Incremental Permutation Feature Importance (iPFI): Towards Online Explanations on Data Streams. (arXiv:2209.01939v2 [cs.LG] UPDATED)

Explainable Artificial Intelligence (XAI) has mainly focused on static
learning scenarios so far. We are interested in dynamic scenarios where data is
sampled progressively, and learning is done in an incremental rather than a
batch mode. We seek efficient incremental algorithms for computing feature
importance (FI) measures, specifically, an incremental FI measure based on
feature marginalization of absent features similar to permutation feature
importance (PFI). We propose an efficient, model-agnostic algorithm called iPFI
to estimate this measure incrementally and under …

arxiv data data streams feature importance incremental