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Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution

21 December 2018

Baptiste Broto

Papers citing "Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution"

20 / 20 papers shown

Title
Factor Importance Ranking and Selection using Total Indices Chaofan Huang V. R. Joseph 121 2 0 01 Jan 2024
Efficiency of the averaged rank-based estimator for first order Sobol index inference T. Klein Paul Rochet 81 3 0 09 Jun 2023
New estimation of Sobol' indices using kernels Sébastien Da Veiga Fabrice Gamboa A. Lagnoux T. Klein Clémentine Prieur 70 2 0 31 Mar 2023
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates J. Demange-Chryst François Bachoc Jérome Morio 54 4 0 30 Nov 2022
Variance reduced Shapley value estimation for trustworthy data valuation Mengmeng Wu R. Jia Changle Lin Wei Huang Xiangyu Chang TDI 104 15 0 30 Oct 2022
Proportional marginal effects for global sensitivity analysis Margot Herin Marouane Il Idrissi V. Chabridon Bertrand Iooss 87 9 0 24 Oct 2022
WeightedSHAP: analyzing and improving Shapley based feature attributions Yongchan Kwon James Zou TDI FAtt 90 37 0 27 Sep 2022
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models Marouane Il Idrissi Nicolas Bousquet Fabrice Gamboa Bertrand Iooss Jean-Michel Loubes 106 3 0 23 Sep 2022
Shapley Computations Using Surrogate Model-Based Trees Zhipu Zhou Jie Chen Linwei Hu 44 0 0 11 Jul 2022
Variance-based global sensitivity analysis of numerical models using R Hossein Mohammadi P. Challenor Clémentine Prieur 52 2 0 22 Jun 2022
Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling J. Demange-Chryst François Bachoc Jérome Morio 56 3 0 25 Feb 2022
SHAFF: Fast and consistent SHApley eFfect estimates via random Forests Clément Bénard Gérard Biau Sébastien Da Veiga Erwan Scornet FAtt 89 32 0 25 May 2021
Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs Marouane Il Idrissi V. Chabridon Bertrand Iooss 54 35 0 20 Jan 2021
Kernel-based ANOVA decomposition and Shapley effects -- Application to global sensitivity analysis Sébastien Da Veiga FAtt 82 26 0 14 Jan 2021
A simple algorithm for global sensitivity analysis with Shapley effects T. Goda FAtt 57 18 0 02 Sep 2020
Gaussian linear approximation for the estimation of the Shapley effects Baptiste Broto François Bachoc M. Depecker Jean-Marc Martinez 36 0 0 03 Jun 2020
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics Fabrice Gamboa P. Gremaud T. Klein A. Lagnoux 101 46 0 03 Mar 2020
Computing Shapley Effects for Sensitivity Analysis E. Plischke Giovanni Rabitti E. Borgonovo FAtt 44 26 0 27 Feb 2020
Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis Baptiste Broto François Bachoc Laura Clouvel Jean-Marc Martinez 43 7 0 30 Jul 2019
Explaining Machine Learning Models using Entropic Variable Projection François Bachoc Fabrice Gamboa Max Halford Jean-Michel Loubes Laurent Risser FAtt 87 5 0 18 Oct 2018