Inferring feature importance with uncertainties with application to large genotype data

Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generatin...

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Vydáno v:PLoS computational biology Ročník 19; číslo 3; s. e1010963
Hlavní autoři: Johnsen, Pål Vegard, Strümke, Inga, Langaas, Mette, DeWan, Andrew Thomas, Riemer-Sørensen, Signe
Médium: Journal Article
Jazyk:angličtina
Vydáno: United States Public Library of Science 01.03.2023
Public Library of Science (PLoS)
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ISSN:1553-7358, 1553-734X, 1553-7358
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Abstract Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley-value-based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published model-agnostic feature importance score of SAGE (Shapley additive global importance) and introduce Sub-SAGE. For tree-based models, it has the advantage that it can be estimated without computationally expensive resampling. We argue that for all model types the uncertainties in our Sub-SAGE estimator can be estimated using bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as large genotype data for predicting feature importance with respect to obesity.
AbstractList Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley-value-based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published model-agnostic feature importance score of SAGE (Shapley additive global importance) and introduce Sub-SAGE. For tree-based models, it has the advantage that it can be estimated without computationally expensive resampling. We argue that for all model types the uncertainties in our Sub-SAGE estimator can be estimated using bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as large genotype data for predicting feature importance with respect to obesity.
Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley-value-based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published model-agnostic feature importance score of SAGE (Shapley additive global importance) and introduce Sub-SAGE. For tree-based models, it has the advantage that it can be estimated without computationally expensive resampling. We argue that for all model types the uncertainties in our Sub-SAGE estimator can be estimated using bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as large genotype data for predicting feature importance with respect to obesity.Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley-value-based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published model-agnostic feature importance score of SAGE (Shapley additive global importance) and introduce Sub-SAGE. For tree-based models, it has the advantage that it can be estimated without computationally expensive resampling. We argue that for all model types the uncertainties in our Sub-SAGE estimator can be estimated using bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as large genotype data for predicting feature importance with respect to obesity.
Estimating feature importance, which is the contribution of a prediction or several predictions due to a feature, is an essential aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley-value-based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published model-agnostic feature importance score of SAGE (Shapley additive global importance) and introduce Sub-SAGE. For tree-based models, it has the advantage that it can be estimated without computationally expensive resampling. We argue that for all model types the uncertainties in our Sub-SAGE estimator can be estimated using bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as large genotype data for predicting feature importance with respect to obesity. Artificial intelligence and machine learning have been increasingly popular tools for modelling complex relationships in medicine and genomics. For example a machine learning model for predicting the likelihood of a particular person developing some disease. The prediction model can for instance be based on genomics data, which consists of a large number of features for each single person. Such prediction models can be very complex and difficult to interpret, hence they are often denoted black-box models. However, to exploit the knowledge the prediction model has gained, we must be able to interpret it, and explain which features are important for the model, but also for the underlying data. We investigate a theoretical approach for extracting feature importance, even when the model input consists of many features. Lastly, we emphasize the need for estimating the uncertainty of the individual feature importance, and provide a bootstrap procedure for doing so.
Audience Academic
Author Strümke, Inga
Langaas, Mette
Riemer-Sørensen, Signe
DeWan, Andrew Thomas
Johnsen, Pål Vegard
AuthorAffiliation 1 SINTEF DIGITAL, Oslo, Norway
5 Department of Chronic Disease Epidemiology and Center for Perinatal, Pediatric and Environmental Epidemiology, Yale School of Public Health, New Haven, Connecticut, United States of America
4 Department of Holistic Systems, SimulaMet, Oslo, Norway
Pennsylvania State University, UNITED STATES
2 Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway
3 Department of Engineering Cybernetics, Norwegian University of Science and Technology, Trondheim, Norway
AuthorAffiliation_xml – name: 1 SINTEF DIGITAL, Oslo, Norway
– name: 4 Department of Holistic Systems, SimulaMet, Oslo, Norway
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– name: 2 Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway
– name: Pennsylvania State University, UNITED STATES
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  orcidid: 0000-0002-2599-7914
  surname: Johnsen
  fullname: Johnsen, Pål Vegard
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CitedBy_id crossref_primary_10_1007_s10867_023_09640_4
crossref_primary_10_1016_j_jad_2024_10_019
crossref_primary_10_1007_s00439_025_02768_4
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SubjectTerms Artificial intelligence
Biobanks
Biology and Life Sciences
Computer and Information Sciences
Confidence intervals
Decomposition
Engineering and Technology
Estimation theory
Expected values
Game theory
Genotype
Genotype & phenotype
Genotypes
Genotyping Techniques
Machine learning
Neural networks
Obesity
Physical Sciences
Random variables
Resampling
Research and Analysis Methods
Synthetic data
Tree structures (Computers)
Uncertainty
Values
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Title Inferring feature importance with uncertainties with application to large genotype data
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