What does the y-axis of a Partial Dependence Plot (PDP) for binary classification mean?

Question

I am not sure what the y-axis of my PDP implies? Is that the probability for my target feature to be 1 (binary classification) or something else?

Answer 1

If you do the partial dependence plot of column a and you want to interpret the y value at x = 0.0, the y-axis value represent the average probability of class 1 computed by

• changing value of column a in all rows in your dataset to 0.0
• predicting all changed row with your fitted model
• averaging the probability given by the model

I may not good at explaining but you can read more about PDP at https://christophm.github.io/interpretable-ml-book/pdp.html. Hope this help :)