Global sensitivity analysis for optimization with variable selection.
Adrien SpagnolRodolphe Le RicheSébastien Da VeigaPublished in: CoRR (2018)
Keyphrases
- sensitivity analysis
- variable selection
- stochastic search
- decision variables
- input variables
- managerial insights
- cross validation
- high dimensional
- influence diagrams
- model selection
- dimension reduction
- linear models
- variational inequalities
- sparsity inducing
- optimization problems
- group lasso
- feature selection
- number of input variables
- constrained optimization
- high dimensional data
- pattern recognition
- regression model
- artificial neural networks
- decision making
- learning algorithm
- data mining