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Marginal Effect

The expected change in the model's prediction when modifying one feature while keeping the distribution of other features constant.

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Centered ICE Plot

A variant of the ICE plot where each individual curve is centered on a reference point, facilitating the comparison of relative effects between observations.

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Derivative ICE (d-ICE)

A visualization that plots the local derivative of ICE curves, highlighting points where the effect of a feature changes most significantly.

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Heterogeneity Analysis

The study of the variation of a feature's effects on predictions across different observations, revealed by ICE curves as opposed to the single PDP curve.

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Monte Carlo Integration

A numerical estimation method used to calculate expected values in PDPs by randomly sampling from the distribution of marginalized features.

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Grid Approximation

A technique for calculating PDPs by discretizing the feature space on a regular grid and evaluating the model at each grid point.

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Feature Correlation Bias

The bias introduced in PDPs when features are correlated, because marginalization creates unrealistic feature combinations in the marginal distribution.

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Variance-Based Sensitivity Analysis

A quantitative method that decomposes the variance of predictions into contributions from each feature, complementary to the qualitative information from PDPs.

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Functional ANOVA Decomposition

A theoretical framework that decomposes the prediction function into main effects and interactions, mathematically justifying PDPs as estimators of main effects.

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Bootstrap Confidence Intervals

A technique for quantifying the uncertainty of PDP estimates by resampling data and calculating confidence intervals for the dependence curves.

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Rug Plot

A complementary visualization added to PDPs showing the distribution of feature values along the x-axis, indicating regions of low or high data density.

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Prediction Function Decomposition

The mathematical process of separating the complex prediction function into interpretable components, where PDPs represent the effects of individual features.

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