug 25

Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects

The paper introduces a model‑agnostic inference framework for partially identified causal effects that leverages covariate information without requiring discrete covariates or accurate conditional distribution estimates. Using duality theory for optimal transport, the method delivers uniformly valid inference in randomized experiments, is doubly robust in observational settings, achieves asymptotic unbiasedness when nuisance parameters converge semiparametrically, and allows multiplier‑bootstrap selection of covariates and models while remaining computationally efficient. Empirical applications show the approach consistently narrows identified sets and confidence intervals without imposing extra structural assumptions.

By Wenlong Ji, Lihua Lei, Asher Spector
arXiv Machine Learning
Sep 18

Null importance: Disentangling relevance for interpretable machine learning

The paper introduces a unified framework called null importance to clarify different notions of feature relevance in interpretable machine learning. It defines null importance at the population level for various relevance concepts—marginal, conditional, predictive risk, functional invariance, and causal effects—and demonstrates how each answers distinct scientific questions. Through theoretical analysis, simulations, and case studies on fairness and genomic modeling, the authors show when these null notions coincide or diverge and how different importance methods target them.

By Garvesh Raskutti, Kris Sankaran, Jiaxin Ye