Available Inputs & UQ Methods

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Available Inputs & UQ Methods#

Below, you can find an overview of the input types, UQ methods, and error models implemented in UNIQUE.

List of available UQ methods & objects in UNIQUE.#

Type

Name

Description

Reference(s)

Input Type

FeaturesInputType

Data-based inputs - i.e., features that can be directly computed from/linked to the data. Features can be provided as a single value or as an array of values/features for each datapoint. Numerical features can contain integer-only (binary included) or real-valued (floats) values. Check out Input Types Specification.

Input Type

ModelInputType

Model-based inputs - i.e., outputs associated with the original predictive model. Depending on the task (problem_type, either “classification” or “regression”), two types of model-based inputs can be provided: for classification tasks, the predicted main class probabilities (as a single value per datapoint); for regression tasks, either the individual ensemble member’s predictions (as an array) or the pre-computed ensemble variance (as a single value) for each datapoint. Check out Input Types Specification.

UQ Method

EnsembleVariance

Computes the variance of the ensemble’s predictions. Either the individual ensemble member’s predictions (as an array) or the pre-computed variance (as a single value) for each datapoint can be provided.

UQ Method

Probability

Returns the predicted primary class probability. Expects the predicted main class probability value as input, not the ensemble’s (class) predictions.

UQ Method

ManhattanDistance

Returns the k-nearest neighbors from the training set in the corresponding feature(s) space using the Manhattan distance metric.

UQ Method

EuclideanDistance

Returns the k-nearest neighbors from the training set in the corresponding feature(s) space using the Euclidean distance metric.

UQ Method

TanimotoDistance

Returns the k-nearest neighbors from the training set in the corresponding feature(s) space using the Tanimoto distance metric.

UQ Method

GaussianEuclideanKDE

Returns the kernel density estimation from the training set in the corresponding feature(s) space using the gaussian kernel and Euclidean distance metric.

UQ Method

GaussianManhattanKDE

Returns the kernel density estimation from the training set in the corresponding feature(s) space using the gaussian kernel and Manhattan distance metric.

UQ Method

ExponentialManhattanKDE

Returns the kernel density estimation from the training set in the corresponding feature(s) space using the exponential kernel and Manhattan distance metric.

“Transformed” UQ Method

SumOfVariances

Computes the sum of (computed) variances and distances converted to variances using the Calibrated Negative Log-Likelihood (CNLL) method.

Hirschfeld et al. (2020) - Eq. 11 & 12[1]

“Transformed” UQ Method

DiffkNN

Computes the absolute mean difference in predicted vs. target value for the k-nearest neighbors from the training set in the corresponding feature(s) space.

Sheridan et al. (2022)[2]

Error Model/”Transformed” UQ Method

UniqueRandomForestRegressor

Builds and trains a Random Forest regressor that predicts the pointwise prediction error.

Adapted from Lahlou et al. (2021)[3]

Error Model/”Transformed” UQ Method

UniqueLASSO

Builds and trains a LASSO regressor that predicts the pointwise prediction error.

Adapted from Lahlou et al. (2021)[3]

See also

Check out UQ Methods for more details about the difference between base and transformed UQ methods.

References#