Intuition

PD profile is constructed by taking arithmetic average of individual ceteris-paribus (CP) profiles.
From previous chapter, recall that CP profiles show instance level model prediction behavior based on varying values of an explanatory variable
When model is additive, CP profiles for all instances are parallel with the same shape.
If model includes interactions, CP profiles may not be parallel

Example plots using rf model on titanic dataset Source: Figure 17.1

Note: A chart with all CP profiles plotted together is referred to as an individual conditional explanation (ICE) plot.