Provides methods for quantifying the information gain contributed by individual modalities in multimodal regression models. Information gain is measured using Expected Relative Entropy (ERE) or pseudo-R² metrics, with corresponding confidence intervals. Currently supports linear regression, logistic regression, and the Cox proportional hazards model. A robust Median-of-Means based estimator is also provided for heavy-tailed responses under the Gaussian and Negative-Binomial families, with basic bootstrap confidence intervals.