Statistically Valid Variable Importance Assessment through Conditional Permutations

Variable importance assessment has become a crucial step in machine-learning applications when using complex learners, such as deep neural networks, on large-scale data. Removal-based importance assessment is currently the reference approach, particularly when statistical guarantees are sought to justify variable inclusion. It is often implemented with variable permutation schemes. On the flip side, these approaches risk misidentifying unimportant variables as important in the presence of correlations among covariates. Here we develop a systematic approach for studying Conditional Permutation Importance (CPI) that is model agnostic and computationally lean, as well as reusable benchmarks of state-of-the-art variable importance estimators. We show theoretically and empirically that $\textit{CPI}$ overcomes the limitations of standard permutation importance by providing accurate type-I error control. When used with a deep neural network, $\textit{CPI}$ consistently showed top accuracy across benchmarks. An empirical benchmark on real-world data analysis in a large-scale medical dataset showed that $\textit{CPI}$ provides a more parsimonious selection of statistically significant variables. Our results suggest that $\textit{CPI}$ can be readily used as drop-in replacement for permutation-based methods

Nilearn for new use cases: Scaling up computational and community efforts

Introduction Nilearn (https://nilearn.github.io) is a well-established Python package that provides statistical and machine learning tools for fast and easy analysis of brain images with instructive documentation and a friendly community. This focus has led to its current position as a crucial part of the neuroimaging community’s open-source software ecosystem, supporting efficient and reproducible science [1]. It has been continuously developed over the past 10 years, currently with 900 stars, 500 forks, and 176 contributors on GitHub. Nilearn leverages and builds upon other central Python machine learning packages, such as Scikit-Learn [2], that are extensively used, tested, and optimized by a large scientific and industrial community. In recent years, efforts in Nilearn have been focused on meeting evolving community needs by increasing General Linear Model (GLM) support, interfacing with initiatives like fMRIPrep and BIDS, and improving the user documentation. Here we report on progress regarding our current priorities. Methods Nilearn is developed to be accessible and easy-to-use for researchers and the open-source community. It features user-focused documentation that includes a user guide and an example gallery as well as comprehensive contribution guidelines. Nilearn is also presented in tutorials and workshops throughout the year including the Montreal Artificial Intelligence and Neuroscience (MAIN) Educational Workshop, the OHBM Brainhack event, and for the Chinese Open Science Network. The community is encouraged to ask questions, report bugs, make suggestions for improvements or new features, and make direct contributions to the source code. We use the platforms Neurostars, GitHub, and Discord to interact with contributors and users on a daily basis. Nilearn adheres to best practices in software development including using version control, unit testing, and requiring multiple reviews of contributions. We also have a continuous integration infrastructure set up to automate many aspects of our development process and make sure our code is continuously tested and up-to-date. Results Nilearn supports methods such as image manipulation and processing, decoding, functional connectivity analysis, GLM, multivariate pattern analysis, along with plotting volumetric and surface data. In the latest release, cluster-level and TFCE-based family-wise error rate (FWER) control have been added to support the mass univariate and GLM analysis modules, expanding from the already implemented voxel-level correction method (see Fig1). Optimizing Nilearn’s maskers is also underway such as the recently added classes for handling multi-subject 4D image data. These also provide the option to use parallelization to speed up computation. In addition, Nilearn has introduced a new theme to update the documentation making the website more readable and accessible (https://nilearn.github.io/). This change also sets the stage for further improvement and modernisation of several aspects of the documentation, like the user guide. Development on Nilearn’s interfaces module added a new function to write BIDS-compatible model results to disk. This and further development of the BIDS interface will facilitate interaction with other relevant community tools such as FitLins [3]. Finally, several surface plotting enhancements are in progress including improving the API for background maps (see Fig2). Conclusion Nilearn is extensively used by researchers of the neuroimaging community due to its implementations of well-founded methods and visualization tools which are often essential in brain imaging research for quality control and communicating results. Recent work has highlighted areas where more active work is needed to scale the project both technically and socially, including: working with large datasets, better supporting analyses on the cortical surface, and advancing standard practice in neuroimaging statistics through active community outreach. References [1] Poldrack, R., Gorgolewski, K., Varoquaux, G. (2019). Computational and Informatic Advances for Reproducible Data Analysis in Neuroimaging Annual Review of Biomedical Data Science 2(1), 119-138. https://dx.doi.org/10.1146/annurev-biodatasci-072018-021237 [2] Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., Vanderplas, J., Passos, A., Cournapeau, D., Brucher, M., Perrot, M., Duchesnay, E. (2011). Scikit-learn: Machine Learning in Python, Journal of Machine Learning Research, 12, 2825-2830. [3] Markiewicz, C. J., De La Vega, A., Wagner, A., Halchenko, Y. O., Finc, K., Ciric, R., Goncalves, M., Nielson, D. M., Kent, J. D., Lee, J. A., Bansal, S., Poldrack, R. A., Gorgolewski, K. J. (2022). poldracklab/fitlins: 0.11.0 (0.11.0). Zenodo. https://doi.org/10.5281/zenodo.7217447This poster was presented at OHBM 2023

Statistically Valid Variable Importance Assessment through Conditional Permutations

International audienceVariable importance assessment has become a crucial step in machine-learning applications when using complex learners, such as deep neural networks, on large-scale data. Removal-based importance assessment is currently the reference approach, particularly when statistical guarantees are sought to justify variable inclusion. It is often implemented with variable permutation schemes. On the flip side, these approaches risk misidentifying unimportant variables as important in the presence of correlations among covariates. Here we develop a systematic approach for studying Conditional Permutation Importance (CPI) that is model agnostic and computationally lean, as well as reusable benchmarks of state-of-the-art variable importance estimators. We show theoretically and empirically that CPI overcomes the limitations of standard permutation importance by providing accurate type-I error control. When used with a deep neural network, CPI consistently showed top accuracy across benchmarks. An experiment on real-world data analysis in a largescale medical dataset showed that CPI provides a more parsimonious selection of statistically significant variables. Our results suggest that CPI can be readily used as drop-in replacement for permutation-based methods

Statistically Valid Variable Importance Assessment through Conditional Permutations

International audienceVariable importance assessment has become a crucial step in machine-learning applications when using complex learners, such as deep neural networks, on large-scale data. Removal-based importance assessment is currently the reference approach, particularly when statistical guarantees are sought to justify variable inclusion. It is often implemented with variable permutation schemes. On the flip side, these approaches risk misidentifying unimportant variables as important in the presence of correlations among covariates. Here we develop a systematic approach for studying Conditional Permutation Importance (CPI) that is model agnostic and computationally lean, as well as reusable benchmarks of state-of-the-art variable importance estimators. We show theoretically and empirically that CPI overcomes the limitations of standard permutation importance by providing accurate type-I error control. When used with a deep neural network, CPI consistently showed top accuracy across benchmarks. An experiment on real-world data analysis in a largescale medical dataset showed that CPI provides a more parsimonious selection of statistically significant variables. Our results suggest that CPI can be readily used as drop-in replacement for permutation-based methods

Variable importance in high-dimensional settings requires grouping

International audienceExplaining the decision process of machine learning algorithms is nowadays crucial for both model's performance enhancement and human comprehension. This can be achieved by assessing the variable importance of single variables, even for high-capacity non-linear methods, e.g. Deep Neural Networks (DNNs). While only removal-based approaches, such as Permutation Importance (PI), can bring statistical validity, they return misleading results when variables are correlated. Conditional Permutation Importance (CPI) bypasses PI's limitations in such cases. However, in high-dimensional settings, where high correlations between the variables cancel their conditional importance, the use of CPI as well as other methods leads to unreliable results, besides prohibitive computation costs. Grouping variables statistically via clustering or some prior knowledge gains some power back and leads to better interpretations. In this work, we introduce BCPI (Block-Based Conditional Permutation Importance), a new generic framework for variable importance computation with statistical guarantees handling both single and group cases. Furthermore, as handling groups with high cardinality (such as a set of observations of a given modality) are both time-consuming and resource-intensive, we also introduce a new stacking approach extending the DNN architecture with sub-linear layers adapted to the group structure. We show that the ensuing approach extended with stacking controls the type-I error even with highly-correlated groups and shows top accuracy across benchmarks. Furthermore, we perform a real-world data analysis in a large-scale medical dataset where we aim to show the consistency between our results and the literature for a biomarker prediction

Variable importance in high-dimensional settings requires grouping

International audienceExplaining the decision process of machine learning algorithms is nowadays crucial for both model's performance enhancement and human comprehension. This can be achieved by assessing the variable importance of single variables, even for high-capacity non-linear methods, e.g. Deep Neural Networks (DNNs). While only removal-based approaches, such as Permutation Importance (PI), can bring statistical validity, they return misleading results when variables are correlated. Conditional Permutation Importance (CPI) bypasses PI's limitations in such cases. However, in high-dimensional settings, where high correlations between the variables cancel their conditional importance, the use of CPI as well as other methods leads to unreliable results, besides prohibitive computation costs. Grouping variables statistically via clustering or some prior knowledge gains some power back and leads to better interpretations. In this work, we introduce BCPI (Block-Based Conditional Permutation Importance), a new generic framework for variable importance computation with statistical guarantees handling both single and group cases. Furthermore, as handling groups with high cardinality (such as a set of observations of a given modality) are both time-consuming and resource-intensive, we also introduce a new stacking approach extending the DNN architecture with sub-linear layers adapted to the group structure. We show that the ensuing approach extended with stacking controls the type-I error even with highly-correlated groups and shows top accuracy across benchmarks. Furthermore, we perform a real-world data analysis in a large-scale medical dataset where we aim to show the consistency between our results and the literature for a biomarker prediction