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Working Paper
Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values
Machine learning and artificial intelligence methods are often referred to as “black boxes” when compared with traditional regression-based approaches. However, both traditional and machine learning methods are concerned with modeling the joint distribution between endogenous (target) and exogenous (input) variables. Where linear models describe the fitted relationship between the target and input variables via the slope of that relationship (coefficient estimates), the same fitted relationship can be described rigorously for any machine learning model by first-differencing the partial ...