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I suspect we still start by just adding traditional partial deps plots, but wanted to share this since it is interesting and something to keep in mind as we develop this API.
@kmax12 Thanks for sharing this! I agree that it'd make sense to start by adding traditional partial dependency plots, so I filed #1068 to track using SHAP values to create dependency plots to make sure this doesn't get lost when this issue is closed.
For now we'll support pipelines. We won't add test coverage / docs for accepting estimators as input, unless it turns out to "just work" and only takes another couple hours to add unit test coverage
We'll only generate 1d plots, not 2d interaction plots
https://scikit-learn.org/stable/modules/partial_dependence.html
https://christophm.github.io/interpretable-ml-book/pdp.html
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