climb.tool.impl.data_suite.third_party.uq360.algorithms.auxiliary_interval_predictor package

Submodules

climb.tool.impl.data_suite.third_party.uq360.algorithms.auxiliary_interval_predictor.auxiliary_interval_predictor module

class climb.tool.impl.data_suite.third_party.uq360.algorithms.auxiliary_interval_predictor.auxiliary_interval_predictor.AuxiliaryIntervalPredictor(model_type=None, main_model=None, aux_model=None, config=None, device=None, verbose=True)

Bases: BuiltinUQ

Auxiliary Interval Predictor [1] uses an auxiliary model to encourage calibration of the main model.

References

[1]

Thiagarajan, J. J., Venkatesh, B., Sattigeri, P., & Bremer, P. T. (2020, April). Building calibrated deep models via uncertainty matching with auxiliary interval predictors. In Proceedings of the AAAI Conference on Artificial Intelligence (Vol. 34, No. 04, pp. 6005-6012). https://arxiv.org/abs/1909.04079

fit(X, y)

Fit the Auxiliary Interval Predictor model.

Parameters:

• X – array-like of shape (n_samples, n_features). Features vectors of the training data.

• y – array-like of shape (n_samples,) or (n_samples, n_targets) Target values

Returns:

self

get_params(deep=True)

predict(X, return_dists=False)

Obtain predictions for the test points.

In addition to the mean and lower/upper bounds, also returns full predictive distribution (return_dists=True).

Parameters:

• X – array-like of shape (n_samples, n_features). Features vectors of the test points.

• return_dists – If True, the predictive distribution for each instance using scipy distributions is returned.

Returns:

A namedtupe that holds

y_mean: ndarray of shape (n_samples, [n_output_dims])

Mean of predictive distribution of the test points.

y_lower: ndarray of shape (n_samples, [n_output_dims])

Lower quantile of predictive distribution of the test points.

y_upper: ndarray of shape (n_samples, [n_output_dims])

Upper quantile of predictive distribution of the test points.

dists: list of predictive distribution as scipy.stats objects with length n_samples.

Only returned when return_dists is True.

Return type:

namedtuple

Module contents