# What is Variance-based sensitivity analysis

##### Variance-Based Sensitivity Analysis: What Is It and How Does It Work?

As we continue to develop and advance artificial intelligence, it becomes increasingly important to understand the different methods that can be used to analyze models and assess their accuracy. Variance-based sensitivity analysis is one such technique that can be used to assess the importance of different input variables in a model, and it is particularly useful when working with complicated or non-linear models.

In this article, we will explore what variance-based sensitivity analysis is, how it works, and how it can be used to improve the accuracy of AI models.

##### What Is Variance-Based Sensitivity Analysis?

Variance-based sensitivity analysis is a method for identifying the contribution of different input variables to the overall variance of a model. In essence, this method evaluates the impact of different input variables on the output of a model. It is based on the concept of variance, which is a statistical measure of how much the values in a data set differ from the mean.

By evaluating the variance of a model with respect to different input variables, variance-based sensitivity analysis can provide insights into which input variables are the most important when it comes to influencing the output of the model.

##### How Does Variance-Based Sensitivity Analysis Work?

There are several different ways to carry out variance-based sensitivity analysis, but they all involve evaluating the variance of a model with respect to different input variables. The basic process involves:

• Defining the model input parameters
• Generating a set of input samples that are randomly drawn from each of the input parameter distributions
• Evaluating the model output for each of the input samples
• Calculating the variance of the model output with respect to each of the input parameters
• Ranking the input parameters based on their contribution to the variance of the model output

There are several different statistical methods that can be used to calculate the variance of the model output with respect to each input parameter, including:

• ANOVA (Analysis of Variance)
• FAST (Fourier Amplitude Sensitivity Test)
• STAR (Sobol’ Total ANOVA)
• SALib (Sensitivity Analysis Library)

These methods all have their own unique strengths and weaknesses, and the choice of method will depend on the specific requirements of the model being evaluated.

##### Why Is Variance-Based Sensitivity Analysis Useful for Artificial Intelligence?

Variance-based sensitivity analysis is particularly useful for artificial intelligence because it can help to identify which input variables are the most important when it comes to predicting the output of a model. This information can be used to improve the accuracy of the model by focusing on the areas of the model that are the most critical.

For example, suppose we have a model that predicts the likelihood of a customer buying a particular product based on their age, gender, income, and education level. Variance-based sensitivity analysis could be used to identify which of these input variables has the greatest impact on the model output. If it turns out that age is the most important input variable, we could focus our efforts on improving the accuracy of the model in this area.

Variance-based sensitivity analysis can also be useful when working with non-linear or complicated models, which can be difficult to analyze using other methods. By systematically evaluating the impact of different input variables on the model output, this method can provide insights into how the model behaves and how it can be improved.

##### Conclusion

Variance-based sensitivity analysis is a powerful tool that can be used to evaluate the importance of different input variables in an artificial intelligence model. By systematically evaluating the impact of each input variable on the model output, this method can provide insights into which areas of the model are the most critical and how the model can be improved.

As we continue to develop and advance artificial intelligence, it is important to use techniques like variance-based sensitivity analysis to ensure that our models are as accurate and effective as possible.