Second-order indices support in SobolSensitivity #2788
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This pull request was exported from Phabricator. Differential Revision: D63403218 |
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This pull request was exported from Phabricator. Differential Revision: D63403218 |
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Summary: Pull Request resolved: facebook#2788 Added support for second order Sobol indices in ax_parameter_sens. Old behavior is unchanged, but: - Specifying order="second" gives first- and second-order indices in ax_parameter_sens - SobolSensitivity outputs either first- or second-order indices depending on argument - Second-order sensitivity requires first-order sensitivity to be computed - Keys for second-order indices are a tuple ('param_a' , 'param_b') Differential Revision: D63403218
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #2788 +/- ##
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Coverage 95.71% 95.71%
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Files 490 490
Lines 48555 48606 +51
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+ Hits 46472 46522 +50
- Misses 2083 2084 +1 ☔ View full report in Codecov by Sentry. |
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hvarfner
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Summary: Pull Request resolved: facebook#2788 Added support for second order Sobol indices in ax_parameter_sens. Old behavior is unchanged, but: - Specifying order="second" gives first- and second-order indices in ax_parameter_sens - SobolSensitivity outputs either first- or second-order indices depending on argument - Second-order sensitivity requires first-order sensitivity to be computed - Keys for second-order indices are a tuple ('param_a' , 'param_b') Differential Revision: D63403218
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This pull request was exported from Phabricator. Differential Revision: D63403218 |
hvarfner
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Summary: Pull Request resolved: facebook#2788 Added support for second order Sobol indices in ax_parameter_sens. Old behavior is unchanged, but: - Specifying order="second" gives first- and second-order indices in ax_parameter_sens - SobolSensitivity outputs either first- or second-order indices depending on argument - Second-order sensitivity requires first-order sensitivity to be computed - Keys for second-order indices are a tuple ('param_a' , 'param_b') Differential Revision: D63403218
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Summary: Pull Request resolved: facebook#2788 Added support for second order Sobol indices in ax_parameter_sens. Old behavior is unchanged, but: - Specifying order="second" gives first- and second-order indices in ax_parameter_sens - SobolSensitivity outputs either first- or second-order indices depending on argument - Second-order sensitivity requires first-order sensitivity to be computed - Keys for second-order indices are a string `'param_a & param_b'` Differential Revision: D63403218
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Summary:
Added support for second order Sobol indices in ax_parameter_sens. Old behavior is unchanged, but:
, 'param_b')
Differential Revision: D63403218