Uncertainty Toolbox: an Open-Source Library for Assessing, Visualizing, and Improving Uncertainty Quantification

TL;DR

Uncertainty Toolbox is an open-source Python library designed to standardize, visualize, and enhance uncertainty quantification in machine learning, facilitating consistent evaluation and fostering research collaboration.

Contribution

It introduces a comprehensive library with assessment tools, visualization capabilities, and educational resources to advance uncertainty quantification research.

Findings

Provides a unified framework for UQ evaluation metrics

Includes visualization tools for better understanding of uncertainty

Offers educational resources to support the research community

Abstract

With increasing deployment of machine learning systems in various real-world tasks, there is a greater need for accurate quantification of predictive uncertainty. While the common goal in uncertainty quantification (UQ) in machine learning is to approximate the true distribution of the target data, many works in UQ tend to be disjoint in the evaluation metrics utilized, and disparate implementations for each metric lead to numerical results that are not directly comparable across different works. To address this, we introduce Uncertainty Toolbox, an open-source python library that helps to assess, visualize, and improve UQ. Uncertainty Toolbox additionally provides pedagogical resources, such as a glossary of key terms and an organized collection of key paper references. We hope that this toolbox is useful for accelerating and uniting research efforts in uncertainty in machine learning.