sensitivity_analysis

Functions

sensitivity_analysis(→ dict)

Computes the parameter sensitivities on the combined cost function using

Module Contents

sensitivity_analysis.sensitivity_analysis(problem: pybop.problems.problem.Problem, n_samples: int = 256, calc_second_order: bool = False) → dict

Computes the parameter sensitivities on the combined cost function using SOBOL analysis from the SALib module [1].

Parameters:

• problem (pybop.Problem) – The optimisation problem.

• n_samples (int, optional) – Number of samples for SOBOL sensitivity analysis, performs best as order of 2, i.e. 128, 256, etc.

• calc_second_order (bool, optional) – Whether to calculate second-order sensitivities.

References

[1]

Iwanaga, T., Usher, W., & Herman, J. (2022). Toward SALib 2.0: Advancing the accessibility and interpretability of global sensitivity analyses. Socio-Environmental Systems Modelling, 4, 18155. doi:10.18174/sesmo.18155

Returns:

Sensitivities

Return type:

dict