These tools and metrics are designed to help AI actors develop and use trustworthy AI systems and applications that respect human rights and are fair, transparent, explainable, robust, secure and safe.
Variable Importance Cloud (VIC)
Ideally we would like to obtain a more complete understanding of variable importance for the set of models that predict almost equally well. This set of almost-equally-accurate predictive models is called the Rashomon set; it is the set of models with training loss below a threshold. A variable importance cloud (VIC) is precisely the joint set of variable importance values for all models in the Rashomon set. Specifically, we define a vector for a single predictive model, each element representing the dependence of the model on a feature. The VIC is the set of such vectors for all models in the Rashomon set.
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