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

DOI10.1137/18M1234631zbMath1445.62186arXiv1812.09168OpenAlexW2906011738MaRDI QIDQ3296926

François Bachoc, Baptiste Broto, Marine Depecker

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 analysisnearest neighborsShapley effects

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37) Multidimensional problems (41A63) Rate of convergence, degree of approximation (41A25) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (7)

Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case ⋮ Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis ⋮ Variance reduced Shapley value estimation for trustworthy data valuation ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates ⋮ Gaussian Linear Approximation for the Estimation of the Shapley Effects ⋮ Computing Shapley Effects for Sensitivity Analysis

Uses Software

• EGO

Cites Work

• Unnamed Item
• Unnamed Item
• Polynomial calculation of the Shapley value based on sampling
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• Variance allocation and Shapley value
• Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
• Convergence rates for density estimation with Bernstein polynomials.
• Sensitivity indices for independent groups of variables
• Global sensitivity measures from given data
• A linear approximation method for the Shapley value
• Sensitivity analysis for multidimensional and functional outputs
• Efficient estimation of sensitivity indices
• Sobol' Indices and Shapley Value
• Statistical inference for Sobol pick-freeze Monte Carlo method
• Shapley Effects for Global Sensitivity Analysis: Theory and Computation
• On Shapley Value for Measuring Importance of Dependent Inputs
• Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
• Asymptotic normality and efficiency of two Sobol index estimators

This page was built for publication: Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution