Struct UncertaintyQuantifier 

pub struct UncertaintyQuantifier { /* private fields */ }

Uncertainty quantification engine

Implementations

impl UncertaintyQuantifier

pub fn new(config: UncertaintyConfig) -> Self

Create a new uncertainty quantifier

pub fn bootstrap_uncertainty<F>( &self, X_train: &Array2<Float>, y_train: &Array1<Float>, X_test: &Array2<Float>, fit_predict_fn: F, ) -> Result<UncertaintyResult>

where F: Fn(&Array2<Float>, &Array1<Float>, &Array2<Float>) -> Result<Array1<Float>>,

Quantify uncertainty using bootstrap method

pub fn bayesian_uncertainty( &self, posterior_samples: &Array2<Float>, X_test: &Array2<Float>, noise_precision: Float, ) -> Result<UncertaintyResult>

Quantify uncertainty using Bayesian approach

pub fn conformal_uncertainty<F>( &self, X_cal: &Array2<Float>, y_cal: &Array1<Float>, X_test: &Array2<Float>, predict_fn: F, ) -> Result<UncertaintyResult>

where F: Fn(&Array2<Float>) -> Result<Array1<Float>>,

Quantify uncertainty using conformal prediction

pub fn ensemble_uncertainty( &self, ensemble_predictions: &Array2<Float>, ) -> Result<UncertaintyResult>

Quantify uncertainty using ensemble approach

Trait Implementations

impl Debug for UncertaintyQuantifier

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for UncertaintyQuantifier

fn default() -> Self

Returns the “default value” for a type.