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Understanding the Sensitivity Analysis Results in Detail (Morris&Sobol from SALib)
Last year I posted an article about using the SALib to analyse the sensitivity: Sensitivity Analysis(Feature Importance) with SALib on the Boston Housing Price Project. It’s a simple toy example that only gives Morris analysis results and roughly indicates the most important features. However, the results can be explained in much more detail.
- What is Morris
- What is Sobol
- How to read the results from SALib
0. Terminology
(1) Sensitivity index
When we’re trying to figure out how much each thing we put into a system affects the output, we use something called a sensitivity index. There are a few different types of sensitivity indices:
First-order indices: these tell us how much one thing we put in affects the output all by itself.
Second-order indices: these tell us how much two things we put in together affect the output.
Total-order index: this one considers how much one thing affects the output on its own, as well as how much it affects the output when combined with other things.
(2) Local & Global sensitivity analysis
