Active Manifolds: A non-linear analogue to Active Subspaces

Robert A. Bridges, Anthony D. Gruber, Christopher Felder, Miki E. Verma, Chelsey Hoff

Abstract: We present an approach to analyze $C^1(\mathbb{R}^m)$ functions that addresses limitations present in the Active Subspaces (AS) method of Constantine et al. (2014; 2015). Under appropriate hypothes...