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Global sensitivity analysis (GSA) is a recommended step in the use of computer simulation models. GSA quantifies the relative importance of model inputs on outputs (Factor Ranking), identifies inputs that could be fixed, thus simplifying…

Methodology · Statistics 2025-10-27 Ken Newman , Shaini Naha , Leah Jackson-Blake , Cairistiona Topp , Miriam Glendell , Adam Butler

Decision Trees and Random Forests are among the most widely used machine learning models, and often achieve state-of-the-art performance in tabular, domain-agnostic datasets. Nonetheless, being primarily discriminative models they lack…

Machine Learning · Statistics 2020-07-14 Alvaro H. C. Correia , Robert Peharz , Cassio de Campos

Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making…

Statistics Theory · Mathematics 2021-12-28 Erwan Scornet

Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…

Machine Learning · Statistics 2023-12-19 Yunbi Nam , Sunwoo Han

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the…

Machine Learning · Statistics 2024-10-30 Jens Schreiber , Bernhard Sick

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…

Machine Learning · Statistics 2017-12-12 Stefan Depeweg , José Miguel Hernández-Lobato , Steffen Udluft , Thomas Runkler

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

Applications · Statistics 2008-06-09 Bertrand Iooss , Mathieu Ribatet

In this paper we examine the application of the random forest classifier for the all relevant feature selection problem. To this end we first examine two recently proposed all relevant feature selection algorithms, both being a random…

Artificial Intelligence · Computer Science 2011-06-28 Miron B. Kursa , Witold R. Rudnicki

Random forest is a classification algorithm well suited for microarray data: it shows excellent performance even when most predictive variables are noise, can be used when the number of variables is much larger than the number of…

Quantitative Methods · Quantitative Biology 2007-05-23 Ramon Diaz-Uriarte , Sara Alvarez de Andres

Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Ruoqing Zhu , Yifan Cui , Xin Zhang

Agents of general intelligence deployed in real-world scenarios must adapt to ever-changing environmental conditions. While such adaptive agents may leverage engineered knowledge, they will require the capacity to construct and evaluate…

Artificial Intelligence · Computer Science 2016-06-20 Craig Sherstan , Adam White , Marlos C. Machado , Patrick M. Pilarski

We consider the problem of active learning for global sensitivity analysis of expensive black-box functions. Our aim is to efficiently learn the importance of different input variables, e.g., in vehicle safety experimentation, we study the…

Machine Learning · Computer Science 2024-10-22 Syrine Belakaria , Benjamin Letham , Janardhan Rao Doppa , Barbara Engelhardt , Stefano Ermon , Eytan Bakshy

The ability to interpret machine learning models has become increasingly important as their usage in data science continues to rise. Most current interpretability methods are optimized to work on either (\textit{i}) a global scale, where…

Methodology · Statistics 2023-08-11 Emily T. Winn-Nuñez , Maryclare Griffin , Lorin Crawford

Global sensitivity analysis (GSA) aims to detect influential input factors that lead a model to arrive at a certain decision and is a significant approach for mitigating the computational burden of processing high dimensional data. In this…

Machine Learning · Computer Science 2024-06-26 Zahra Sadeghi , Stan Matwin

This paper explores interpretability techniques for two of the most successful learning algorithms in medical decision-making literature: deep neural networks and random forests. We applied these algorithms in a real-world medical dataset…

Machine Learning · Computer Science 2020-02-24 Catarina Moreira , Renuka Sindhgatta , Chun Ouyang , Peter Bruza , Andreas Wichert

Interpretability has become incredibly important as machine learning is increasingly used to inform consequential decisions. We propose to construct global explanations of complex, blackbox models in the form of a decision tree…

Machine Learning · Computer Science 2019-01-28 Osbert Bastani , Carolyn Kim , Hamsa Bastani

The global sensitivity analysis method, used to quantify the influence of uncertain input variables on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input variables…

Methodology · Statistics 2009-06-08 Bertrand Iooss , Mathieu Ribatet , Amandine Marrel

With the dramatic advances in deep learning technology, machine learning research is focusing on improving the interpretability of model predictions as well as prediction performance in both basic and applied research. While deep learning…

Machine Learning · Computer Science 2024-01-24 Shunsuke Kitada

Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and then identifies which inputs are important in contributing to the prediction imprecision. Uncertainty determination…

Physics and Society · Physics 2017-01-04 Yueying Zhu , Qiuping Alexandre Wang , Wei Li , Xu Cai

In the context of some machine learning applications, obtaining data instances is a relatively easy process but labeling them could become quite expensive or tedious. Such scenarios lead to datasets with few labeled instances and a larger…

Machine Learning · Computer Science 2020-07-21 Isel Grau , Dipankar Sengupta , Maria M. Garcia Lorenzo , Ann Nowe