Analyzing Error Sources in Global Feature Effect Estimation
arXiv:2603.15057v2 Announce Type: replace Abstract: Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on multiple sources of error. Despite the popularity of global feature effects, these error sources are largely unexplored. In particular, the practically relevant question of whether to use training or holdout data to estimate feature effects remains unanswered. We […]