Model Interpretation¶
Association Causation
Classification of Inference Techniques¶
- IDK
- Model-Specific
- Model-Agnostic
- Scope
- Global: Explanation for entire dataset
- Local: Explanation for single data point
Inference Techniques¶
IDK | Scope | ||
---|---|---|---|
Simple Linear Regression | Model-Specific | Global | is the baseline value of when is the change in for every unit increase in is the change in baseline for group , ie baseline will now be is the additional change in in group , ie for every unit increase in , changes by \((\beta_j + \beta_\text{int})\) units for group \(G\) |
Model-Specific | Global | For every unit increase in , percentage change in is units | |
Model-Specific | Global | Elasticity of wrt is given by | |
SAGE | Model-Agnostic | Global | |
Variable/Feature Importance | Model-Agnostic | Global | Decrease of in-sample error due to splits over \(x\), averaged over all trees of ensemble |
Partial Dependence | Model-Agnostic | Global | Partial derivative of \(y\) wrt \(x\): Marginal effect of \(x\) on \(y\) after integrating out all other vars |
SHAP | Model-Agnostic | Local | |
LIME | Model-Agnostic | Local |