NEWS.md

In xplainfi: Feature Importance Methods for Global Explanations

xplainfi 1.1.0

New features

• Use of a pre-trained mlr3 learner is now supported in PerturbationImportance (PFI, CFI, RFI) and SAGE methods.
• Requires the provided Resampling to be instantiated and consist of a single iteration, e.g. there must be only 1 test set.
• The rsmp_all_test(task) utility can be used to construct a single-iteration Resampling object from a given Task where all observations are alligned to the test set and the train set is empty. We will likely refine the API around this in the future.
• Internally, a ResampleResult will be constructed from the given learner, task, and resampling arguments, which is then consistent with the previous default of performing resample() to get trained learners for each resampling iteration.

Inference

• New ci_method = "lei" for WVIM/LOCO: distribution-free inference based on Lei et al. (2018), testing observation-wise loss differences. Defaults to Wilcoxon signed-rank test with median aggregation. Supports t-test, Fisher permutation, and binomial (sign) tests. Requires a decomposable measure (with $obs_loss()).
• New p_adjust parameter in $importance() for multiplicity correction across all ci_methods that produce p-values ("raw", "nadeau_bengio", "cpi", "lei"). Accepts any method from stats::p.adjust.methods (e.g. "holm", "bonferroni", "BH"). Default is "none". When "bonferroni", confidence intervals are also adjusted (alpha/k). For other methods, only p-values are adjusted because sequential/adaptive procedures lack a clean per-comparison alpha for CI construction.
• Parametric ci_methods ("raw", "nadeau_bengio") return se, statistic, p.value, conf_lower, and conf_upper columns. The "quantile" method returns only conf_lower and conf_upper (no se, statistic, or p.value).
• Parametric ci_methods support alternative = "greater" (one-sided) or alternative = "two.sided" (the default) to test H0: importance <= 0 vs H1: importance > 0, or H0: importance = 0 vs H1: importance != 0, respectively. For "quantile", alternative controls whether the interval is one-sided ("greater": finite lower bound, conf_upper = Inf) or two-sided (both bounds finite).
• Improved documentation for all CI methods in FeatureImportanceMethod, explaining how p-values and confidence intervals are calculated for each method.
• CFI documentation distinguishes between CPI (knockoff-based inference, Watson & Wright 2021) and cARFi (ARF-based inference, Blesch et al. 2025).

Minor user-facing changes

• Bump the defaults for n_repeats in favor of stability
• For PerturbationImportance methods (PFI, CFI, RFI): n_repeats is now 30
• LOCO and WVIM: n_repeats is now 30 as well.
• Since the refitting methods will be more expensive than the perturbation-based methods, users will have to decrease this value if runtime becomes impractical, but now at least the package default is no longer n_repeats = 1, which is obviously too small.

Testing improvements

• Replaced ranger with rpart in most tests where a flexible learner was unnecessary.
• Added omnibus expect_method_output() expectation that validates all three main outputs ($importance(), $scores(), $obs_loss()) of a computed method.
• Removed overly abstract test helper functions (test_basic_workflow, test_with_resampling, test_custom_sampler) and inlined their logic at call sites for better readability.
• Use ConditionalGaussianSampler instead of ConditionalARFSampler in tests that don't specifically test ARF functionality.
• Set explicit n_repeats values in all tests (1L for functional, 5L for plausibility).

xplainfi 1.0.0 - Initial CRAN release

The major version bump is largely to mark the occasion that the package is now considered "released".

Minor changes

• Removed the fippy comparison article since a more comprehensive comparison is now available in xplainfi-benchmark.
• Clean up various documentation issues and other metadata.
• Adjusted the min_permutations default in SAGE methods to 10 rather than 3, since the previous value was found to lead to spurious early stopping.
• Fix sim_dgp_ewald lading to erroneous variances when compared to their settings.
• Reduce runtime of tests (mostly by using less ARF and mor Gaussian sampling)
• Remove KnockoffSequentialSampler as the seqknockoff package is not available on CRAN or R-universe. KnockoffSampler with the corresponding knockoff_fun = seqknockoff::knockoffs_seq still works.

xplainfi 0.2.1

• Simplify sim_dgp_confounded, removing x2 which doesn't add anything interesting over x1.
• Ensure integers are preserved in Gaussian samplers
• Fix compatibility with mlr3 >= 1.3.0 due to the change in the way obs_loss() is computed (see https://github.com/mlr-org/mlr3/pull/1411).
• Methods not allowing measure to be unspecified and falling back to a task_type-specific default measure

xplainfi 0.2.0

User-facing API improvements

Importance aggregation and confidence intervals

• $importance() gains ci_method parameter for variance estimation (#40):
• "none" (default): Simple aggregation without confidence intervals
• "raw": Uncorrected variance estimates (informative only, CIs too narrow)
• "nadeau_bengio": Variance correction by Nadeau & Bengio (2003) as recommended by Molnar et al. (2023)
• "quantile": Empirical quantile-based confidence intervals
• "cpi": Conditional Predictive Impact for perturbation methods (PFI/CFI/RFI), supporting t-, Wilcoxon-, Fisher-, and binomial tests
• CPI is now properly scoped to PerturbationImportance methods only (not available for WVIM/LOCO or SAGE)
• $importance() gains standardize parameter to normalize scores to [-1, 1] range
• $importance() and $scores() gain relation parameter (default: "difference") to compute importances as difference or ratio of baseline and post-modification loss
• Moved from $compute() to avoid recomputing predictions/refits when changing aggregation method

Data simulation helpers

• Add focused simulation DGPs for testing importance methods:
• sim_dgp_independent(): Baseline with additive independent effects
• sim_dgp_correlated(): Highly correlated features (PFI fails, CFI succeeds)
• sim_dgp_mediated(): Mediation structure (total vs direct effects)
• sim_dgp_confounded(): Confounding structure
• sim_dgp_interactions(): Interaction effects between features
• Each DGP illustrates specific methodological challenges for importance methods

Observation-wise losses and predictions

• $obs_loss() computes observation-wise importance scores when measure has a Measure$obs_loss() method
• $predictions field stores prediction objects for further analysis

Grouped feature importance

• PerturbationImportance and WVIM methods support groups parameter for grouped feature importance:
• Example: groups = list(effects = c("x1", "x2", "x3"), noise = c("noise1", "noise2"))
• In output, feature column contains group names instead of individual features
• Allows measuring importance of feature sets rather than individual features

Method-specific improvements

WVIM (Williamson's Variable Importance Measure)

• Generalizes LOCO (Leave-One-Covariate-Out) and LOCI (Leave-One-Covariate-In)
• Implemented using mlr3fselect for cleaner internals
• Parameter renamed: iters_refit → n_repeats for consistency

PerturbationImportance (PFI, CFI, RFI)

• Performance improvements:
• Uses learner$predict_newdata_fast() for faster predictions (requires mlr3 >= 1.1.0)
• Batches permutation iterations internally to reduce sampler$sample() calls

• New batch_size parameter to control memory usage with large datasets

• Parallelization support:

• Parallel execution via mirai or future backends
• Set up with mirai::daemons() or future::plan()

• Parallelizes across features within each resampling iteration

• Parameter renamed: iters_perm → n_repeats for consistency

Feature Samplers

• Breaking changes:
• Refactored API separates task-based vs external data sampling (#49):
  • $sample(feature, row_ids): Samples from stored task using row IDs
  • $sample_newdata(feature, newdata): Samples from external data
• Renamed sampler classes for hierarchical consistency:
  • PermutationSampler → MarginalPermutationSampler
  • ARFSampler → ConditionalARFSampler
  • GaussianConditionalSampler → ConditionalGaussianSampler
  • KNNConditionalSampler → ConditionalKNNSampler
  • CtreeConditionalSampler → ConditionalCtreeSampler

• Standardized parameter name: conditioning_set for features to condition on

• New samplers:

• MarginalSampler: Base class for marginal sampling methods
• MarginalReferenceSampler: Samples complete rows from reference data (for SAGE)
• KnockoffSampler: Knockoff-based sampling (#16 via @mnwright)
  • Convenience wrappers: KnockoffGaussianSampler, KnockoffSequentialSampler
  • Supports row_ids-based sampling
  • iters parameter for multiple knockoff iterations
  • Compatible with CFI (not RFI/SAGE)

SAGE (Shapley Additive Global Importance)

• Bug fix: ConditionalSAGE now properly uses conditional sampling (was accidentally using marginal sampling)

• Performance improvements:

• Uses learner$predict_newdata_fast() for faster predictions

• batch_size parameter controls memory usage for large coalitions

• Convergence tracking (#29, #33):

• Enable with early_stopping = TRUE
• Stops when relative standard error falls below se_threshold (default: 0.01)
• Requires at least min_permutations (default: 3)
• Checks convergence every check_interval permutations (default: 1)
• New fields:
  • $converged: Boolean indicating if convergence was reached
  • $n_permutations_used: Actual permutations used (may be less than requested)
  • $convergence_history: Per-feature importance and SE over permutations
• $plot_convergence(): Visualize convergence curves
• Convergence tracked for first resampling iteration only

xplainfi 0.1.0

• Initial prototype with
  • PFI
  • CFI and RFI (via arf-powered conditional sampling)
  • SAGE (marginal and conditional, the latter via arf)
  • LOCO and LOCI
• Includes comparison to reference implementation in Python via fippy

xplainfi documentation built on Feb. 27, 2026, 1:08 a.m.