arXiv:2507.00260stat.MLcs.LG2025-07

解决相关特征的预测信号归属问题,实现可解释性归因。

Disentangled Feature Importance

  • 通过熵最优传输将相关特征解耦为独立潜在表示
  • 在模拟和艾滋病耐药性分析中稳定量化共享预测信号
  • 适合需要精确归因相关特征的研究者使用

当预测变量存在统计依赖时,特征重要性的定义需根据目标而定。条件增量度量适用于特征选择、获取与压缩,将共享预测信息视为冗余;但在事后解释中,目标常是跨相关测量通道归因预测信号。我们提出解耦特征重要性(DFI),一种面向此场景的总体归因框架。DFI 在指定熵最优传输几何下将协变量映射至独立潜在表示,计算潜在重要性,并通过巴氏敏感性反向归因至原始协变量。我们证明,广泛的条件增量特征重要性函数泛函针对平方误差损失下的条件增量预测价值,因此回答的问题不同于依赖情形下共享预测信号的归因。在固定传输成本、参考分布与正则化水平下,DFI 定义了一类明确定义的估计量族。潜在得分具有函数ANOVA解释,在高斯线性情况下,归因的DFI恢复了经典$R^2$对相关回归器的分解。我们在干扰率和光滑性条件下推导出基于影响函数的推断方法,并在模拟与艾滋病-1中和抗性分析中表明,DFI 能提供稳定、可解释且含不确定性量化的结果,有效归因共享预测信号。

原文摘要 · Abstract (English)

When predictors are statistically dependent, the appropriate definition of feature importance depends on the operational goal. Conditional-incremental measures are well-suited for feature selection, acquisition, and compression, where shared predictive information is treated as redundancy. For post-hoc interpretation, however, the goal is often to attribute predictive signals across correlated measurement channels. We introduce Disentangled Feature Importance (DFI), a population-level attribution framework for this setting. DFI maps covariates to an independent latent representation under a specified entropic optimal transport geometry, computes latent importance, and attributes it back to the original covariates through barycentric sensitivities. We show that broad conditional-incremental FI functionals target conditional incremental predictive value under squared-error loss, and therefore answer a different question from attribution of shared predictive signal under dependence. Under fixed transport cost, reference law, and regularization level, DFI defines a well-specified family of estimands. Latent scores admit a functional ANOVA interpretation, and in the Gaussian linear case, the attributed DFI recovers the classical $R^2$ decomposition for correlated regressors. We derive influence-function-based inference under nuisance-rate and smoothness conditions, and show in simulations and an HIV-1 neutralization-resistance analysis that DFI yields stable, interpretable, uncertainty-quantified attributions of shared predictive signal.

特征重要性可解释性归因分析

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