related to Feature importance for random forest classification of a sampleFeature importance for random forest classification of a sample
This blog by Ando Saabas suggests a nice way to interpret a tree result for a specific sample into per-feature contributions. Basically he goes over the path to the sample and counts each delta in the prediction $pred(currentNode) - pred(parentNode)$ as a contribution for the splitting feature.
Can I use a similar approach for interpreting results of gradient boosting with tree weak classifiers, specifically for the popular xgboost
implementation?