Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution

DOI10.1137/18M1234631zbMath1445.62186arXiv1812.09168MaRDI QIDQ3296926

François Bachoc, Marine Depecker, Baptiste Broto

Publication date: 2 July 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.09168

zbMATH Keywords

sensitivity analysis; nearest neighbors; Shapley effects

Mathematics Subject Classification ID

68T37: Reasoning under uncertainty in the context of artificial intelligence

41A63: Multidimensional problems

41A25: Rate of convergence, degree of approximation

62J10: Analysis of variance and covariance (ANOVA)

Uses Software

• EGO