🧠 Interpret Variable Importance

Focus question: How do different Variables—and their interactions—impact my model’s predictions?

1 Global Importance

Ranked Features by Importance

(SHAP Bar Plot)
(a) output_1
(b) output_2

Figure 1: Bar plot showing the ranked importance of features based on average absolute SHAP values. This plot helps identify the most influential features, enabling better feature selection and model interpretation.

Visualized Feature Effects

(SHAP Beeswarm Plot)
(a) output_1
(b) output_2

Figure 2: Beeswarm plot visualizing the impact of features on individual predictions. This plot provides insights into how features contribute to predictions, helping detect patterns, interactions, and outliers that can improve model understanding and refinement.

2 Variable Interaction

Visualize Variable Interactions

(SHAP Interaction Heatmap)
(a) output_1
(b) output_2

Figure 3: Heatmap of the estimated pairwise SHAP interaction strengths between input variables. This plot is essential for revealing complex dependencies and interactions between features. NOTE interaction can alter the true rank of feature importance.

Explore Feature Dependence

(SHAP Dependence Plot)
(a) input_1-vs-input_2
(b) input_1-vs-input_3
(c) input_1-vs-input_4
(d) input_1-vs-input_5
(e) input_1-vs-input_6
(f) input_1-vs-input_7
(g) input_1-vs-input_8
(h) input_2-vs-input_3
(i) input_2-vs-input_4
(j) input_2-vs-input_5
(k) input_2-vs-input_6
(l) input_2-vs-input_7
(m) input_2-vs-input_8
(n) input_3-vs-input_4
(o) input_3-vs-input_5
(p) input_3-vs-input_6
(q) input_3-vs-input_7
(r) input_3-vs-input_8
(s) input_4-vs-input_5
(t) input_4-vs-input_6
(u) input_4-vs-input_7
(v) input_4-vs-input_8
(w) input_5-vs-input_6
(x) input_5-vs-input_7
(y) input_5-vs-input_8
(z) input_6-vs-input_7
({) input_6-vs-input_8
(|) input_7-vs-input_8
(}) input_1-vs-input_2
(~) input_1-vs-input_3
() input_1-vs-input_4
(€) input_1-vs-input_5
() input_1-vs-input_6
(‚) input_1-vs-input_7
(ƒ) input_1-vs-input_8
(„) input_2-vs-input_3
(…) input_2-vs-input_4
(†) input_2-vs-input_5
(‡) input_2-vs-input_6
(ˆ) input_2-vs-input_7
(‰) input_2-vs-input_8
(Š) input_3-vs-input_4
(‹) input_3-vs-input_5
(Œ) input_3-vs-input_6
() input_3-vs-input_7
(Ž) input_3-vs-input_8
() input_4-vs-input_5
() input_4-vs-input_6
(‘) input_4-vs-input_7
(’) input_4-vs-input_8
(“) input_5-vs-input_6
(”) input_5-vs-input_7
(•) input_5-vs-input_8
(–) input_6-vs-input_7
(—) input_6-vs-input_8
(˜) input_7-vs-input_8

Figure 4: Feature Dependence Plot (SHAP) used to identify feature impact and feature interaction. Identifying interaction effects: Vertical spread at a fixed x-axis value indicates that the SHAP value (i.e., feature impact) varies across samples with the same feature value. If this vertical dispersion is systematically colored (e.g., gradients or bands), it suggests an interaction between the x-axis feature and the color-coded feature. The more structured the color variation, the stronger the likely interaction.