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LUCID: Local Understanding of Covariate Importance with Conditional Density Estimation

Paper recorded by Signals 4 on 2026-10-26 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-10-26 on arXiv · recorded by Signals 4 on 2026-10-27

Category: cs.LG · 机器学习 · first seen 2026-10-27

Abstract

Computing local-level variable importance (VI) is critical for understanding machine learning models. Local permutation-based VI metrics offer a simple yet powerful approach, measuring how much a model's output changes when perturbing its inputs. However, existing perturbation strategies often ignore feature dependence or account for it only through restricted approximations. Perturbing a feature

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#172 most recent of 749 cs.LG papers we have recorded · ↑ newer: Model Selection for Off-Policy Evaluation via Pairwise Bellman Validat · ↓ older: Preference-Guided Cooperation in Multi-Objective Multi-Agent Reinforce
Cite this page: LUCID: Local Understanding of Covariate Importance with Conditional Density Estimation: the #172 most recent of 749 cs.LG papers we have recorded (as of 2026-10-26). Source: Signals 4 (Signals API) — https://data.jiangzhang.ca/signals4/t/papers/lucid-local-understanding-of-covariate-importance-with-conditional-density-estim.html
Free to quote with attribution to “Signals 4 (Signals API)”. Machine-readable: papers.json
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