Measuring Variable Importance Using Proportional Inclusive Marginal Effects

stat.ML, cs.LG, stat.ME

Submitted: 2026-10-12

Updated: 2026-10-20

Comments: 57 pages, 14 figures, including supplementary material

Code: https://github.com/ChoYoungSeo/prime-importance-paper

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Sources

• A new measure of dependence: Integrated $R^2$
• Conditional Mean Independence and Global Sensitivity Analysis using Nearest Neighbor Graphs

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