Unrestricted permutations in feature importance create extrapolation errors; three new methods (conditional model reliance, Gaussian knockoffs, restricted ALE designs) reduce or eliminate them.
Machine Learning 45(1):5–32
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Trustworthy Feature Importance Avoids Unrestricted Permutations
Unrestricted permutations in feature importance create extrapolation errors; three new methods (conditional model reliance, Gaussian knockoffs, restricted ALE designs) reduce or eliminate them.