Analyse the uncertainty of your system: Sensitivity Analysis in Python with scipy.stats.sobol\_indices
Pamphile T. Roy · 2023
The study of uncertainties can provide invaluable insights on a system or model. A central question is: what parameter of my system is the most important. This is sensitivity analysis and the Sobol’ indices are helping answer this question. Thanks to new developments in SciPy, there is now a function for that: scipy.stats.sobol_indices. This method has been successfully used to analyse systems in various fields, enabling practicionners make critical decisions: Can I neglect this parameter? Is it more important than my other parameters? Can I give it a ranking? Can I explain my machine learning model’s parameters?