Uncertainty Quantification Analysis: Test Regression Model

This report analyzes how well the model quantifies uncertainty in its predictions through intervals and probabilities.

Model: RandomForestRegressor

Date: 2025-04-21 17:58:24

Uncertainty Score

85%

Excellent uncertainty quantification

Performance Metrics

Coverage Score 92.0%
Calibration Error 5.0%
Sharpness 0.18
Consistency 88.0%

Executive Summary

This section provides a high-level overview of the model's uncertainty quantification performance.

Key Findings

  • Overall uncertainty score: 85%
  • Prediction intervals have 92.0% coverage (target: 90%)
  • Calibration error: 5.0%
  • Average interval width: 0.18

Recommendations

  • Model uncertainty estimates are well-calibrated and reliable
  • Consider using this model in production with confidence

Coverage Analysis

This section shows how well the model's prediction intervals cover the true values.

Coverage Summary

Alpha Level Expected Coverage Actual Coverage Interval Width Coverage Error

Uncertainty Distribution

This section shows the distribution of uncertainty across predictions.

Alpha Level Details

Detailed analysis of model performance at different confidence levels (alpha).

Detailed Metrics

Comprehensive metrics for uncertainty evaluation.

Metric Value Description

Calibration Analysis

Analysis of the model's probability calibration.

Calibration Metrics

Metric Value Description