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Sep 20, 2018
  |  Presentation

Estimating Predictive Uncertainty for Ensemble Regression Models by Gamma Error Analysis

The Standard Error (SE) of Prediction: a Measure of Individual Uncertainties
PRO:

  • Is easy to display & to grasp visually
  • Supports easy comparisons between predictions
  • Allows confidence intervals to be calculated at an arbitrary level of uncertainty
  • Everybody knows what it means

CON:

  • To be precise, predictive errors must follow an approximately normal distribution with a standard deviation σi = SEi
  • To be useful, predictive error should follow an approximately normal distribution with a standard deviation σi ≤ SEi
  • It cannot account for non-random error (bias) in predictions
  • Nobody knows what it means

22nd European Symposium on Quantitative Structure-Activity Relationships, September 16-20, 2018, Thessaloniki, Greece

By Robert D Clark

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