Random Forest based Qantile Oriented Sensitivity Analysis indices estimation.

Authors

MAUME DESCHAMPS Veronique
ELIE DIT COSAQUE Kevin

Publication date

2021

Publication type

Other

Summary 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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Topics of the publication

Out of Bag samples
Quantile Oriented Sensitivity Analysis
Random forest
Cross validation
...

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