提出RAMPART框架,精准排序前k个关键特征
Top-$k$ Feature Importance Ranking
- 用自适应分步减半+采样集成优化排名精度
- 在模拟与基因组数据中均显著优于现有方法
- 适合需要高可信特征排序的科研与决策场景
准确排序重要特征是可解释机器学习中的基础挑战,对科学发现和决策具有重要意义。与特征选择和重要性评估不同,特征排名问题长期未受重视。本文提出RAMPART(Ranked Attributions with MiniPatches And Recursive Trimming)框架,利用任意现有特征重要性度量,设计了一种专为前-k个特征排序优化的新算法。该方法结合自适应序列减半策略,逐步聚焦计算资源于有潜力的特征,并采用观测值与特征子采样相结合的高效集成技术。不同于将重要性得分后处理为排名的方法,RAMPART显式优化排名准确性。我们提供了理论保证:在温和条件下,RAMPART以高概率实现正确前-k排名。大量模拟实验表明,RAMPART持续优于主流特征重要性方法,并在高维基因组案例研究中验证了其有效性。
原文摘要 · Abstract (English)
Accurate ranking of important features is a fundamental challenge in interpretable machine learning with critical applications in scientific discovery and decision-making. Unlike feature selection and feature importance, the specific problem of ranking important features has received considerably less attention. We introduce RAMPART (Ranked Attributions with MiniPatches And Recursive Trimming), a framework that utilizes any existing feature importance measure in a novel algorithm specifically tailored for ranking the top-$k$ features. Our approach combines an adaptive sequential halving strategy that progressively focuses computational resources on promising features with an efficient ensembling technique using both observation and feature subsampling. Unlike existing methods that convert importance scores to ranks as post-processing, our framework explicitly optimizes for ranking accuracy. We provide theoretical guarantees showing that RAMPART achieves the correct top-$k$ ranking with high probability under mild conditions, and demonstrate through extensive simulation studies that RAMPART consistently outperforms popular feature importance methods, concluding with a high-dimensional genomics case study.
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