Measuring the interactions among variables of functions over the unit hypercube

DOI10.1016/J.JMAA.2011.02.040MaRDI QIDQ534728zbMATH OpenOpenAlexFDO

Authors Jean-Luc Marichal, Pierre Mathonet

Publication date 10 May 2011

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.1547

zbMATH Keywords

aggregation functionleast squares approximationmultilinear polynomialBanzhaf interaction indexcooperative (fuzzy) game

Mathematics Subject Classification ID

Cooperative games (91A12) Games in extensive form (91A18)

Abstract: By considering a least squares approximation of a given square integrable function $fcolon[0,1{]}^{n}oR$ by a multilinear polynomial of a specified degree, we define an index which measures the overall interaction among variables of $f$. This definition extends the concept of Banzhaf interaction index introduced in cooperative game theory. Our approach is partly inspired from multilinear regression analysis, where interactions among the independent variables are taken into consideration. We show that this interaction index has appealing properties which naturally generalize the properties of the Banzhaf interaction index. In particular, we interpret this index as an expected value of the difference quotients of $f$ or, under certain natural conditions on $f$, as an expected value of the derivatives of $f$. These interpretations show a strong analogy between the introduced interaction index and the overall importance index defined by Grabisch and Labreuche [7]. Finally, we discuss a few applications of the interaction index.

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Cited in

(2)

• Derivative of functions over lattices as a basis for the notion of interaction between attributes
• scientific article; zbMATH DE number 1390004 (Why is no real title available?)

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