A kNN-based CMI estimator applied to classification decomposes feature importance into unique, redundant, and synergistic components, validated on synthetic and real data.
Ontivero-Ortega, L
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Information-theoretic Quantification of High-order Feature Effects in Classification Problems
A kNN-based CMI estimator applied to classification decomposes feature importance into unique, redundant, and synergistic components, validated on synthetic and real data.