IMEX Interaction-Based Model Explanation

Abstract: In predictive modeling, the ability to explain why a model produces a given target prediction has become increasingly important [5, 10]. Black-box models do not provide a transparent description of the internal mechanisms that generate the prediction, making even accurate predictions difficult to interpret and validate. In critical contexts, predictive accuracy alone is not a sufficient validation metric if the reasons underlying model decisions remain unexplained. The IMEX (Interaction-Based Model Explanation) approach represents a methodological direction within explainable predictive modeling. IMEX is designed to identify which variables contribute most to the target prediction and which interactions among variables are significant in determining the target. The method does not impose limitations on higher-order interaction analysis, allowing the investigation of feature subsets with cardinality greater than two. Beyond the identification of feature importance, IMEX enables the exploration of interaction patterns that may be consistent with latent mechanisms influencing the outcome. Through the application of the IMEX algorithm, it is possible to construct an interpretability map of the predictions. The IMEX framework is built on two complementary metrics: Static Correlation Power (PCS), which quantifies the contribution of individual features, and Interaction Correlation Power (PCI), which captures non-additive effects among features. In the present work, the PCS component is experimentally validated through a comparison with INVASE [18] on three synthetic datasets with known structures. The results indicate that IMEX can recover relevant feature-level structures in the presence of non-linear, conditional, and multicollinear relationships between input features and prediction targets.

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