[SciPy-Dev] Sensitivity analysis module proposal

[Pamphile Roy]

> On 09.04.2021, at 19:51, Robert Kern <robert.kern at gmail.com> wrote:
> 
> On Fri, Apr 9, 2021 at 1:42 PM Pamphile Roy <roy.pamphile at gmail.com <mailto:roy.pamphile at gmail.com>> wrote:
> Hi everyone,
> 
> I would like to propose to add sensitivity analysis (SA/GSA) functions. Also called uncertainty quantification (UQ) or verification and validation (V&V) depending on the field.
> 
> SALib is actively developed. I recommend contributing there if there are any gaps that you think need to be filled.
> 
> https://salib.readthedocs.io/en/latest/ <https://salib.readthedocs.io/en/latest/> 

In my opinion, the fact that a library exists is not contradictory to adding some functionalities in SciPy. We are discussing about including UNU.RAN which is arguably the same.
SALib is a nice library, but as a user you will only find it and be willing to use it if you already know about SA. Like all niche products.

Having it in SciPy (or another project with a wider scope like statsmodels) would allow a greater exposure to the whole scientific community to this problematic. Again, this topic is getting more and more traction and SA is now a recurring theme for industrial applications.

We should really consider the positive fallback it could have. Taking scipy.stats.qmc for instance. Now that it’s in, a lot of projects will benefit from this inclusion. Not only they can rely on it, but being SciPy, we also took great care about the design and fixed things which were not that obvious nor even really studied (scikit-optimize, optuna, pydoe, and even SALib all had issues with their QMC implementations).
Thanks to the implementation and review process, 2 articles got written and SciPy will be presented during a conference to a new community, the QMC community.
And I believe we could have the same impact here and attract people from the SA community. R is still massively used in both cases.

In the end, if we don’t want any SA in SciPy, it’s fine but it should be motivated by something other than: it exists elsewhere. Because we are at the point where almost everything exists elsewhere.
Furthermore, I believe SA matches our scope as we have various types of analysis of variance (ANOVA) in the roadmap.

Cheers,
Pamphile
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