ML 17: Partial Dependence Asks the Model About Rows That Do Not Exist
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. With y = x1 + 2 x2² and x2 a noisy copy of x1, the true effect of x1 is a straight line of slope 1. With independent inputs, the partial dependence plot of a random forest has slope 0....