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giuseppec / iml

iml: interpretable machine learning R package
https://giuseppec.github.io/iml/
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How to interprete Accumulated Local Effects plot #201

Closed xiaochi-liu closed 1 year ago

xiaochi-liu commented 1 year ago

Hello, the interpretation of the ALE plot confuses me a lot. The book says

ALE plots are centered at zero.This makes their interpretation nice, because the value at each point of the ALE curve is the difference to the mean prediction.

May I ask, what does this mean prediction refer to specifically? Is it just the average of the model's predicted values?

Your kind guidance is much appreciated!

christophM commented 1 year ago

Yes, the mean prediction is the average over the predictions. So a value of +1 of an ALE curve is relative to this mean prediction.

xiaochi-liu commented 1 year ago

Got it. Thank you so much @christophM!