Title :
A `propagative´ approach to sensitivity analysis
Author :
Rothenberg, Jeff ; Shapiro, Norman Z. ; Hefley, Charlene
Author_Institution :
Rand Corp., Santa Monica, CA, USA
Abstract :
It is shown that the computational cost of traditional approaches to sensitivity analysis is logically unnecessary and can be largely avoided by propagating and combining sensitivities during a computation, rather than recomputing them. This propagative approach to sensitivity analysis is described and the algorithm implemented to explore its potential is presented. Initial results indicate that this approach has tremendous potential, reducing a combinatorial process to a linear one. In addition, it is noted that the approach has implications beyond sensitivity analysis: it suggests a novel computational paradigm in which functions replace themselves by approximations when they are first called and these approximations are used for the remainder of a computation, e.g. to improve performance. Sensitivity analysis is simply one instance of this approach, using linear approximations based on partial derivatives; however, the approach and the computational environment implemented allow arbitrary approximations to be used
Keywords :
computational complexity; digital simulation; sensitivity analysis; arbitrary approximations; combinatorial process; computational cost; computational environment; computational paradigm; linear approximations; partial derivatives; propagative approach; sensitivity analysis; traditional approaches; Analytical models; Computational efficiency; Computational modeling; Contracts; Costs; Government; Impedance; Large-scale systems; Research and development; Sensitivity analysis;
Conference_Titel :
AI, Simulation and Planning in High Autonomy Systems, 1990., Proceedings.
Conference_Location :
Tucson, AZ
Print_ISBN :
0-8186-2043-9
DOI :
10.1109/AIHAS.1990.93915