We propose a random forest based estimation procedure for Quantile Oriented Sensitivity Analysis-QOSA. In order to be efficient, a cross validation step on the leaf size of trees is required. Our full estimation procedure is tested on both simulated data and a real dataset.
翻译:我们为量性敏度分析-QOSA提出了基于森林的随机估计程序。为了提高效率,需要对树叶大小进行交叉验证。我们的全部估计程序既要用模拟数据,又要用真实的数据集进行测试。