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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.11760 |
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| _version_ | 1866911725801963520 |
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| author | Paillard, Joseph Lobo, Angel Reyero Engemann, Denis A. Thirion, Bertrand |
| author_facet | Paillard, Joseph Lobo, Angel Reyero Engemann, Denis A. Thirion, Bertrand |
| contents | Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable, leading to inaccurate variable importance estimates and undermining their utility in critical biomedical applications. Although ensembling offers a solution, deciding whether to explain a single ensemble model or aggregate individual model explanations is difficult due to the nonlinearity of importance measures and remains largely understudied. Our theoretical analysis, developed under assumptions accommodating complex state-of-the-art ML models, reveals that this choice is primarily driven by the model's excess risk. In contrast to prior literature, we show that ensembling at the model level provides more accurate variable-importance estimates, particularly for expressive models, by reducing this leading error term. We validate these findings on classical benchmarks and a large-scale proteomic study from the UK Biobank. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_11760 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Aggregate Models, Not Explanations: Improving Feature Importance Estimation Paillard, Joseph Lobo, Angel Reyero Engemann, Denis A. Thirion, Bertrand Machine Learning Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable, leading to inaccurate variable importance estimates and undermining their utility in critical biomedical applications. Although ensembling offers a solution, deciding whether to explain a single ensemble model or aggregate individual model explanations is difficult due to the nonlinearity of importance measures and remains largely understudied. Our theoretical analysis, developed under assumptions accommodating complex state-of-the-art ML models, reveals that this choice is primarily driven by the model's excess risk. In contrast to prior literature, we show that ensembling at the model level provides more accurate variable-importance estimates, particularly for expressive models, by reducing this leading error term. We validate these findings on classical benchmarks and a large-scale proteomic study from the UK Biobank. |
| title | Aggregate Models, Not Explanations: Improving Feature Importance Estimation |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2602.11760 |