Doctor Rashomon and the UNIVERSE of Madness: Variable Importance with Unobserved Confounding and the Rashomon Effect
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
arXiv:2604. 15107v2 Announce Type: replace-cross Abstract: Shapley values provide a flexible framework for attributing feature contributions to model predictions, but they are not naturally suited for feature selection: a feature may receive a positive attribution even when it is redundant given the remaining variables.
The paper proposes a new evaluation test for explanation methods: if an explanation accurately captures how a model uses its features, one should be able to reconstruct the model’s predictions from it. The authors convert explanations into predictors by summing feature effects and assess how well these predictors reproduce the model on unseen data, without any fitting. They apply this test to partial dependence plots, accumulated local effects, SHAP, and LIME across multiple datasets and model families, showing that the best method depends on feature dependence and that some existing quality metrics can favor flawed explanations.
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.
arXiv:2606. 00563v1 Announce Type: cross Abstract: Selection bias is a common and often unavoidable aspect of real-world data that challenges the generalizability of machine learning models.
arXiv:2511.15371v3 Announce Type: replace Abstract: Assessing the importance of individual features in Machine Learning is critical to understand the model's decision-making process. While numerous m...
The paper introduces a straightforward evaluation method for explanation techniques: by converting each explanation into a predictor that sums the feature effects, the authors assess how accurately this predictor reproduces the original model’s predictions on unseen data. This approach applies to any explanation expressible as a function of features and is demonstrated on PDP, ALE, SHAP, and LIME. The authors theoretically show that summing partial dependence curves yields the optimal additive summary when features are independent, but this property fails with dependent features, and empirical results across diverse datasets confirm that the best-performing method depends on feature dependence.