uqdeepnn 0.1.9

PyTorch uncertainty quantification toolkit with Bayes-by-Backprop VI, Laplace, SGLD, MC Dropout, and Gaussian Processes.

deepuq

Unified deep learning uncertainty quantification (UQ) toolkit in PyTorch.

Implements five widely used UQ families with multiple variants:

1. Variational Inference (VI) — Bayes by Backprop with BayesianLinear layers.
2. Laplace Approximation — native backends for all supported structures (diag, fisher_diag, lowrank_diag, block_diag, kron, full).
3. MCMC (SGLD) — Stochastic Gradient Langevin Dynamics sampler for NN posteriors.
4. MC Dropout — Keep dropout active at test-time and aggregate Monte Carlo predictions.
5. Gaussian Processes (GPs) — Exact, sparse, classification, heteroscedastic, multitask, spectral-mixture, and deep-kernel GP variants.

Examples and tutorials focus on a synthetic Euler-Bernoulli beam deflection regression task to illustrate confidence bounds.

Method Families

The website is the canonical place to read the full method guides and equations. This README keeps the overview concise and links outward to the detailed docs.

Legend: ✓ direct support, ✗ not a primary capability for that method.

Variational Inference

Variational Inference in Deep-UQ currently focuses on Bayes by Backprop: a mean-field Bayesian neural network trained with an ELBO objective. Use it when you want end-to-end Bayesian weight learning rather than a posterior approximation around a pretrained deterministic model.

Read more:

• https://vispikarkaria.github.io/Deep-UQ/methods/variational-inference/

Method	Reg.	Cls.	Multi	Model UQ	Noise UQ	Main Interface	Learn More
Bayes by Backprop	✓	✓	✗	✓	✗	BayesianLinear, BayesByBackpropMLP, vi_elbo_step, predict_vi_uq	Guide Tutorial

Laplace Approximation

Laplace methods in Deep-UQ wrap a trained MAP model with a Gaussian posterior defined by a chosen curvature structure. They are useful when you want stronger post-training uncertainty than MC Dropout without retraining a Bayesian network from scratch.

Read more:

• https://vispikarkaria.github.io/Deep-UQ/methods/laplace/

Method	Reg.	Cls.	Multi	Model UQ	Noise UQ	Main Interface	Learn More
Diagonal Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="diag")	Guide API Tutorial
Fisher-Diagonal Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="fisher_diag")	Guide API Tutorial
Low-Rank + Diagonal Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="lowrank_diag")	Guide API Tutorial
Block-Diagonal Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="block_diag")	Guide API Tutorial
Kronecker-Factored Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="kron")	Guide API Tutorial
Full-Hessian Laplace	✓	✓	✗	✓	✗	LaplaceWrapper(hessian_structure="full")	Guide API Tutorial

MCMC / SGLD

The MCMC family is built around Stochastic Gradient Langevin Dynamics. Use it when you want posterior samples directly and are willing to trade extra compute for a sampling-based view of predictive uncertainty.

Read more:

• https://vispikarkaria.github.io/Deep-UQ/methods/mcmc-sgld/

Method	Reg.	Cls.	Multi	Model UQ	Noise UQ	Main Interface	Learn More
Stochastic Gradient Langevin Dynamics	✓	✓	✗	✓	✗	SGLDOptimizer, collect_posterior_samples, predict_with_samples_uq	Guide API Tutorial

MC Dropout

MC Dropout keeps dropout active at inference and aggregates many stochastic forward passes. It is the fastest uncertainty baseline when you already have a dropout-enabled neural network and want minimal training changes.

Read more:

• https://vispikarkaria.github.io/Deep-UQ/methods/mc-dropout/

Method	Reg.	Cls.	Multi	Model UQ	Noise UQ	Main Interface	Learn More
MC Dropout	✓	✓	✗	✓	✗	MCDropoutWrapper, predict_uq	Guide API Tutorial

Gaussian Processes

The GP family is the most structurally diverse part of the package: exact and sparse regression, binary and multiclass classification, heteroscedastic noise, multi-task output coupling, spectral kernels, and deep kernel learning.

Read more:

• https://vispikarkaria.github.io/Deep-UQ/methods/gaussian-processes/

Method	Reg.	Cls.	Multi	Model UQ	Noise UQ	Main Interface	Learn More
Exact GP Regression	✓	✗	✗	✓	✓	GaussianProcessRegressor	Guide API Tutorial
Sparse Variational GP	✓	✗	✗	✓	✓	SparseGaussianProcessRegressor	Guide API Tutorial
GP Classifier	✗	✓	✗	✓	✗	GaussianProcessClassifier	Guide API Tutorial
OvR GP Classifier	✗	✓	✗	✓	✗	OneVsRestGaussianProcessClassifier	Guide API Tutorial
Heteroscedastic GP	✓	✗	✗	✓	✓	HeteroscedasticGaussianProcessRegressor	Guide API Tutorial
Multi-task ICM GP	✓	✗	✓	✓	✓	MultiTaskGaussianProcessRegressor	Guide API Tutorial
Spectral Mixture GP	✓	✗	✗	✓	✓	SpectralMixtureGaussianProcessRegressor	Guide API Tutorial
Deep Kernel GP	✓	✗	✗	✓	✓	DeepKernelGaussianProcessRegressor	Guide API Tutorial

Documentation Website

• Docs home: https://vispikarkaria.github.io/Deep-UQ/
• Tutorials: https://vispikarkaria.github.io/Deep-UQ/tutorials/
• API reference: https://vispikarkaria.github.io/Deep-UQ/api/

Install (local)

git clone https://github.com/Vispikarkaria/Deep-UQ.git
cd Deep-UQ
pip install -e .

Install (PyPI)

pip install uqdeepnn

Publish / Update PyPI Release

Releases are tag-driven via .github/workflows/release.yml and PyPI trusted publishing.

1. Bump version in pyproject.toml.
2. Commit and push to master.
3. Tag and push:

git tag v0.1.9
git push origin v0.1.9

4. Verify package on PyPI:

pip install -U uqdeepnn
python -c "import deepuq; print(deepuq.__version__)"

Detailed release checklist: RELEASING.md.

Quickstart

import torch
from deepuq.models import MLP
from deepuq.methods import MCDropoutWrapper

# Beam deflection regression input grid
L = 2.0
x = torch.linspace(0.0, L, 200).unsqueeze(-1)

# After training an MLP, enable MC Dropout for uncertainty estimates
model = MLP(input_dim=1, hidden_dims=[128, 128], output_dim=1, p_drop=0.15)
uq = MCDropoutWrapper(model, n_mc=200, apply_softmax=False)
result = uq.predict_uq(x)
print(result.mean.shape, result.total_var.shape)

See the examples/ folder for end-to-end regression scripts on the Euler-Bernoulli beam deflection problem.

Common UQResult API

All methods now expose a standardized uncertainty container through predict_uq(...) (or method-specific helper functions):

• mean: predictive mean (or class probability mean for classification)
• epistemic_var: model uncertainty
• aleatoric_var: noise/data uncertainty when available
• total_var: combined predictive uncertainty
• probs, probs_var: classification probability moments
• metadata: method-specific context

from deepuq.methods import LaplaceWrapper

la = LaplaceWrapper(model, likelihood="regression", hessian_structure="diag")
la.fit(train_loader)
uq = la.predict_uq(x_batch, n_samples=100)
print(uq.mean.shape, uq.total_var.shape)

Methods

• VI: Place Gaussian posteriors over weights with reparameterization trick and KL regularization.
• Laplace: Fit a Gaussian around a MAP solution using one of multiple curvature structures (diag, fisher_diag, lowrank_diag, block_diag, kron, full) and calibrate with a prior precision.
• MCMC (SGLD): Inject Gaussian noise into SGD steps to sample from the posterior.
• MC Dropout: Use dropout at inference; Monte Carlo average for mean and variance.
• Gaussian Processes: Full GP suite for regression and classification, including richer kernels and advanced structured variants.

For Laplace users:

• All supported structures are implemented natively in deepuq.
• Scientific details and equations: https://vispikarkaria.github.io/Deep-UQ/methods/laplace/

Tutorials

• notebooks/BayesByBackprop_Tutorial.ipynb: Variational Inference (Bayes by Backprop) for regression with predictive uncertainty.
• notebooks/MC_Dropout_Tutorial.ipynb: MC Dropout tutorial on a nonlinear beam-style regression case.
• notebooks/laplace/Laplace_Tutorial.ipynb: Core Laplace workflow around a MAP model.
• notebooks/laplace/Laplace_FullHessian_Tutorial.ipynb: Full-Hessian Laplace example.
• notebooks/laplace/Laplace_HessianComparison_Tutorial.ipynb: Side-by-side comparison of all Hessian structures (diag, fisher_diag, lowrank_diag, block_diag, kron, full) using shared MAP weights and common metrics (RMSE, NLL, coverage, interval width, ID/OOD uncertainty ratio).
• notebooks/SGLD_Tutorial.ipynb: MCMC posterior sampling with SGLD.
• notebooks/gp/GP_Exact_Tutorial.ipynb: Exact Gaussian Process regression on an engineering-style deflection task.
• notebooks/gp/GP_Sparse_Tutorial.ipynb: Sparse variational GP with inducing points and ELBO trend.
• notebooks/gp/GP_Kernel_Zoo_Tutorial.ipynb: Kernel misspecification and calibration comparison.
• notebooks/gp/GP_Classification_Tutorial.ipynb: Binary and OvR GP classification uncertainty.
• notebooks/gp/GP_Heteroscedastic_Tutorial.ipynb: Input-dependent noise decomposition.
• notebooks/gp/GP_MultiTask_ICM_Tutorial.ipynb: Correlated multi-output ICM GP.
• notebooks/gp/GP_SpectralMixture_Tutorial.ipynb: Multi-frequency spectral mixture GP.
• notebooks/gp/GP_DeepKernel_Tutorial.ipynb: Deep kernel GP for representation-rich inputs.
• notebooks/gp/GP_Model_Comparison.ipynb: Calibration and runtime comparison across GP families.
• notebooks/sciml/DeepONet_Burgers_Laplace_Tutorial.ipynb: 2D viscous Burgers operator learning with DeepONet and spatial Laplace uncertainty maps.
• notebooks/sciml/DeepONet_Poisson1D_Laplace_Tutorial.ipynb: 1D Poisson operator learning with sparse forcing sensors, residual DeepONet training, and 1D uncertainty bands.

Gaussian Processes

The module deepuq.models.gaussian_process provides a lightweight, pure-PyTorch GP suite so everything runs on CPU or GPU without extra GP dependencies.

Exact GP + Kernel Variants

GaussianProcessRegressor supports exact regression with interchangeable kernels (RBFKernel, MaternKernel, RationalQuadraticKernel, PeriodicKernel, LinearKernel) and kernel composition via + and *.

import torch
from deepuq.models import (
    GaussianProcessRegressor,
    RBFKernel,
    PeriodicKernel,
    LinearKernel,
)

# Training data
x = torch.linspace(-1.0, 1.0, 40).unsqueeze(-1)
y = torch.sin(2 * torch.pi * x) + 0.05 * torch.randn_like(x)

# Model setup
kernel = PeriodicKernel(lengthscale=0.6, outputscale=0.8, period=2.0) + LinearKernel(variance=0.05)
gp = GaussianProcessRegressor(kernel=kernel, noise=0.02)
gp.fit(x, y)

# Posterior predictions
x_star = torch.linspace(-1.5, 1.5, 200).unsqueeze(-1)
mean, var = gp.predict(x_star)
samples = gp.posterior_samples(x_star, n_samples=5)

Sparse Variational GP

SparseGaussianProcessRegressor follows the variational inducing-point approach of Titsias (2009), optimising kernel hyperparameters and inducing locations with Adam for scalability.

import torch
from deepuq.models import SparseGaussianProcessRegressor

x = torch.linspace(-2.0, 2.0, 500).unsqueeze(-1)
y = torch.sin(2 * torch.pi * x) + 0.1 * torch.randn_like(x)

sparse_gp = SparseGaussianProcessRegressor(num_inducing=40, num_iterations=800)
sparse_gp.fit(x, y)
mean, var = sparse_gp.predict(x[:50])

Additional GP Families

• Classification: GaussianProcessClassifier, OneVsRestGaussianProcessClassifier
• Heteroscedastic regression: HeteroscedasticGaussianProcessRegressor
• Multi-task regression (ICM): MultiTaskGaussianProcessRegressor
• Spectral mixture regression: SpectralMixtureGaussianProcessRegressor
• Deep kernel regression: DeepKernelGaussianProcessRegressor

Explore the full suite under notebooks/gp/. Legacy notebook paths are kept as compatibility stubs:

• notebooks/GaussianProcess_Tutorial.ipynb
• notebooks/SparseGaussianProcess_Tutorial.ipynb

Documentation

• API docs are in each module and the README sections below.
• Run pydoc deepuq.methods.vi etc., or open the examples.

Benchmarks

Multi-dataset benchmark scripts are under benchmarks/.

python benchmarks/run_benchmarks.py --preset quick

Outputs:

• benchmarks/results/results.csv
• benchmarks/results/summary.md

Data Policy

• Tracked tutorial datasets remain under data/ and notebooks/data/.
• Provenance and usage notes are documented in:
  • data/README.md
  • notebooks/data/README.md

Contributing

PRs welcome. Please add tests under tests/ and run pytest.

License

MIT