Integrated Gradients is a well-known technique for explaining deep learning models. It calculates feature importance scores by employing a gradient based approach computing gradients of the model output with respect to input features and accumulating them along a linear path. While this works well for continuous features spaces, it may not be the most optimal way to deal with discrete spaces like word embeddings. For interpreting LLMs (Large Language Models), there exists a need for a non-linear path where intermediate points, whose gradients are to be computed, lie close to actual words in the embedding space. In this paper, we propose a method called Uniform Discretized Integrated Gradients (UDIG) based on a new interpolation strategy where we choose a favorable nonlinear path for computing attribution scores suitable for predictive language models. We evaluate our method on two types of NLP tasks-Sentiment Classification and Question Answering and show that our method yields better results than existing approaches.