Shanghai Jiaotong Daxue xuebao (Jul 2022)
Intelligent Global Sensitivity Analysis Based on Deep Learning
Abstract
This paper proposes an end-to-end method that combines deep learning and sensitivity analysis, which can perform gradient back propagation calculation sensitivity on the saved weight information while training the model. The structure and activation function of the depth model are specially designed to adapt to the subsequent sensitivity calculation. The experimental results conducted on a Boston house prices dataset, a track information fusion dataset, and the G function show that the proposed method is more accurate than classical methods such as Sobol’ method when the parameter distribution is uneven, and has a stronger robustness. Compared with the traditional neural network method, the accuracy of the proposed method is higher. The experiment proves that the sample parameter sensitivity obtained by the deep learning model can be used to optimize the model output.
Keywords