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plotPartialDependence

Create partial dependence plot (PDP) and individual conditional expectation (ICE) plots

Syntax

plotPartialDependence(Mdl,Vars)
plotPartialDependence(Mdl,Vars,X)
plotPartialDependence(___,Name,Value)
ax = plotPartialDependence(___)

Description

example

plotPartialDependence(Mdl,Vars) creates a PDP between features listed in Vars and responses predicted by using predictor data and a trained regression model in Mdl.

example

plotPartialDependence(Mdl,Vars,X) creates a PDP by using new predictor data in X.

example

plotPartialDependence(___,Name,Value) uses additional options specified by one or more name-value pair arguments in addition to any of the arguments in the previous syntaxes. For example, if you specify 'Conditional','absolute', the plotPartialDependence function creates a figure including a PDP, a scatter plot of the selected feature and predicted responses, and an ICE plot for each observation.

example

ax = plotPartialDependence(___) returns the axes of the plot using any of the input arguments combinations in the previous syntaxes.

Examples

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Train a regression tree using the carsmall data set, and create a PDP that shows the relationship between a feature and the predicted responses in the trained regression tree.

Load the carsmall data set.

load carsmall

Specify Weight, Cylinders, and Horsepower as the predictor variables (X), and MPG as the response variable (Y).

X = [Weight,Cylinders,Horsepower];
Y = MPG;

Construct a regression tree using X and Y.

Mdl = fitrtree(X,Y);

View a graphical display of the trained regression tree.

view(Mdl,'Mode','graph')

Create a PDP of the first predictor variable, Weight.

plotPartialDependence(Mdl,1)

The blue line represents averaged partial relationships between Weight (labeled as x1) and MPG (labeled as Y) in the trained regression tree Mdl.

The regression tree viewer shows that the first decision is whether x1 is smaller than 3085.5. The PDP also shows a large change near x1 = 3085.5. The tree viewer visualizes each decision at each node based on predictor variables. You can find several nodes split based on the values of x1, but it is not easy to figure out the dependence of Y on x1. However, the PDP plots averaged predicted responses against x1, so you can clearly see the partial dependence of Y on x1.

The labels x1 and Y are the default values of the predictor names and the response name. You can modify these names by specifying the name-value pair arguments 'PredictorNames' and 'ResponseName' when you train Mdl using fitrtree. You can also modify axis labels by using the xlabel and ylabel functions.

Train a Gaussian process regression model using generated sample data where a response variable includes interactions between predictor variables. Then, create ICE plots that show the relationship between a feature and the predicted responses for each observation.

Generate sample predictor data x1 and x2.

rng('default') % For reproducibility
n = 200;
x1 = rand(n,1)*2-1;
x2 = rand(n,1)*2-1;

Generate response values that include interactions between x1 and x2.

Y = x1-2*x1.*(x2>0)+0.1*rand(n,1);

Construct a Gaussian process regression model using [x1 x2] and Y.

Mdl = fitrgp([x1 x2],Y);

Create a figure including a PDP (red line) for the first predictor x1, a scatter plot (black circle markers) of x1 and predicted responses, and a set of ICE plots (gray lines) by specifying 'Conditional' as 'centered'.

plotPartialDependence(Mdl,1,'Conditional','centered')

When 'Conditional' is 'centered', plotPartialDependence offsets plots so that all plots start from zero, which is helpful in examining the cumulative effect of the selected feature.

A PDP finds averaged relationships, so it does not reveal hidden dependencies especially when responses include interactions between features. However, the ICE plots clearly show two different dependencies of responses on x1.

Train a regression ensemble using the carsmall data set, and create a PDP plot and ICE plots for each predictor variable using a new data set, carbig. Then, compare the figures to analyze the importance of predictor variables. Also, compare the results with the estimates of predictor importance returned by the predictorImportance function.

Load the carsmall data set.

load carsmall

Specify Weight, Cylinders, Horsepower, and Model_Year as the predictor variables (X), and MPG as the response variable (Y).

X = [Weight,Cylinders,Horsepower,Model_Year];
Y = MPG;

Train a regression ensemble using X and Y.

Mdl = fitrensemble(X,Y, ...
    'PredictorNames',{'Weight','Cylinders','Horsepower','Model Year'}, ...
    'ResponseName','MPG');

Compare the importance of predictor variables by using the plotPartialDependence and predictorImportance functions. The plotPartialDependence function visualizes the relationships between a selected predictor and predicted responses. predictorImportance summarizes the importance of a predictor with a single value.

Create a figure including a PDP plot (red line) and ICE plots (gray lines) for each predictor by using plotPartialDependence and specifying 'Conditional','absolute'. Each figure also includes a scatter plot (black circle markers) of the selected predictor and predicted responses. Also, load the carbig data set and use it as new predictor data, Xnew. When you provide Xnew, the plotPartialDependence function uses Xnew instead of the predictor data in Mdl.

load carbig
Xnew = [Weight,Cylinders,Horsepower,Model_Year];

f = figure;
f.Position = [100 100 1.75*f.Position(3:4)]; % Enlarge figure for visibility.
for i = 1 : 4
    subplot(2,2,i)
    plotPartialDependence(Mdl,i,Xnew,'Conditional','absolute')
end

Compute estimates of predictor importance by using predictorImportance. This function sums changes in the mean-squared error (MSE) due to splits on every predictor, and then divides the sum by the number of branch nodes.

imp = predictorImportance(Mdl);
figure;
bar(imp);
title('Predictor Importance Estimates');
ylabel('Estimates');
xlabel('Predictors');
ax = gca;
ax.XTickLabel = Mdl.PredictorNames;

The variable Weight has the most impact on MPG according to predictor importance. The PDP of Weight also shows that MPG has high partial dependence on Weight. The variable Cylinders has the least impact on MPG according to predictor importance. The PDP of Cylinders also shows that MPG does not change much depending on Cylinders.

Train a support vector machine (SVM) regression model using the carsmall data set, and create a PDP for two predictor variables. Then, extract partial dependence estimates from the output of plotPartialDependence.

Load the carsmall data set.

load carsmall

Specify Weight, Cylinders, and Horsepower as the predictor variables (Tbl).

Tbl = table(Weight,Cylinders,Horsepower);

Construct a support vector machine (SVM) regression model using Tbl and the response variable MPG. Use a Gaussian kernel function with an automatic kernel scale.

Mdl = fitrsvm(Tbl,MPG,'ResponseName','MPG', ...
    'KernelFunction','gaussian','KernelScale','auto');

Create a PDP that visualizes partial dependence of predicted responses (MPG) on the predictor variables Weight and Horsepower. Use the QueryPoints name-value pair argument to specify the points to compute partial dependence.

pt1 = linspace(min(Weight),max(Weight),50)';
pt2 = linspace(min(Horsepower),max(Horsepower),50)';
ax = plotPartialDependence(Mdl,{'Weight','Horsepower'},'QueryPoints',[pt1 pt2]);
view(140,30) % Modify the viewing angle

The PDP shows an interaction effect between Weight and Horsepower.

Extract the estimated partial dependence of MPG on Weight and Horsepower. The XData, YData, and ZData values of ax.Children are x-axis values (the first selected predictor values), y-axis values (the second selected predictor values), and z-axis values (the corresponding partial dependence values), respectively.

xval = ax.Children.XData;
yval = ax.Children.YData;
zval = ax.Children.ZData;

If you specify 'Conditional' as 'absolute', plotPartialDependence creates a figure including a PDP, a scatter plot, and a set of ICE plots. ax.Children(1) and ax.Children(2) correspond to the PDP and scatter plot, respectively. The remaining elements of ax.Children correspond to the ICE plots. The XData and YData values of ax.Children(i) are x-axis values (the selected predictor values) and y-axis values (the corresponding partial dependence values), respectively.

Input Arguments

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Trained regression model, specified as a full or compact regression model object described in the following table.

Trained Model TypeRegression Model ObjectReturned By
Bootstrap aggregation for ensemble of decision treesTreeBagger, CompactTreeBaggerTreeBagger, compact
Ensemble of regression modelsRegressionEnsemble, RegressionBaggedEnsemble, CompactRegressionEnsemblefitrensemble, compact
Gaussian process regressionRegressionGP, CompactRegressionGPfitrgp, compact
Generalized linear mixed-effect modelGeneralizedLinearMixedModelfitglme
Generalized linear modelGeneralizedLinearModel, CompactGeneralizedLinearModelfitglm, stepwiseglm, compact
Linear mixed-effect modelLinearMixedModelfitlme, fitlmematrix
Linear regressionLinearModel, CompactLinearModelfitlm, stepwiselm, compact
Linear regression for high-dimensional dataRegressionLinearfitrlinear
Nonlinear regressionNonLinearModelfitnlm
Regression treeRegressionTree, CompactRegressionTreefitrtree, compact
Support vector machine regressionRegressionSVM, CompactRegressionSVMfitrsvm, compact

If Mdl is a compact regression model object, you must provide X.

plotPartialDependence does not support a trained model object with a sparse matrix. If you train Mdl by using fitrlinear, use a full numeric matrix for predictor data where rows correspond to individual observations.

Features to visualize, specified as a vector of positive integers, character vector or string scalar, string array, or cell array of character vectors. You can choose one or two features, as shown in the following tables.

One Feature

ValueDescription
positive integerIndex value corresponding to the column of the predictor data to visualize.
character vector or string scalar

Name of a predictor variable to visualize. The name must match the entry in Mdl.PredictorNames.

Two Features

ValueDescription
vector of two positive integersIndex values corresponding to the columns of the predictor data to visualize.
string array or cell array of character vectors

Names of the predictor variables to visualize. Each element in the array is the name of a predictor variable. The names must match the entries in Mdl.PredictorNames.

Example: {'x1','x3'}

Data Types: single | double | char | string | cell

Predictor data, specified as a numeric matrix or table. Each row of X corresponds to one observation, and each column corresponds to one variable.

  • If Mdl is a full regression model object, plotPartialDependence uses the predictor data in Mdl. If you provide X, then plotPartialDependence does not use the predictor data in Mdl and uses X only.

  • If Mdl is a compact regression model object, you must provide X.

X must be consistent with the predictor data that trained Mdl, stored in either Mdl.X or Mdl.Variables.

  • If you trained Mdl using a numeric matrix, then X must be a numeric matrix. The variables making up the columns of X must have the same number and order as the predictor variables that trained Mdl.

  • If you trained Mdl using a table (for example, Tbl), then X must be a table. All predictor variables in X must have the same variable names and data types as the names and types in Tbl. However, the column order of X does not need to correspond to the column order of Tbl.

  • plotPartialDependence does not support a sparse matrix.

Data Types: single | double | table

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: plotPartialDependence(Mdl,Vars,X,'NumObservationsToSample',100,'UseParallel',true) creates a PDP by using 100 sampled observations in X and executing for-loop iterations in parallel.

Plot type, specified as the comma-separated pair consisting of 'Conditional' and 'none', 'absolute', or 'centered'.

ValueDescription
'none'

plotPartialDependence creates a PDP.

  • If you select one numeric feature in Vars, plotPartialDependence computes partial dependence at values between the minimum and maximum of the selected feature and creates a PDP with a solid blue line.

  • If you select one categorical feature in Vars, plotPartialDependence computes predicted responses at all categorical values and plots partial dependence with blue circle markers connected with a dotted line.

  • If you select two features in Vars, plotPartialDependence creates a surface plot.

'absolute'

plotPartialDependence creates a figure including the following three types of plots:

  • PDP with a solid red line

  • Scatter plot of the selected feature and predicted responses with black circle markers

  • ICE plot for each observation with a solid gray line

This value is valid when you select only one feature.

'centered'

plotPartialDependence creates a figure including the same three types of plots as 'absolute'. plotPartialDependence offsets plots so that all plots start from zero.

This value is valid when you select only one feature.

For details, see Partial Dependence Plot and Individual Conditional Expectation Plots.

Example: 'Conditional','absolute'

Number of observations to sample, specified as the comma-separated pair consisting of 'NumObservationsToSample' and a positive integer. The default value is the number of total observations in either Mdl or X. If you specify a value larger than the number of total observations, then plotPartialDependence uses all observations.

plotPartialDependence samples observations without replacement by using the function datasample and uses the sampled observations to compute partial dependence. If you specify 'Conditional' as either 'absolute' or 'centered', plotPartialDependence creates a figure including an ICE plot for each sampled observation.

Example: 'NumObservationsToSample',100

Data Types: single | double

Axes in which to plot, specified as the comma-separated pair consisting of 'ParentAxisHandle' and an axes object. If you do not specify the axes and if the current axes are Cartesian, then plotPartialDependence uses the current axes (gca). If axes do not exist, plotPartialDependence plots in a new figure.

Example: 'ParentAxisHandle',ax

Points to compute partial dependence, specified as the comma-separated pair consisting of 'QueryPoints' and a numeric column vector, a numeric two-column matrix, or a cell array of two numeric column vectors.

The default value is a numeric column vector or a numeric two-column matrix, depending on the number of selected features, where a column contains 100 evenly spaced points between the minimum and maximum values of the selected feature.

  • If you select one feature in Vars, use a numeric column vector.

  • If you select two features in Vars:

    • Use a numeric two-column matrix to specify the same number of points for each feature.

    • Use a cell array of two numeric column vectors to specify a different number of points for each feature.

The default values for a categorical feature are all categorical values in the selected feature. You cannot modify 'QueryPoints' for a categorical feature. If you select one numeric feature and one categorical feature, you can specify 'QueryPoints' for a numeric feature by using a cell array consisting of a numeric column vector and an empty array.

Example: 'QueryPoints',{pt,[]}

Data Types: single | double | cell

Flag to run in parallel, specified as the comma-separated pair consisting of 'UseParallel' and true or false. If you specify 'UseParallel' as true, plotPartialDependence executes for-loop iterations in parallel by using parfor when predicting responses for each observation and averaging them.

Example: 'UseParallel',true

Data Types: logical

Output Arguments

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Axes of the plot, returned as an axes object. For details on how to modify the appearance of the axes and extract data from plots, see Axes Appearance (MATLAB) and Extract Partial Dependence Estimates from Plots.

More About

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Partial Dependence Plot

A partial dependence plot[1] (PDP) visualizes relationships between features and predicted responses in a trained regression model. plotPartialDependence creates either a line plot or a surface plot of predicted responses against a single feature or a pair of features, respectively, by marginalizing over the other variables.

Consider a PDP for a subset XS of the whole feature set X = {x1, x2, …, xm}. A subset XS includes either one feature or two features: XS = {xS1} or XS = {xS1, xS2}. Let XC be the complementary set of XS in X. A predicted response f(X) depends on all features in X:

f(X) = f(XS, XC).

The partial dependence of predicted responses on XS is defined by the expectation of predicted responses with respect to XC:

fS(XS)=EC[f(XS,XC)]=f(XS,XC)pC(XC)dXC,

where pC(XC) is the marginal probability of XC, that is, pC(XC)p(XS,XC)dXS. Assuming that each observation is equally likely, and the dependence between XS and XC and the interactions of XS and XC in responses are not strong, plotPartialDependence estimates the partial dependence by using observed predictor data as follows:

fS(XS)1Ni=1Nf(XS,XiC),(1)

where N is the number of observations and Xi = (XiS, XiC) is the ith observation.

plotPartialDependence creates a PDP by using Equation 1. Input a trained model (f(·)) and select features (XS) to visualize by using the input arguments Mdl and Vars, respectively. plotPartialDependence computes partial dependence at 100 evenly spaced points of XS or the points that you specify by using the 'QueryPoints' name-value pair argument. You can specify the number (N) of observations to sample from given predictor data by using the 'NumObservationsToSample' name-value pair argument.

Individual Conditional Expectation Plots

An individual conditional expectation (ICE) plot[2], as an extension of a PDP, visualizes the relationship between a feature and the predicted responses for each observation. While a PDP visualizes the averaged relationship between features and predicted responses, a set of ICE plots disaggregates the averaged information and visualizes an individual dependence for each observation.

plotPartialDependence creates an ICE plot for each observation. A set of ICE plots is useful to investigate heterogeneities of partial dependence originating from different observations. plotPartialDependence can also create ICE plots with any predictor data provided through the input argument X. You can use this feature to explore predicted response space.

Consider an ICE plot for a selected feature xS with a given observation XiC, where XS = {xS}, XC is the complementary set of XS in the whole feature set X, and Xi = (XiS, XiC) is the ith observation. The ICE plot corresponds to the summand of the summation in Equation 1:

fSi(XS)=f(XS,XiC).

plotPartialDependence plots fSi(XS) for each observation i when you specify 'Conditional' as 'absolute'. If you specify 'Conditional' as 'centered', plotPartialDependence draws all plots after removing level effects due to different observations:

fSi,centered(XS)=f(XS,XiC)f(min(XS),XiC).

This subtraction ensures that each plot starts from zero, so that you can examine the cumulative effect of XS and the interactions between XS and XC.

Weighted Traversal Algorithm

The weighted traversal algorithm[1] is a method to estimate partial dependence for a tree-based regression model. The estimated partial dependence is the weighted average of response values corresponding to the leaf nodes visited during the tree traversal.

Let XS be a subset of the whole feature set X and XC be the complementary set of XS in X. For each XS value to compute partial dependence, the algorithm traverses a tree from the root (beginning) node down to leaf (terminal) nodes and finds the weights of leaf nodes. The traversal starts by assigning a weight value of one at the root node. If a node splits by XS, the algorithm traverses to the appropriate child node depending on the XS value. The weight of the child node becomes the same value as its parent node. If a node splits by XC, the algorithm traverses to both child nodes. The weight of each child node becomes a value of its parent node multiplied by the fraction of observations corresponding to each child node. After completing the tree traversal, the algorithm computes the weighted average by using the assigned weights.

For an ensemble of regression trees, the estimated partial dependence is an average of the weighted averages over the individual regression trees.

Algorithms

plotPartialDependence uses a predict function to predict responses. plotPartialDependence chooses the proper predict function according to Mdl and runs predict with its default settings. For details about each predict function, see the predict function in the following table. If Mdl is a tree-based model and 'Conditional' is 'none', then plotPartialDependence uses the weighted traversal algorithm instead of the predict function. For details, see Weighted Traversal Algorithm.

Trained Model TypeRegression Model ObjectFunction to Predict Responses
Bootstrap aggregation for ensemble of decision treesCompactTreeBaggerpredict
Bootstrap aggregation for ensemble of decision treesTreeBaggerpredict
Ensemble of regression modelsRegressionEnsemble, RegressionBaggedEnsemble, CompactRegressionEnsemblepredict
Gaussian process regressionRegressionGP, CompactRegressionGPpredict
Generalized linear mixed-effect modelGeneralizedLinearMixedModelpredict
Generalized linear modelGeneralizedLinearModel, CompactGeneralizedLinearModelpredict
Linear mixed-effect modelLinearMixedModelpredict
Linear regressionLinearModel, CompactLinearModelpredict
Linear regression for high-dimensional dataRegressionLinearpredict
Nonlinear regressionNonLinearModelpredict
Regression treeRegressionTree, CompactRegressionTreepredict
Support vector machine regressionRegressionSVM, CompactRegressionSVMpredict

References

[1] Friedman, J. H. “Greedy function approximation: a gradient boosting machine.” The Annals of Statistics. Vol. 29, No. 5, 2001, pp. 1189-1232.

[2] Goldstein, A., A. Kapelner, J. Bleich, and E. Pitkin. “Peeking inside the black box: Visualizing statistical learning with plots of individual conditional expectation.” Journal of Computational and Graphical Statistics. Vol. 24, No. 1, 2015, pp. 44-65.

[3] Hastie, T., R. Tibshirani, and J. H. Friedman. The Elements of Statistical Learning. New York: Springer, 2001.

Extended Capabilities

Introduced in R2017b