Sensitivity analysis PR proposal
Hi, Is there a wish to have sensitivity analysis? Currently we can measure the quality of a regressor’s output with a metric, but there is nothing to on the parameter side. It would be handy to have sensitivity measures of the input parameters on the output. Namely: Sobol’ indices (most used). I have some starting code already https://github.com/tupui/otsensitivity <https://github.com/tupui/otsensitivity> and https://github.com/tupui/batman/blob/master/batman/visualization/density.py <https://github.com/tupui/batman/blob/master/batman/visualization/density.py>. Sobol' (first order and total). COSI indices. CUSUNORO. Moment independent measures. Some visualization functions. Let me know if there is interest for a PR and if yes, what shall I include :) Pamphile @tupui
participants (1)
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Pamphile Roy