arxivstat.MLcs.LGstat.CO2026-07-17
Which Hyperparameters Matter? A Game-Theoretic Framework for Interpretable Hyperparameter Sensitivity Analysis
Nyi Nyi Aung, Heepeom Shin, Abigail Lawlor, Adrian Stein
This work presents a game-theoretic framework for interpretable hyperparameter-objective interaction analysis rather than proposing a new optimization algorithm. In the proposed framework, Shapley Effects are employed for global sensitivity analysis, while Pareto front sets are u…