Null importance: Disentangling relevance for interpretable machine learning

2026-09-16

AI Summary

本文通过定义和分析不同类型的零重要性，解决了解释机器学习中特征相关性的多种概念问题，从而为特征分析提供了一个统一的框架。

Abstract

Feature importance is central to interpretable machine learning, but the term "importance" encompasses several fundamentally different notions of relevance. We develop a unified perspective based on null importance: a population-level characterization of when a feature is irrelevant under a specified notion of relevance. We consider standard notions of null importance arising from marginal and conditional statistical relevance, predictive risk, functional invariance, and causal effects, and show how these notions answer different scientific questions. We illustrate the framework in two applications in which the distinction is particularly consequential: algorithmic fairness, where common fairness criteria correspond to different notions of null importance, and genomic perturbation modeling, where different notions of relevance lead to different conclusions about what a prediction model has learned. The framework connects three aspects of feature analysis: the scientific question defining relevance, the data and model assumptions that shape how different null notions relate, and the methods used to assess importance. We establish sufficient conditions under which null notions coincide and give counterexamples showing how they diverge when those conditions fail. We then characterize which nulls different method families target and when their zero-importance statistics identify those targets. Finally, simulations spanning feature dependence, redundancy, nonlinearity, hidden features and other standard phenomena, along with case studies on image and multiomics data, provide empirical evidence for these theoretical distinctions and their practical consequences. Taken together, these results provide a common statistical language for relating scientific questions, data-generating assumptions, and algorithms, and clarify the conclusions that feature-importance analyses can support.

Problem

• feature importance
• null importance
• relevance
• interpretable machine learning
• scientific question

Innovation

• null importance
• interpretable machine learning
• feature relevance
• algorithmic fairness
• genomic perturbation