A General Framework for Inference on Algorithm-Agnostic Variable Importance
与算法无关的变量重要性推断的一般框架
In many applications, it is of interest to assess the relative contribution of features (or subsets of features) toward the goal of predicting a response - in other words, to gauge the variable importance of features. Most recent work on variable importance assessment has focused on describing the importance of features within the confines of a given prediction algorithm. However, such assessment does not necessarily characterize the prediction potential of features, and may…