xplainfi让R用户可对机器学习模型做全面的特征重要性分析与统计推断。
xplainfi: Feature Importance and Statistical Inference for Machine Learning in R
- 基于mlr3生态,支持置换、条件、Shapley等多种重要性方法。
- 提供置信区间和预测影响框架,实现重要性结果的统计推断。
- 适合需要严谨解释模型的科研与工业界R使用者。
我们介绍xplainfi,一个构建于mlr3生态之上的R包,用于机器学习模型的全局损失基础特征重要性分析。尽管R中已有多种特征重要性方法,但关于条件重要性方法及其统计推断仍存在显著空白。该包实现了置换特征重要性、条件特征重要性、相对特征重要性、留一协变量法及其推广形式,以及边际与条件Shapley加性全局重要性方法。其模块化条件采样架构基于高斯分布、对抗随机森林、条件推理树和基于敲除法的采样器,支持连续与混合数据的条件重要性分析。统计推断通过方差校正置信区间与条件预测影响框架实现。我们在多个模拟设置与学习器类型下验证了xplainfi的结果与现有实现一致,且运行效率具有竞争力。该包已上线CRAN,为研究人员与实践者提供一套完整的特征重要性分析与模型解释工具。
原文摘要 · Abstract (English)
We introduce xplainfi, an R package built on top of the mlr3 ecosystem for global, loss-based feature importance methods for machine learning models. Various feature importance methods exist in R, but significant gaps remain, particularly regarding conditional importance methods and associated statistical inference procedures. The package implements permutation feature importance, conditional feature importance, relative feature importance, leave-one-covariate-out, and generalizations thereof, and both marginal and conditional Shapley additive global importance methods. It provides a modular conditional sampling architecture based on Gaussian distributions, adversarial random forests, conditional inference trees, and knockoff-based samplers, which enable conditional importance analysis for continuous and mixed data. Statistical inference is available through multiple approaches, including variance-corrected confidence intervals and the conditional predictive impact framework. We demonstrate that xplainfi produces importance scores consistent with existing implementations across multiple simulation settings and learner types, while offering competitive runtime performance. The package is available on CRAN and provides researchers and practitioners with a comprehensive toolkit for feature importance analysis and model interpretation in R.
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