Marginal Contribution Feature Importance - an Axiomatic Approach for Explaining Data

Amnon Catav*, Boyang Fu, Yazeed Zoabi, Ahuva Weiss-Meilik, Noam Shomron, Jason Ernst, Sriram Sankararaman, Ran Gilad-Bachrach*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In recent years, methods were proposed for assigning feature importance scores to measure the contribution of individual features. While in some cases the goal is to understand a specific model, in many cases the goal is to understand the contribution of certain properties (features) to a real-world phenomenon. Thus, a distinction has been made between feature importance scores that explain a model and scores that explain the data. When explaining the data, machine learning models are used as proxies in settings where conducting many real-world experiments is expensive or prohibited. While existing feature importance scores show great success in explaining models, we demonstrate their limitations when explaining the data, especially in the presence of correlations between features. Therefore, we develop a set of axioms to capture properties expected from a feature importance score when explaining data and prove that there exists only one score that satisfies all of them, the Marginal Contribution Feature Importance (MCI). We analyze the theoretical properties of this score function and demonstrate its merits empirically.

Original languageEnglish
Title of host publicationProceedings of the 38th International Conference on Machine Learning, ICML 2021
PublisherML Research Press
Pages1324-1335
Number of pages12
ISBN (Electronic)9781713845065
StatePublished - 2021
Event38th International Conference on Machine Learning, ICML 2021 - Virtual, Online
Duration: 18 Jul 202124 Jul 2021

Publication series

NameProceedings of Machine Learning Research
Volume139
ISSN (Electronic)2640-3498

Conference

Conference38th International Conference on Machine Learning, ICML 2021
CityVirtual, Online
Period18/07/2124/07/21

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