3. Model-agnostic methods

• 3.1. Total Sobol Index
• 3.2. Leave-One-Covariate-Out
• 3.3. Conditional Feature Importance
  • 3.3.1. Theoretical index
  • 3.3.2. Estimation procedure
  • 3.3.3. Inference
  • 3.3.4. Regression example
  • 3.3.5. Classification example
  • 3.3.6. References
• 3.4. Permutation Feature Importance