Sobol-CPI: a Doubly Robust Conditional Permutation Importance Statistic
Published in Preprint, 2025
Measuring nonparametric efficiently variable importance with valid conditional independence testing using conditional permutation importance.
Recommended citation: Reyero Lobo, A., Neuvial, P., and Thirion, B. Sobol-cpi: a doubly robust conditional permutation importance statistic. 2025
Download Paper