On Pitfalls of $\textit{RemOve-And-Retrain}$: Data Processing Inequality Perspective

Abstract: Approaches for appraising feature importance approximations, alternatively referred to as attribution methods, have been established across an extensive array of contexts. The development of resilient techniques for performance benchmarking constitutes a critical concern in the sphere of explainable deep learning. This study scrutinizes the dependability of the RemOve-And-Retrain (ROAR) procedure, which is prevalently employed for gauging the performance of feature importance estimates. The insights gleaned from our theoretical foundation and empirical investigations reveal that attributions containing lesser information about the decision function may yield superior results in ROAR benchmarks, contradicting the original intent of ROAR. This occurrence is similarly observed in the recently introduced variant RemOve-And-Debias (ROAD), and we posit a persistent pattern of blurriness bias in ROAR attribution metrics. Our findings serve as a warning against indiscriminate use on ROAR metrics. The code is available as open source.