相关论文: On ANOVA decompositions of kernels and Gaussian ra…

ANOVA decomposition of function with random input variables provides ANOVA functionals (AFs), which contain information about the contributions of the input variables on the output variable(s). By embedding AFs into an appropriate…

Global sensitivity analysis is the main quantitative technique for identifying the most influential input variables in a numerical simulation model. In particular when the inputs are independent, Sobol' sensitivity indices attribute a…

Functional ANOVA (FANOVA) is a widely used variance-based sensitivity analysis tool. However, studies on functional-output FANOVA remain relatively scarce, especially for black-box computer experiments, which often involve complex and…

Given a reproducing kernel Hilbert space H of real-valued functions and a suitable measure mu over the source space D (subset of R), we decompose H as the sum of a subspace of centered functions for mu and its orthogonal in H. This…

The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition…

Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…

Kernel matrices are crucial in many learning tasks such as support vector machines or kernel ridge regression. The kernel matrix is typically dense and large-scale. Depending on the dimension of the feature space even the computation of all…

In this paper we present a novel analysis of variance Gaussian process (ANOVA-GP) emulator for models governed by partial differential equations (PDEs) with high-dimensional random inputs. Gaussian process (GP) is a widely used surrogate…

High-order parametric models that include terms for feature interactions are applied to various data mining tasks, where ground truth depends on interactions of features. However, with sparse data, the high- dimensional parameters for…

Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the…

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP…

We propose, and illustrate via a neural network example, two different approaches to coarse-graining large heterogeneous networks. Both approaches are inspired from, and use tools developed in, methods for uncertainty quantification in…

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Interpretability for machine learning models is becoming more and more important as machine learning models become more complex. The functional ANOVA model, which decomposes a high-dimensional function into a sum of lower dimensional…

A promising approach for scalable Gaussian processes (GPs) is the Karhunen-Lo\`eve (KL) decomposition, in which the GP kernel is represented by a set of basis functions which are the eigenfunctions of the kernel operator. Such decomposed…

The analysis of variance (ANOVA) decomposition offers a systematic method to understand the interaction effects that contribute to a specific decision output. In this paper we introduce Neural-ANOVA, an approach to decompose neural networks…

We propose to estimate a metamodel and the sensitivity indices of a complex model m in the Gaussian regression framework. Our approach combines methods for sensitivity analysis of complex models and statistical tools for sparse…

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a…

We start with a brief survey on H\"offding's kernels, its properties, related spectral decompositions, and discuss marginal distributions of H\"offding measures. In the second part of this note, one-dimensional covariance representations…

We present a new approach for nonlocal image denoising, based around the application of an unnormalized extended Gaussian ANOVA kernel within a bilevel optimization algorithm. A critical bottleneck when solving such problems for…