When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in interpretation, there is a lack of consensus regarding how features' importance is quantified, which makes the explanations offered for the outcomes mostly unreliable. A possible solution to address the lack of agreement is to combine the results from multiple feature importance quantifiers to reduce the variance of estimates. Our hypothesis is that this will lead to more robust and trustworthy interpretations of the contribution of each feature to machine learning predictions. To assist test this hypothesis, we propose an extensible Framework divided in four main parts: (i) traditional data pre-processing and preparation for predictive machine learning models; (ii) predictive machine learning; (iii) feature importance quantification and (iv) feature importance decision fusion using an ensemble strategy. We also introduce a novel fusion metric and compare it to the state-of-the-art. Our approach is tested on synthetic data, where the ground truth is known. We compare different fusion approaches and their results for both training and test sets. We also investigate how different characteristics within the datasets affect the feature importance ensembles studied. Results show that our feature importance ensemble Framework overall produces 15% less feature importance error compared to existing methods. Additionally, results reveal that different levels of noise in the datasets do not affect the feature importance ensembles' ability to accurately quantify feature importance, whereas the feature importance quantification error increases with the number of features and number of orthogonal informative features.
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