Sparse grid regression for interpretation of black box functions

Research output: Chapter in Book/Report/Conference proceedingsConference contributionpeer-review

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.

Original languageEnglish
Title of host publication2021 29th Mediterranean Conference on Control and Automation, MED 2021
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages765-769
Number of pages5
ISBN (Electronic)9781665422581
DOIs
Publication statusPublished - 22 Jun 2021
Event29th Mediterranean Conference on Control and Automation, MED 2021 - Bari, Puglia, Italy
Duration: 22 Jun 202125 Jun 2021

Publication series

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

Conference

Conference29th Mediterranean Conference on Control and Automation, MED 2021
Country/TerritoryItaly
CityBari, Puglia
Period22.06.202125.06.2021

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