Utility Sensitivity Analysis

The utility sensitivity wizard performs n-way utility sensitivity analysis. Use the wizard to inspect the impact that changes in utility- and discrete chance node parameters has on decision utilities.

Analysis is performed with respect to a single target decision node. A number of tests can be performed by varying the parameters of a single parameter node (utility or discrete chance).

To launch the utility sensitivity wizard, switch to Run Mode and select the target decision node. Then open the network menu -> analysis methods and select Utility Sensitivity.

The utility sensitivity wizard can be seen in figure 1.


Figure 1: Utility sensitivity wizard window.

Initially the utility sensitivity wizard contains a blank sheet, to which a number of tests can be added. Add a test using the controls at the top of the frame:

  • Parameter - the node wich parameters we will modify

  • Add - add a test using selected paramter node

  • Remove - remove last test from sheet

  • Clear - clear the entire sheet

Test Components

Each test added to the sheet contains a pair of tables side by side. The Target table reports the decision utilities for the target decision node and also the overal expected utility given the updated parameters and policies. Each cell in the Target table contains the expected utility if the given configuration was entered as evidence. The Parameter table represents the utility table or CPT of the parameter node.

For each test, the Target table contains the results, and the Parameter table is used for configuring input to the test.

The basis for the computations in each test is the current table, policies and evidence entered in the network (at the time the utility sensitivity wizard was launched). Computations for each test is performed following these steps:

  1. The specified parameters (utility or CPT) replace original parameters of parameter node

  2. A propagation is performed using the new parameter table

  3. Policies are updated using Single Policy Update

  4. Over all expected utility is computed (reported as EU under Target)

  5. The decision utilities are computed (and polupated in Target table)

To re-compute decision utilities after modifying Parameter table values, click the Compute button (located in bottom next to close button).

Figure 2 show the utility sensitivity analysis wizard with a number of tests. The Target tables show the impact of changes in the Parameters.


Figure 2: Utility sensitivity wizard window, with a number of tests on the sheet.