Author

Brian D. Williamson

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Preprint Jul 2026

Bridging extrinsic and intrinsic variable importance

Simulations show that VIMP and MPLOCO agree most closely when the fitted learner is well aligned with the data-generating mechanism, and clarify when intrinsic and extrinsic importance can be interpreted similarly and when they provide complementary information.

Yucheng Zhao, Brian D. Williamson · 0 citations