Exact Functional ANOVA for Categorical Inputs

Independent identity audit · OpenReview qC9FEfYjai
383,977component values
12,853orthogonality checks
7.68e-13worst reconstruction error

Exact decomposition

  • Nonlinear interactions
  • All support states checked
  • Weighted L2 error 8.78e-26

No sampling

  • 1.93M values/second
  • Sampling negative control
  • Full finite-support expectations

Arbitrary dependence

  • Three non-rectangular supports
  • Nonuniform masses
  • Up to 88.9% states missing
Frozen implementation + independently generated targets and certificates · complete source, rows, figure, and manifest