All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously (Q97217)

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scientific article; zbMATH DE number 7164777
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All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously
scientific article; zbMATH DE number 7164777

    Statements

    4 January 2018
    7 February 2020
    Rashomon
    permutation importance
    conditional variable importance
    U-statistics
    transparency
    interpretable models

    Identifiers