7 papers
Exact Functional ANOVA Decomposition for Categorical Inputs Models
Baptiste Ferrere, Nicolas Bousquet, Fabrice Gamboa +2
Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, t…
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics
Fabrice Gamboa, Pierre Gremaud, Thierry Klein +1
We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlat…
Generalized Functional ANOVA in Closed-Form: A Unified View of Additive Explanations
Baptiste Ferrere, Nicolas Bousquet, Fabrice Gamboa +1
The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interact…
A Martingale Approach To Fluctuations of Rank Estimators in Sensitivity Analysis
Reda Chhaibi, Fabrice Gamboa, Clément Pellegrini
Given a bivariate random pair , a natural problem is to estimate, from a single sample , quantities such as $\mathbb{E}\left[ \mathbb{E}[ Y\mid X ]^…
Conformal inference for regression on Riemannian Manifolds
Alejandro Cholaquidis, Fabrice Gamboa, Leonardo Moreno
Regression on manifolds, and, more broadly, statistics on manifolds, has garnered significant importance in recent years due to the vast number of applications for non Euclidean da…
Adaptive inference with random ellipsoids through Conformal Conditional Linear Expectation
Iain Henderson, Adrien Mazoyer, Fabrice Gamboa
We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of…