CHARACTERIZING MODEL PERFORMANCE USING GLOBAL AND LOCAL FEATURE CONTRIBUTIONS

摘要

The disclosed embodiments provide a system for processing data. During operation, the system obtains a set of coefficients from a linear model that uses a set of features inputted into a statistical model to estimate an output of the statistical model. Next, the system combines the set of coefficients with a set of feature values of the features to calculate a set of local contributions of the features toward the output of the statistical model, wherein each local contribution in the set of local contribution is calculated by multiplying each feature value in the set of feature values by a coefficient for a corresponding feature in the linear model. The system then outputs, based on a first ranking of the set of features by the set of local contributions, a first subset of the features for use in characterizing a local performance of the statistical model.