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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.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03151021
Contributor : Véronique Maume-Deschamps <>
Submitted on : Wednesday, February 24, 2021 - 1:26:23 PM
Last modification on : Monday, March 1, 2021 - 12:05:59 PM

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  • HAL Id : hal-03151021, version 1
  • ARXIV : 2102.12735

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Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps. Random Forest based Qantile Oriented Sensitivity Analysis indices estimation. 2021. ⟨hal-03151021⟩

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