发现重要特征常是特征组而非单个特征,提出高效评估方法。
The Most Important Features in Generalized Additive Models Might Be Groups of Features
- 基于广义加性模型,无需重训练即可评估特征组重要性。
- 在多模态神经数据中,特征组能更准确识别抑郁症状。
- 适用于高维、重叠分组场景,适合医学等复杂数据分析。
在可解释机器学习中,特征重要性分析已普遍应用,但相关特征的联合信号常被忽视或无意排除。忽略联合效应可能错过关键洞察:许多情况下,最重要的预测因子并非孤立特征,而是特征组的共同作用,尤其在存在自然分组的多模态数据中更为显著。本文提出一种针对广义加性模型(GAMs)的新方法,用于衡量特征组的重要性,该方法高效、无需模型重训练、支持事后定义分组、允许分组重叠,并在高维设置下仍具意义。该定义与统计学中的解释方差概念平行。通过三个合成实验展示方法在不同数据条件下的表现;随后在多模态神经科学数据中揭示特征组对识别抑郁症症状的重要性,并研究全髋关节置换术后健康社会决定因素的影响。两组案例表明,分析特征组重要性相比单特征分析,能提供更准确、更全面的医学理解。
原文摘要 · Abstract (English)
While analyzing the importance of features has become ubiquitous in interpretable machine learning, the joint signal from a group of related features is sometimes overlooked or inadvertently excluded. Neglecting the joint signal could bypass a critical insight: in many instances, the most significant predictors are not isolated features, but rather the combined effect of groups of features. This can be especially problematic for datasets that contain natural groupings of features, including multimodal datasets. This paper introduces a novel approach to determine the importance of a group of features for Generalized Additive Models (GAMs) that is efficient, requires no model retraining, allows defining groups posthoc, permits overlapping groups, and remains meaningful in high-dimensional settings. Moreover, this definition offers a parallel with explained variation in statistics. We showcase properties of our method on three synthetic experiments that illustrate the behavior of group importance across various data regimes. We then demonstrate the importance of groups of features in identifying depressive symptoms from a multimodal neuroscience dataset, and study the importance of social determinants of health after total hip arthroplasty. These two case studies reveal that analyzing group importance offers a more accurate, holistic view of the medical issues compared to a single-feature analysis.
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