1. A method for explaining a categorization decision, comprising: computing a score for each of a plurality of classes using model parameter values of a selected categorization model and feature values of a document to be categorized; computing a contribution for each of a plurality of features in the document, where the contribution is computed using document-dependent feature selection; specifying a categorization decision using at least the class with the highest score; assigning an importance to each of a plurality of the features using the computed contributions to identify for different ones of the plurality of features, their influence on the categorization decision.