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20192026
most citedUnrestricted Permutation forces Extrapolation: Variable Importance Requires at least One More Model, or There Is No Free Variable Importance

38 citations · 76 across the 7 of their papers we have counts for

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stat.ME2019★ 38 cited

Unrestricted Permutation forces Extrapolation: Variable Importance Requires at least One More Model, or There Is No Free Variable Importance

Giles Hooker, Lucas Mentch, Siyu Zhou

This paper reviews and advocates against the use of permute-and-predict (PaP) methods for interpreting black box functions. Methods such as the variable importance measures propose…