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ML Academy

Introduced on day 17

ALE plot (accumulated local effects)

An effect plot that accumulates the average local change in prediction within narrow windows of a feature, using only combinations of values that occur in the data.

In detail

Because it differences predictions inside windows of the feature rather than setting the feature everywhere, ALE avoids the unrealistic extrapolation of a PDP when features are correlated (Apley and Zhu, 2020). Its curve is centered, so read slopes and differences, not absolute levels.