pod.calculate_sobol_indices
calculate_sobol_indices(mean_model, feature_names, data_df, n_samples=1024)Calculates the Total-Order Sobol sensitivity index for the fitted mean model. Optimized for speed by disabling second-order interaction matrices.
Calculates the Total-Order Sobol sensitivity index for the fitted mean model. Optimized for speed by disabling second-order interaction matrices.