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Variable Importance Clouds: A Way to Explore Variable Importance for the Set of Good Models

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arxiv 1901.03209 v2 pith:VG2C5DPG submitted 2019-01-10 stat.ML cs.LG

classification stat.MLcs.LG
keywords variableimportancepredictivemodelmodelscloudapproximately-equally-accurateevery
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Variable importance is central to scientific studies, including the social sciences and causal inference, healthcare, and other domains. However, current notions of variable importance are often tied to a specific predictive model. This is problematic: what if there were multiple well-performing predictive models, and a specific variable is important to some of them and not to others? In that case, we may not be able to tell from a single well-performing model whether a variable is always important in predicting the outcome. Rather than depending on variable importance for a single predictive model, we would like to explore variable importance for all approximately-equally-accurate predictive models. This work introduces the concept of a variable importance cloud, which maps every variable to its importance for every good predictive model. We show properties of the variable importance cloud and draw connections to other areas of statistics. We introduce variable importance diagrams as a projection of the variable importance cloud into two dimensions for visualization purposes. Experiments with criminal justice, marketing data, and image classification tasks illustrate how variables can change dramatically in importance for approximately-equally-accurate predictive models

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Argumentative Ensembling for Robust Recourse under Model Multiplicity

    cs.LG 2025-06 conditional novelty 5.0 of 10

    A bipolar-argumentation framework jointly selects models and counterfactuals so that returned counterfactuals are valid on all selected models, at the cost of majority voting.

  2. VAR: Visual Analysis for Rashomon Set of Machine Learning Models' Performance

    cs.LG 2025-07 conditional novelty 4.0 of 10

    VAR is a visual analytics application that uses radial basis function interpolation to create heatmaps and scatter plots for horizontal comparison of models in a Rashomon set.

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