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uncertaintyforecasting's Introduction

UncertaintyForecasting

This project is about making probabilistic calibration. The main objectives are to provide:

  • Probabilistic models
  • Diagnostic tools
  • Visualization tools
  • Calibration tools

pytest

python -m pytest -vv --cov-config=.coveragerc --cov-report html:cov_html --cov=. tests/

1 - Probabilistic models

  • LSTM + bayesian linear regression
  • LSTM + dropout
  • Linear classifier
  • Linear classifer with temperatures

2 - Diagnostic tools

  • Confidence interval calibration
  • one-sided calibration
  • cumulative distribution calibration
  • SCE
  • TACE (to be implemented)

3 - Visualization tools

  • Calibration curves
  • Regression with confidence interval

4 - Calibration tools

  • UTC (to be implemented)
  • Linear regressor (to be implemented)

5 - Examples

5.1 LSTM + Bayesian linear regression

5.2 Bayesian linear classification

5.3 LSTM + correlated dropout

uncertaintyforecasting's People

Contributors

analytique-bourassa avatar simpliphai avatar

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