Variable importance measure for spatial machine learning models with application to air pollution exposure prediction

Abstract

Exposure assessment is fundamental to air pollution cohort studies. The objective is to predict air pollution exposures for study subjects at locations without data in order to optimize our ability to learn about health effects of air pollution. In addition to generating accurate predictions to minimize exposure measurement error, understanding the mechanism captured by the model is another crucial aspect that may not always be straightforward due to the complex nature of machine learning methods, as well as the lack of unifying notions of variable importance. This is further complicated in air pollution modeling by the presence of spatial correlation. We tackle these challenges in two datasets: sulfur (S) from regulatory United States national PM2.5 sub-species data and ultrafine particles (UFP) from a new Seattle-area traffic-related air pollution dataset. Our key contribution is a leave-one-out approach for variable importance that leads to interpretable and comparable measures for a broad class of models with separable mean and covariance components. We illustrate our approach with several spatial machine learning models, and it clearly highlights the difference in model mechanisms, even for those producing similar predictions. We leverage insights from this variable importance measure to assess the relative utilities of two exposure models for S and UFP that have similar out-of-sample prediction accuracies but appear to draw on different types of spatial information to make predictions.