Tag: mvim
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Marginal and Conditional Importance Measures from Machine Learning Models and Their Relationship with Conditional Average Treatment Effect
Marginal and Conditional Importance Measures from Machine Learning Models and Their Relationship with Conditional Average Treatment Effect arXiv:2501.16988v1 Announce Type: new Abstract: Interpreting black-box machine learning models is challenging due to their strong dependence on data and inherently non-parametric nature. This paper reintroduces the concept of importance through “Marginal Variable Importance Metric” (MVIM), a model-agnostic…