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Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance.

Giles HookerLucas MentchSiyu Zhou
Published in: Stat. Comput. (2021)
Keyphrases
  • formal model
  • database
  • high level
  • management system
  • real time
  • machine learning
  • probability distribution
  • theoretical analysis
  • computational model
  • statistical model
  • sensitivity analysis