<p><a href="https://stats.stackexchange.com/a/172839/7290">Getting Information out of Blackbox Models - RandomForest / XGBoost</a></p>

<p>Although I closed the thread as a duplicate (and I continue to think that was correct), the answer is really good and has not gotten the votes it deserves, IMO.  </p>

<p><em>Update:</em><br>
(Actually, it isn't clear that it's possible to add a bounty to a closed thread.  That makes @amoeba's argument for merging stronger.)  </p>

<p>[Bounty started 11 Feb 2016. Now awarded.]</p>
