# Triplot: model agnostic measures and visualisations for variable importance in predictive models that take into account the hierarchical correlation structure

arXiv: https://arxiv.org/abs/2104.03403 · HTML: https://mlsanity.com/paper/2104.03403/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 4 of its 16 references that are in the map.
- First posted on arXiv 7 Apr 2021.

## Builds on (most cited first, 4 of 4)

- ["Why Should I Trust You?": Explaining the Predictions of Any Classifier](https://mlsanity.com/paper/1602.04938/) (2016)
- [All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously](https://mlsanity.com/paper/1801.01489/) (2018)
- [DALEX: explainers for complex predictive models](https://mlsanity.com/paper/1806.08915/) (2018)
- [Grouped variable importance with random forests and application to multiple functional data analysis](https://mlsanity.com/paper/1411.4170/) (2014)

## Built on by (most cited first, 1 of 1)

- [Machine Learning Workflow to Explain Black-box Models for Early Alzheimer's Disease Classification Evaluated for Multiple Datasets](https://mlsanity.com/paper/2205.05907/) (2022)

## Abstract (arXiv)

One of the key elements of explanatory analysis of a predictive model is to assess the importance of individual variables. Rapid development of the area of predictive model exploration (also called explainable artificial intelligence or interpretable machine learning) has led to the popularization of methods for local (instance level) and global (dataset level) methods, such as Permutational Variable Importance, Shapley Values (SHAP), Local Interpretable Model Explanations (LIME), Break Down and so on. However, these methods do not use information about the correlation between features which significantly reduce the explainability of the model behaviour. In this work, we propose new methods to support model analysis by exploiting the information about the correlation between variables. The dataset level aspect importance measure is inspired by the block permutations procedure, while the instance level aspect importance measure is inspired by the LIME method. We show how to analyze groups of variables (aspects) both when they are proposed by the user and when they should be determined automatically based on the hierarchical structure of correlations between variables. Additionally, we present the new type of model visualisation, triplot, which exploits a hierarchical structure of variable grouping to produce a high information density model visualisation. This visualisation provides a consistent illustration for either local or global model and data exploration. We also show an example of real-world data with 5k instances and 37 features in which a significant correlation between variables affects the interpretation of the effect of variable importance. The proposed method is, to our knowledge, the first to allow direct use of the correlation between variables in exploratory model analysis.
