Sparse grid regression for interpretation of black box functions

Publikation: Beitrag in Buch/Bericht/TagungsbandKonferenzbeitragBegutachtung

Abstract

Black box functions are often used by machine learning algorithms. These functions do not provide convenient way of analyzing sensitivity of response to input variables. This paper presents Sparse Grid Regression method to be used for converting black box function into a dimension-wise expansion model. Such model provides an excellent tool for interpretation and sensitivity analysis. A neural network was used as an example when comparing the novel Sparse Grid Regression method with commonly used quasi-Monte Carlo algorithm. A significant advantage in computational efficiency of the proposed Sparse Grid Regression method was observed.

OriginalspracheEnglisch
Titel2021 29th Mediterranean Conference on Control and Automation, MED 2021
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
Seiten765-769
Seitenumfang5
ISBN (elektronisch)9781665422581
DOIs
PublikationsstatusVeröffentlicht - 22 Juni 2021
Veranstaltung29th Mediterranean Conference on Control and Automation, MED 2021 - Bari, Puglia, Italien
Dauer: 22 Juni 202125 Juni 2021

Publikationsreihe

Name2021 29th Mediterranean Conference on Control and Automation, MED 2021

Konferenz

Konferenz29th Mediterranean Conference on Control and Automation, MED 2021
Land/GebietItalien
OrtBari, Puglia
Zeitraum22.06.202125.06.2021

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