On the coalitional decomposition of parameters of interest
Understanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attributed to each coalition of inputs (i.e., subsets of inputs). In this paper, we produce conditions for obtaining unambigu...
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| Format: | Article |
| Language: | English |
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Académie des sciences
2023-11-01
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| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.521/ |
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| _version_ | 1825206251986878464 |
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| author | Il Idrissi, Marouane Bousquet, Nicolas Gamboa, Fabrice Iooss, Bertrand Loubes, Jean-Michel |
| author_facet | Il Idrissi, Marouane Bousquet, Nicolas Gamboa, Fabrice Iooss, Bertrand Loubes, Jean-Michel |
| author_sort | Il Idrissi, Marouane |
| collection | DOAJ |
| description | Understanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attributed to each coalition of inputs (i.e., subsets of inputs). In this paper, we produce conditions for obtaining unambiguous and interpretable decompositions of very general parameters of interest. This allows recovering known decompositions, holding under weaker assumptions than the literature states. |
| format | Article |
| id | doaj-art-9a77d64bda774ffb86130501030f2488 |
| institution | Kabale University |
| issn | 1778-3569 |
| language | English |
| publishDate | 2023-11-01 |
| publisher | Académie des sciences |
| record_format | Article |
| series | Comptes Rendus. Mathématique |
| spelling | doaj-art-9a77d64bda774ffb86130501030f24882025-02-07T11:11:47ZengAcadémie des sciencesComptes Rendus. Mathématique1778-35692023-11-01361G101653166210.5802/crmath.52110.5802/crmath.521On the coalitional decomposition of parameters of interestIl Idrissi, Marouane0https://orcid.org/0000-0001-6642-4752Bousquet, Nicolas1https://orcid.org/0000-0001-6275-5888Gamboa, Fabrice2https://orcid.org/0000-0001-9779-4393Iooss, Bertrand3https://orcid.org/0000-0001-6988-2126Loubes, Jean-Michel4https://orcid.org/0000-0002-1252-2960EDF Lab Chatou, 6 Quai Watier, 78401 Chatou, France; Institut de Mathématiques de Toulouse, 31062 Toulouse, France; SINCLAIR AI Lab., Saclay, FranceEDF Lab Chatou, 6 Quai Watier, 78401 Chatou, France; SINCLAIR AI Lab., Saclay, France; Sorbonne Université, LPSM, 4 place Jussieu, Paris, FranceInstitut de Mathématiques de Toulouse, 31062 Toulouse, FranceEDF Lab Chatou, 6 Quai Watier, 78401 Chatou, France; Institut de Mathématiques de Toulouse, 31062 Toulouse, France; SINCLAIR AI Lab., Saclay, FranceInstitut de Mathématiques de Toulouse, 31062 Toulouse, FranceUnderstanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attributed to each coalition of inputs (i.e., subsets of inputs). In this paper, we produce conditions for obtaining unambiguous and interpretable decompositions of very general parameters of interest. This allows recovering known decompositions, holding under weaker assumptions than the literature states.https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.521/ |
| spellingShingle | Il Idrissi, Marouane Bousquet, Nicolas Gamboa, Fabrice Iooss, Bertrand Loubes, Jean-Michel On the coalitional decomposition of parameters of interest Comptes Rendus. Mathématique |
| title | On the coalitional decomposition of parameters of interest |
| title_full | On the coalitional decomposition of parameters of interest |
| title_fullStr | On the coalitional decomposition of parameters of interest |
| title_full_unstemmed | On the coalitional decomposition of parameters of interest |
| title_short | On the coalitional decomposition of parameters of interest |
| title_sort | on the coalitional decomposition of parameters of interest |
| url | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.521/ |
| work_keys_str_mv | AT ilidrissimarouane onthecoalitionaldecompositionofparametersofinterest AT bousquetnicolas onthecoalitionaldecompositionofparametersofinterest AT gamboafabrice onthecoalitionaldecompositionofparametersofinterest AT ioossbertrand onthecoalitionaldecompositionofparametersofinterest AT loubesjeanmichel onthecoalitionaldecompositionofparametersofinterest |