A general framework for inference on algorithm-agnostic variable importance
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DOI: 10.1080/01621459.2021.2003200
Abstract: In many applications, it is of interest to assess the relative contribution of features (or subsets of features) toward the goal of predicting a response — in other words, to gauge the variable importance of… read more here.
Keywords: importance; variable importance; agnostic variable; general framework ... See more keywords