What is the cleanest, easiest way to explain someone, a non-STEM person the concept of Friedman's H-statistic? What does it intuitively mean?
While exploring feature interaction I went through Friedman's H-statistic.
Mathematically, the H-statistic proposed by Friedman and Popescu for the interaction between feature $j$ and $k$ is:
The partial dependence function for regression is defined as:
It's a concept that I have difficulty in articulating.
Can someone please explain it using simple examples?