用个体条件期望改进工程设计中的全局敏感性分析。
Global Sensitivity Analysis for Engineering Design Based on Individual Conditional Expectations
- 基于个体条件期望曲线计算特征重要性及其方差,捕捉交互作用影响。
- 在三个工程案例中,新方法揭示了比传统PDP更丰富的输入变量影响模式。
- 适合需要理解复杂交互作用的航空航天等工程建模场景。
可解释机器学习在工程应用中日益受到关注,尤其在航空航天设计与分析中,理解输入变量对数据驱动模型的影响至关重要。部分依赖图(PDP)广泛用于解释黑箱模型,通过展示输入变量对预测的平均效应来实现。然而,当存在强交互作用时,平均操作会掩盖交互效应,导致全局敏感性度量失真。为此,本文提出一种基于个体条件期望(ICE)曲线的全局敏感性度量方法。该方法计算所有ICE曲线上的特征重要性期望及其标准差,以更有效捕捉交互作用的影响。我们提供了数学证明,表明在截断正交多项式展开下,基于PDP的敏感性是所提基于ICE的度量的下界。此外,引入基于ICE的相关值,量化交互作用如何改变输入与输出间的关系。在三个案例中进行了对比评估:一个5变量解析函数、一个5变量风力机疲劳问题,以及一个9变量机翼气动性能问题,结果表明,基于ICE的特征重要性比传统基于PDP的方法提供更丰富的洞察;同时,PDP、ICE和SHAP的可视化结果相互补充,从多角度揭示模型行为。
原文摘要 · Abstract (English)
Explainable machine learning techniques have gained increasing attention in engineering applications, especially in aerospace design and analysis, where understanding how input variables influence data-driven models is essential. Partial Dependence Plots (PDPs) are widely used for interpreting black-box models by showing the average effect of an input variable on the prediction. However, their global sensitivity metric can be misleading when strong interactions are present, as averaging tends to obscure interaction effects. To address this limitation, we propose a global sensitivity metric based on Individual Conditional Expectation (ICE) curves. The method computes the expected feature importance across ICE curves, along with their standard deviation, to more effectively capture the influence of interactions. We provide a mathematical proof demonstrating that the PDP-based sensitivity is a lower bound of the proposed ICE-based metric under truncated orthogonal polynomial expansion. In addition, we introduce an ICE-based correlation value to quantify how interactions modify the relationship between inputs and the output. Comparative evaluations were performed on three cases: a 5-variable analytical function, a 5-variable wind-turbine fatigue problem, and a 9-variable airfoil aerodynamics case, where ICE-based sensitivity was benchmarked against PDP, SHapley Additive exPlanations (SHAP), and Sobol' indices. The results show that ICE-based feature importance provides richer insights than the traditional PDP-based approach, while visual interpretations from PDP, ICE, and SHAP complement one another by offering multiple perspectives.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。