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Challenges of Estimating Global Feature Importance in Real-World Health Care Data
Aniek F Markus1, Egill A Fridgeirsson1, Jan A Kors1
1Department of Medical Informatics, Erasmus University Medical Center, Rotterdam, The Netherlands.
Abstract:
Feature importance is often used to explain clinical prediction models. In this work, we examine three challenges using experiments with electronic health record data: computational feasibility, choosing between methods, and interpretation of the resulting explanation. This work aims to create awareness of the disagreement between feature importance methods and underscores the need for guidance to practitioners how to deal with these discrepancies.
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