Leaf Values as Coordinates: Exact Contrastive Explanation for Gradient-Boosted Ensembles

A gradient-boosted ensemble predicts by summing one leaf value per tree.

A gradient-boosted ensemble predicts by summing one leaf value per tree. Read those values as coordinates rather than as intermediate results, and every instance becomes a point in R^M on which the model acts linearly: the score is the sum of the coordinates. This small change…