Explaining Machine Learning Predictive Models through Conditional Expectation Methods

Fuente: arXiv
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Main Authors: Ruiz-España, Silvia, Arnal, Laura, Signol, François, Perez-Cortes, Juan-Carlos, Arlandis, Joaquim
Format: Preprint
Published: 2026
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author Ruiz-España, Silvia
Arnal, Laura
Signol, François
Perez-Cortes, Juan-Carlos
Arlandis, Joaquim
author_facet Ruiz-España, Silvia
Arnal, Laura
Signol, François
Perez-Cortes, Juan-Carlos
Arlandis, Joaquim
contents The rapid adoption of complex Artificial Intelligence (AI) and Machine Learning (ML) models has led to their characterization as black boxes due to the difficulty of explaining their internal decision-making processes. This lack of transparency hinders users' ability to understand, validate and trust model behavior, particularly in high-risk applications. Although explainable AI (XAI) has made significant progress, there remains a need for versatile and effective techniques to address increasingly complex models. This work introduces Multivariate Conditional Expectation (MUCE), a model-agnostic method for local explainability designed to capture prediction changes from feature interactions. MUCE extends Individual Conditional Expectation (ICE) by exploring a multivariate grid of values in the neighborhood of a given observation at inference time, providing graphical explanations that illustrate the local evolution of model predictions. In addition, two quantitative indices, stability and uncertainty, summarize local behavior and assess model reliability. Uncertainty is further decomposed into uncertainty+ and uncertainty- to capture asymmetric effects that global measures may overlook. The proposed method is validated using XGBoost models trained on three datasets: two synthetic (2D and 3D) to evaluate behavior near decision boundaries, and one transformed real-world dataset to test adaptability to heterogeneous feature types. Results show that MUCE effectively captures complex local model behavior, while the stability and uncertainty indices provide meaningful insight into prediction confidence. MUCE, together with the ICE modification and the proposed indices, offers a practical contribution to local explainability, enabling both graphical and quantitative insights that enhance the interpretability of predictive models and support more trustworthy and transparent decision-making.
format Preprint
id arxiv_https___arxiv_org_abs_2601_07313
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Explaining Machine Learning Predictive Models through Conditional Expectation Methods
Ruiz-España, Silvia
Arnal, Laura
Signol, François
Perez-Cortes, Juan-Carlos
Arlandis, Joaquim
Machine Learning
Artificial Intelligence
The rapid adoption of complex Artificial Intelligence (AI) and Machine Learning (ML) models has led to their characterization as black boxes due to the difficulty of explaining their internal decision-making processes. This lack of transparency hinders users' ability to understand, validate and trust model behavior, particularly in high-risk applications. Although explainable AI (XAI) has made significant progress, there remains a need for versatile and effective techniques to address increasingly complex models. This work introduces Multivariate Conditional Expectation (MUCE), a model-agnostic method for local explainability designed to capture prediction changes from feature interactions. MUCE extends Individual Conditional Expectation (ICE) by exploring a multivariate grid of values in the neighborhood of a given observation at inference time, providing graphical explanations that illustrate the local evolution of model predictions. In addition, two quantitative indices, stability and uncertainty, summarize local behavior and assess model reliability. Uncertainty is further decomposed into uncertainty+ and uncertainty- to capture asymmetric effects that global measures may overlook. The proposed method is validated using XGBoost models trained on three datasets: two synthetic (2D and 3D) to evaluate behavior near decision boundaries, and one transformed real-world dataset to test adaptability to heterogeneous feature types. Results show that MUCE effectively captures complex local model behavior, while the stability and uncertainty indices provide meaningful insight into prediction confidence. MUCE, together with the ICE modification and the proposed indices, offers a practical contribution to local explainability, enabling both graphical and quantitative insights that enhance the interpretability of predictive models and support more trustworthy and transparent decision-making.
title Explaining Machine Learning Predictive Models through Conditional Expectation Methods
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2601.07313