Description
Some discussions from a workshop on interpretation lead us to propose some potential improvements regarding the PDP and ICE plotting utilities.
Regarding PDP, it could be nice to get information regarding the distribution of the in-domain samples for a specific feature. Zhao and Hastie illustrate this in-domain values with a scatter plot in the following paper (p. 7). We potentially could provide such visualization or an alternative representation that could encode this information (e.g., histogram or box-plot). We should probably make some proposal and see what is best.
Regarding ICE, we currently offer the option subsample that will randomly subsample the available ICE. However, it seems to be more meaningful to build percentile from the available ICE lines instead of plotting the ICE lines. Optionally, we could use subsample to compute the different percentile.
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