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  The Feature Importance Ranking Measure

Zien, A., Krämer, N., Sonnenburg, S., & Rätsch, G. (2009). The Feature Importance Ranking Measure. In W. Buntine, M. Grobelnik, D. Mladenić, & J. Shawe-Taylor (Eds.), Machine Learning and Knowledge Discovery in Databases: European Conference, ECML PKDD 2009, Bled, Slovenia, September 7-11, 2009, Proceedings, Part II (pp. 694-709). Berlin, Germany: Springer.

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 Creators:
Zien, A1, Author           
Krämer, N, Author
Sonnenburg, S1, Author           
Rätsch, G1, Author           
Affiliations:
1Rätsch Group, Friedrich Miescher Laboratory, Max Planck Society, ou_3378052              

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 Abstract: Most accurate predictions are typically obtained by learning machines with complex feature spaces (as e.g. induced by kernels). Unfortunately, such decision rules are hardly accessible to humans and cannot easily be used to gain insights about the application domain. Therefore, one often resorts to linear models in combination with variable selection, thereby sacrificing some predictive power for presumptive interpretability. Here, we introduce the Feature Importance Ranking Measure (FIRM), which by retrospective analysis of arbitrary learning machines allows to achieve both excellent predictive performance and superior interpretation. In contrast to standard raw feature weighting, FIRM takes the underlying correlation structure of the features into account. Thereby, it is able to discover the most relevant features, even if their appearance in the training data is entirely prevented by noise. The desirable properties of FIRM are investigated analytically and illustrated in simulations.

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 Dates: 2009
 Publication Status: Issued
 Pages: -
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 Rev. Type: -
 Identifiers: DOI: 10.1007/978-3-642-04174-7_45
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Title: 16th European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD 2009)
Place of Event: Bled, Slovenia
Start-/End Date: 2009-09-07 - 2009-09-11

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Title: Machine Learning and Knowledge Discovery in Databases: European Conference, ECML PKDD 2009, Bled, Slovenia, September 7-11, 2009, Proceedings, Part II
Source Genre: Proceedings
 Creator(s):
Buntine, W, Editor
Grobelnik, M, Editor
Mladenić, D, Editor
Shawe-Taylor, J, Editor
Affiliations:
-
Publ. Info: Berlin, Germany : Springer
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 694 - 709 Identifier: ISBN: 978-3-642-04173-0
DOI: 10.1007/978-3-642-04174-7

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Title: Lecture Notes in Computer Science
Source Genre: Series
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Pages: - Volume / Issue: 5782 Sequence Number: - Start / End Page: - Identifier: -