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Article Dans Une Revue Environmental Modelling & Software Année : 2021

Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs

Résumé

Reliability-oriented sensitivity analysis methods have been developed for understanding the influence of model inputs relative to events which characterize the failure of a system (e.g., a threshold exceedance of the model output). In this field, the target sensitivity analysis focuses primarily on capturing the influence of the inputs on the occurrence of such a critical event. This paper proposes new target sensitivity indices, based on the Shapley values and called ``target Shapley effects'', allowing for interpretable sensitivity measures under dependent inputs. Two algorithms (one based on Monte Carlo sampling, and a given-data algorithm based on a nearest-neighbors procedure) are proposed for the estimation of these target Shapley effects based on the $\ell^2$ norm. Additionally, the behavior of these target Shapley effects are theoretically and empirically studied through various toy-cases. Finally, the application of these new indices in two real-world use-cases (a river flood model and a COVID-19 epidemiological model) is discussed.
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Dates et versions

hal-03106452 , version 1 (20-01-2021)
hal-03106452 , version 2 (11-05-2021)
hal-03106452 , version 3 (18-05-2021)

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Marouane Il Idrissi, Vincent Chabridon, Bertrand Iooss. Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs. Environmental Modelling & Software, 2021. ⟨hal-03106452v3⟩
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