[scikit-learn] Sensitivity analysis PR proposal

[Pamphile Roy]

Hi,

Is there a wish to have sensitivity analysis?

Currently we can measure the quality of a regressor’s output with a metric, but there is nothing to on the parameter side.
It would be handy to have sensitivity measures of the input parameters on the output. Namely: Sobol’ indices (most used).

I have some starting code already https://github.com/tupui/otsensitivity <https://github.com/tupui/otsensitivity> and https://github.com/tupui/batman/blob/master/batman/visualization/density.py <https://github.com/tupui/batman/blob/master/batman/visualization/density.py>. 

Sobol' (first order and total).
COSI indices.
CUSUNORO.
Moment independent measures.
Some visualization functions.

Let me know if there is interest for a PR and if yes, what shall I include :)

Pamphile
@tupui
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