[ArXiv]
We propose an empirical measure of the approximate accuracy of feature importance estimates in deep neural networks. Our results across several large-scale image classification datasets show that many popular interpretability methods produce estimates of feature importance that are not better than a random designation of feature importance. Only certain ensemble based approaches—VarGrad and SmoothGrad-Squared—outperform such a random assignment of importance. The manner of ensembling remains critical, we show that some approaches do no better then the underlying method but carry a far higher computational burden.