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Bibliographic Details
Main Authors: Paillard, Joseph, Collas, Antoine, Engemann, Denis A., Thirion, Bertrand
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2508.08724
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Table of Contents:
  • Recent advances in machine learning have greatly expanded the repertoire of predictive methods for medical imaging. However, the interpretability of complex models remains a challenge, which limits their utility in medical applications. Recently, model-agnostic methods have been proposed to measure conditional variable importance and accommodate complex non-linear models. However, they often lack power when dealing with highly correlated data, a common problem in medical imaging. We introduce Hierarchical-CPI, a model-agnostic variable importance measure that frames the inference problem as the discovery of groups of variables that are jointly predictive of the outcome. By exploring subgroups along a hierarchical tree, it remains computationally tractable, yet also enjoys explicit family-wise error rate control. Moreover, we address the issue of vanishing conditional importance under high correlation with a tree-based importance allocation mechanism. We benchmarked Hierarchical-CPI against state-of-the-art variable importance methods. Its effectiveness is demonstrated in two neuroimaging datasets: classifying dementia diagnoses from MRI data (ADNI dataset) and analyzing the Berger effect on EEG data (TDBRAIN dataset), identifying biologically plausible variables.