# Trustworthy Feature Importance Avoids Unrestricted Permutations

arXiv: https://arxiv.org/abs/2604.11253 · HTML: https://mlsanity.com/paper/2604.11253/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 8 of its 23 references that are in the map.
- First posted on arXiv 13 Apr 2026.

## Builds on (most cited first, 8 of 8)

- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [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)
- [The many Shapley values for model explanation](https://mlsanity.com/paper/1908.08474/) (2019)
- [Visualizing the Effects of Predictor Variables in Black Box Supervised Learning Models](https://mlsanity.com/paper/1612.08468/) (2016)
- [Panning for Gold: Model-X Knockoffs for High-dimensional Controlled Variable Selection](https://mlsanity.com/paper/1610.02351/) (2016)
- [Controlling the false discovery rate via knockoffs](https://mlsanity.com/paper/1404.5609/) (2014)
- [Unrestricted Permutation forces Extrapolation: Variable Importance Requires at least One More Model, or There Is No Free Variable Importance](https://mlsanity.com/paper/1905.03151/) (2019)
- [Factor Importance Ranking and Selection using Total Indices](https://mlsanity.com/paper/2401.00800/) (2024)

## Abstract (arXiv)

Feature importance methods using unrestricted permutations are flawed due to extrapolation errors; such errors appear in all non-trivial variable importance approaches. We propose three new approaches: conditional model reliance and Knockoffs with Gaussian transformation, and restricted ALE plot designs. Theoretical and numerical results show our strategies reduce/eliminate extrapolation.