Peeking Inside the Black Box: Visualizing Statistical Learning With Plots of Individual Conditional Expectation

Classical partial dependence plots (PDPs) help visualize the average partial relationship between the predicted response and one or more features. In the presence of substantial interaction effects, the partial response relationship can be heterogeneous.

Thus, an average curve, such as the PDP, can obfuscate the complexity of the modeled relationship. Accordingly, ICE plots refine the PDP by graphing the functional relationship between the predicted response and the feature for individual observations. Specifically, ICE plots highlight the variation in the fitted values across the range of a covariate, suggesting where and to what extent heterogeneities might exist.