Measuring the interactions among variables of functions over the unit hypercube

DOI10.1016/J.JMAA.2011.02.040zbMATH Open1213.91032arXiv0912.1547OpenAlexW2963046529MaRDI QIDQ534728FDOQ534728

Authors: Jean-Luc Marichal, Pierre Mathonet 

Publication date: 10 May 2011

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

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.

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

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zbMATH Keywords

aggregation functionleast squares approximationmultilinear polynomialBanzhaf interaction indexcooperative (fuzzy) game

Mathematics Subject Classification ID

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

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Cited In (2)

• Derivative of functions over lattices as a basis for the notion of interaction between attributes
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