Beyond Additive Decompositions: Interpretability Through Separability

The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition is explicit. It is closely connected to SHAP values, generalized additive models, and orthogonal polynomial expansions, and therefore constitutes a fundamental tool for additive explainability. In the more general and realistic dependent setting, however, obtaining a tractable representation and estimating the decomposition from data remain challenging. In this work, we address this problem for continuous inputs. By combining Hilbert space methods with the generalized functional ANOVA, we build an explicit decomposition Riesz Basis allowing to easily compute the decomposition. Our formulation recovers the classical independent case and its associated orthogonal decomposition. Building on this representation, we propose a simple but mighty algorithm to estimate the decomposition from a data sample in a model-agnostic setting and we compare it empirically with several state-of-the-art explanation methods, demonstrating the power of the approach.

Feature interactions drive much of the predictive power of machine learning models, yet existing explanation methods only detect and quantify interactions without revealing their functional form, or visualize only restricted interaction types. We propose Surrogate-based Analysis of Interactions via Local effect Smooths (SAILS), a model-agnostic framework that analyzes pairwise interactions through interpretable generalized additive model (GAM) surrogates fitted to the local effects of a black-box model. For each interval of a feature of interest, the surrogate smooth terms isolate the interaction components on derivative level, enabling (i) interaction detection through a heuristic derived from significance tests on smooth terms, (ii) interaction form categorization into linear, product-separable, and non-product-separable types, and (iii) tailored, interpretable visualizations for each interaction type. We empirically validate the framework through controlled simulations and a real-world task, demonstrating its effectiveness for pairwise interactions, with limitations under strong feature correlations and higher-order interactions. SAILS fills a notable gap in the XAI toolbox, going beyond detection of interactions alone to characterizing their functional form.

Explanations of machine learning models are usually judged by criteria that are hard to compare. We propose a simpler test: if an explanation really describes how a model uses its features, it should be possible to rebuild the model's predictions from it. We turn each explanation into a predictor by reading each feature's effect and adding them up, and measure how well that predictor reproduces the model on unseen data. Nothing is fitted, so the score reflects the explanation itself. The test applies to any explanation that can be written as a function of the features; we demonstrate it on partial dependence plots (PDP), accumulated local effects (ALE), SHAP and LIME. We prove that summing partial dependence curves gives the best possible additive summary of a model when its features are independent, and that this fails when they are dependent. Across 13 real datasets and 9 synthetic designs and four model families, which method scores best depends entirely on feature dependence: where features are independent SHAP is slightly worse than PDP, exactly as the theory predicts; on dependent real data SHAP leads. Some widely used quality metrics even prefer a damaged explanation to an intact one.