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Denis-Alexander Engemann

2 accepted papers

2026

Aggregate Models, Not Explanations: Improving Feature Importance Estimation

ICML 2026poster

Feature-importance methods show promise for transforming machine learning (ML) models from predictive engines into tools for scientific discovery. However, expressive models can be unstable due to data sampling and algorithmic stochasticity, leading to inaccurate variable importance estimates, under…

Cited by 1SourceScholar
2025

Measuring Variable Importance in Heterogeneous Treatment Effects with Confidence

ICML 2025poster

Causal machine learning (ML) promises to provide powerful tools for estimating individual treatment effects. While causal methods have placed some emphasis on heterogeneity in treatment response, it is of paramount importance to clarify the nature of this heterogeneity, by highlighting which variab…