Pruning variable selection ensembles

XAIRE: An ensemble-based methodology for determining the relative importance of variables in regression tasks. Application to a hospital emergency department

Nowadays it is increasingly important in many applications to understand how different factors influence a variable of interest in a predictive modeling process. This task becomes particularly important in the context of Explainable Artificial Intelligence. Knowing the relative impact of each variable on the output allows us to acquire more information about the problem and about the output provided by a model. This paper proposes a new methodology, XAIRE, that determines the relative importance of input variables in a prediction environment, considering multiple prediction models in order to increase generality and avoid bias inherent in a particular learning algorithm. Concretely, we present an ensemble-based methodology that promotes the aggregation of results from several prediction methods to obtain a relative importance ranking. Also, statistical tests are considered in the methodology in order to reveal significant differences between the relative importance of the predictor variables. As a case study, XAIRE is applied to the arrival of patients in a Hospital Emergency Department, which has resulted in one of the largest sets of different predictor variables in the literature. Results show the extracted knowledge related to the relative importance of the predictors involved in the case study.