Why can't PESTPP-IES report some measure of sensitivity? #389
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Hi Ryan,
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Sorry for the delay @RyanConway91 @cnicol-gwlogic has it right - that empirical jco is really sloppy (and algorithmically, ies never actually forms an nobs X npar matrix for computational reasons). More conceptually, ensemble methods lack the "causality" that a sensitivity implies. So if you need/want to know what the primary/important input-output relations are, I think you'll have to do something more deliberate like sensitivity analysis...#nofreelunch ... |
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Thank you, I will look into mean parameter shift/variance and maybe use those results to guide a true sensitivity analysis. |
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I get that IES methods do not calculate a true partial derivative Jacobian, but IES still calculates an "empirical Jacobian". I understand that this empirical Jacobian is prone spurious correlations (hence localization), but could it not still be used to provide some insight on sensitivity?
Is there a way to output the empirical Jacobian?
In the past to hack sensitivities from the .obs.csv and .par.csv I have just ran multi-linear regression on all my obs vs all my pars and looked at the p values to see what pars "matter" the most. Is this a valid method for a rough qualitative sensitivity analysis or is there a better way to post process some measure sensitivity?
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