3. Model-agnostic methods

• 3.1. Conditional Feature Importance
  • 3.1.1. Theoretical index
  • 3.1.2. Estimation procedure
  • 3.1.3. Inference
  • 3.1.4. Regression example
  • 3.1.5. Classification example
  • 3.1.6. References
• 3.2. Permutation Feature Importance
  • 3.2.1. Theoretical index
  • 3.2.2. Estimation procedure
  • 3.2.3. Inference
  • 3.2.4. Regression example
  • 3.2.5. Classification example
  • 3.2.6. References
• 3.3. Leave-One-Covariate-Out