Comments (1)
Thanks for bringing up (and solving!) this issue @tomasvanoyen! We are in the process of writing up documentation to have formal answers to these questions :).
You're right, the local feature importance values for classification are Log-Odds terms. Just like with logistic regression, these terms get added together, and the final value gets passed through the logistic link function (https://en.wikipedia.org/wiki/Logistic_function) to turn them into probability scores.
-InterpretML Team
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