Download MACROS GTIVE Generic Tool for Important Variable

CHAPTER 4. USER CONFIGURABLE OPTIONS
Restrictions: Can be applied to the black box only.
Options:
• Deterministic
Values: boolean.
Default: on.
Short description: require IVE process to be deterministic.
Description: If this switch is turned on, then all random processes in all algorithms
are started with some fixed seed ensuring result to be the same on every run. In
the current version the switch affects only black-box based techniques (FAST and
Elementaty Effects).
• Seed
Values: integer [1, 2147483647].
Default: 100.
Short description: change fixed seed when Deterministic is on.
Description: Enables user to use different fixed seeds for IVE process. In the current
version the switch affects only black-box based techniques (FAST and Elementaty
Effects).
• MinCurveNum
Values: integer [1, 2147483647].
Default: 200.
Short description: number of space filling curves tested to compute elementary effects. Also, see Section 2.4.2.
Description: Option specifies number of curves to be used in estimation of elementary
effects. The more curves is used the better parameter space is explored, resulting
in more accurate scores estimation, however it takes additional time.
4.6
Extended FAST (Fourier Amplitude Sensitivity Testing)
Short name: FAST
General description: Variance based estimation of feature scores. Methods can estimate
cross variable interactions as well as isolated (main) variable indices (which can be useful to
some additional manual dependency analysis) [12]. Also, see Section 2.4.2.
Strengths and weaknesses: Needs large enough computational budget (number of function calls): at least 65 calls per feature to get stable estimate, — however is very precise
(if the budget is enough) even in the case of strong variables inter-dependencies. Note that
method actually allows some randomization, so one can get different estimates by varying
global Seed parameter.
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