用对抗随机森林生成数据,精准衡量特征在条件下的重要性。
Conditional Feature Importance with Generative Modeling Using Adversarial Random Forests
- 基于对抗随机森林生成符合条件分布的数据点。
- 无需大量调参即可获得稳定的重要度评分。
- 支持条件/边际重要性分析,适合可解释AI研究者使用。
本文提出一种通过生成建模测量条件特征重要性的方法。在可解释人工智能(XAI)中,条件特征重要性用于评估某一特征对预测模型性能的影响,前提为其他特征已知。现有的模型无关后处理方法通常通过操纵数据集中的特征值来评估性能变化,但需生成符合条件分布的特征值,实际操作困难。近年来生成建模的发展为此提供了可能。对于包含类别与连续特征的表格数据,对抗随机森林(ARF)是一种无需复杂调参或高算力即可生成符合数据流形的样本的生成模型,因此成为XAI方法中的理想子模块。本文提出cARFi(条件ARF特征重要性),通过从ARF估计的条件分布中采样特征值,计算条件特征重要性。该方法仅需少量调参即可获得稳健的重要性评分,能灵活适应条件或边际重要性,支持对特征子集进行条件设定,并可通过统计检验推断重要性显著性。
原文摘要 · Abstract (English)
This paper proposes a method for measuring conditional feature importance via generative modeling. In explainable artificial intelligence (XAI), conditional feature importance assesses the impact of a feature on a prediction model's performance given the information of other features. Model-agnostic post hoc methods to do so typically evaluate changes in the predictive performance under on-manifold feature value manipulations. Such procedures require creating feature values that respect conditional feature distributions, which can be challenging in practice. Recent advancements in generative modeling can facilitate this. For tabular data, which may consist of both categorical and continuous features, the adversarial random forest (ARF) stands out as a generative model that can generate on-manifold data points without requiring intensive tuning efforts or computational resources, making it a promising candidate model for subroutines in XAI methods. This paper proposes cARFi (conditional ARF feature importance), a method for measuring conditional feature importance through feature values sampled from ARF-estimated conditional distributions. cARFi requires only little tuning to yield robust importance scores that can flexibly adapt for conditional or marginal notions of feature importance, including straightforward extensions to condition on feature subsets and allows for inferring the significance of feature importances through statistical tests.
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