{"paper":{"title":"Marginal and Conditional Importance Measures from Machine Learning Models and Their Relationship with Conditional Average Treatment Effect","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"stat.ML","authors_text":"Mohammad Kaviul Anam Khan, Olli Saarela, Rafal Kustra","submitted_at":"2025-01-28T14:41:30Z","abstract_excerpt":"Interpreting black-box machine learning models is challenging due to their strong dependence on data and inherently non-parametric nature. This paper reintroduces the concept of importance through \"Marginal Variable Importance Metric\" (MVIM), a model-agnostic measure of predictor importance based on the true conditional expectation function. MVIM evaluates predictors' influence on continuous or discrete outcomes. A permutation-based estimation approach, inspired by \\citet{breiman2001random} and \\citet{fisher2019all}, is proposed to estimate MVIM. MVIM estimator is biased when predictors are hi"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2501.16988","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2501.16988/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}