Random Forest based Qantile Oriented Sensitivity Analysis indices estimation

Elie-Dit-Cosaque, Kévin; Maume-Deschamps, Véronique

doi:10.48550/arxiv.2102.12735

2021

DOI: 10.48550/arxiv.2102.12735

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Random Forest based Qantile Oriented Sensitivity Analysis indices estimation

Kévin Elie-Dit-Cosaque¹,

Véronique Maume-Deschamps²

Abstract: We propose a random forest based estimation procedure for Quantile Oriented Sensitivity Analysis -QOSA. In order to be efficient, a cross validation step on the leaf size of trees is required. Our full estimation procedure is tested on both simulated data and a real dataset.

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Random Forest based Qantile Oriented Sensitivity Analysis indices estimation

Abstract: We propose a random forest based estimation procedure for Quantile Oriented Sensitivity Analysis -QOSA. In order to be efficient, a cross validation step on the leaf size of trees is required. Our full estimation procedure is tested on both simulated data and a real dataset.

Cited by 0 publications

References 16 publications

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