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Generating Effect Plots in Python and R

MIchael Mayer builds some effect plots:

The plots show different types of feature effects relevant in modeling:

  • Average observed: Descriptive effect (also interesting without model).
  • Average predicted: Combined effect of all features. Also called “M Plot” (Apley 2020).
  • Partial dependence: Effect of one feature, keeping other feature values constant (Friedman 2001).
  • Number of observations or sum of case weights: Feature value distribution.
  • R only: Accumulated local effects, an alternative to partial dependence (Apley 2020).

Click through to see how they both work.