Reliable & Efficient UQ (uncertainty quantification)

UQ via various regression models

Deep ensembles (DE): deep learning-based regression model that can quantify uncertainty

Reliable UQ by uncertainty calibration

Visualization of uncertainty calibration
(DE-bef: DE model before calibration & DE-aft: DE model after calibration )

Uncertainty error criteria to investigate the effects of uncertainty calibration on DE models
(from BEF to AFT, uncertainty error criteria decrease significantly)

Comparison of GPR and DE

DE model after uncertainty calibration outperforms GPR in terms of
regression performance (−56% NLL & −55% RMSE), reliability of UQ (−77% AUCE & −38% ENCE), and training efficiency (−78% time)