Calculate uncertainty measures from Monte Carlo sampled model outputs.
Project description
MC Uncertainty
Uncertainty estimation functions for use with Monte Carlo sampled model outputs.
Installation
pip install mc-uncertainty
Usage
import mc_uncertainty as mcu
# All functions accept data with shape (mc_samples, n, classes)
data = np.array(...
# Variance
print(mcu.variance(data).shape) # [n, classes]
# Entropy
print(mcu.entropy(data).shape) # [mc_samples, n]
# Predicted entropy
print(mcu.predicted_entropy(data).shape) # [n,]
# Mutual information
print(mcu.mutual_information(data).shape) # [n,]
Project details
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