Giles Hooker, Lucas Mentch, Siyu Zhou. Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance. Statistics and Computing, 31(6):82, 2021. [doi]
@article{HookerMZ21,
title = {Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance},
author = {Giles Hooker and Lucas Mentch and Siyu Zhou},
year = {2021},
doi = {10.1007/s11222-021-10057-z},
url = {https://doi.org/10.1007/s11222-021-10057-z},
researchr = {https://researchr.org/publication/HookerMZ21},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {31},
number = {6},
pages = {82},
}