Data-driven sensitivity analysis of complex machine learning models: A case study of directional drilling

Classical sensitivity analysis of machine learning regression models is a topic sparse in literature. Most of data-driven models are complex black boxes with limited potential of extracting mathematical understanding of underlying model self-arranged through the training algorithm. Sensitivity analysis can uncover erratic behavior stemming from overfitting or insufficient size of the training dataset. It can also guide model evaluation and application. In this paper, our work on data-driven sensitivity analysis of complex machine learning models is presented. Rooted in one-at-a-time method it utilizes training, validation and testing datasets to cover the hyperspace of potential inputs. The method is highly scalable, it allows for sensitivity analysis of individual as well as groups of inputs. The method is not computationally expensive, scaling linearly both with the available data samples, and in relation to the quantity of inputs and outputs. Coupled with the fact that calculations are considered embarrassingly parallel, it makes the method attractive for big models. In the case study, a regression model to predict inclinations using recurrent neural network was employed to illustrate our proposed sensitivity analysis method and results.