$\phi$-test: Global Feature Selection and Inference for Shapley Additive Explanations
NeutralArtificial Intelligence
- The $ ext{phi}$-test has been introduced as a global feature-selection and significance procedure designed for black-box predictors, integrating Shapley attributions with selective inference. It operates by screening features guided by SHAP and fitting a linear surrogate model, providing a comprehensive global feature-importance table with Shapley-based scores and statistical significance metrics.
- This development is significant as it enhances the interpretability of complex models, allowing practitioners to retain predictive power while simplifying their feature sets. The $ ext{phi}$-test demonstrates stability across different model architectures, which is crucial for ensuring reliable insights in various applications.
- The introduction of the $ ext{phi}$-test aligns with ongoing efforts in the AI field to improve model transparency and robustness. It reflects a growing trend towards scalable and valid testing methodologies, as seen in recent advancements in conditional independence testing, which aim to address existing limitations in statistical inference and model evaluation.
— via World Pulse Now AI Editorial System
