Uncertainty Quantification Using Neural Networks for Molecular Property Prediction

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable time and resources. The need for UQ is especially acute for neural models, which are becoming increasingly standard yet are challenging to interpret. While several approaches to UQ have been proposed in the literature, there is no clear consensus on the comparative performance of these models. In this paper, we study this question in the context of regression tasks. We systematically evaluate several methods on five benchmark datasets using multiple complementary performance metrics. Our experiments show that none of the methods we tested is unequivocally superior to all others, and none produces a particularly reliable ranking of errors across multiple datasets. While we believe these results show that existing UQ methods are not sufficient for all common use-cases and demonstrate the benefits of further research, we conclude with a practical recommendation as to which existing techniques seem to perform well relative to others

Mapping the Galaxy Color-Redshift Relation: Optimal Photometric Redshift Calibration Strategies for Cosmology Surveys

Calibrating the photometric redshifts of >10^9 galaxies for upcoming weak lensing cosmology experiments is a major challenge for the astrophysics community. The path to obtaining the required spectroscopic redshifts for training and calibration is daunting, given the anticipated depths of the surveys and the difficulty in obtaining secure redshifts for some faint galaxy populations. Here we present an analysis of the problem based on the self-organizing map, a method of mapping the distribution of data in a high-dimensional space and projecting it onto a lower-dimensional representation. We apply this method to existing photometric data from the COSMOS survey selected to approximate the anticipated Euclid weak lensing sample, enabling us to robustly map the empirical distribution of galaxies in the multidimensional color space defined by the expected Euclid filters. Mapping this multicolor distribution lets us determine where - in galaxy color space - redshifts from current spectroscopic surveys exist and where they are systematically missing. Crucially, the method lets us determine whether a spectroscopic training sample is representative of the full photometric space occupied by the galaxies in a survey. We explore optimal sampling techniques and estimate the additional spectroscopy needed to map out the color-redshift relation, finding that sampling the galaxy distribution in color space in a systematic way can efficiently meet the calibration requirements. While the analysis presented here focuses on the Euclid survey, similar analysis can be applied to other surveys facing the same calibration challenge, such as DES, LSST, and WFIRST.Comment: ApJ accepted, 17 pages, 10 figure

Conformal Prediction: a Unified Review of Theory and New Challenges

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.Comment: arXiv admin note: text overlap with arXiv:0706.3188, arXiv:1604.04173, arXiv:1709.06233, arXiv:1203.5422 by other author

Hedging predictions in machine learning

Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms, including support vector machines, kernel ridge regression, kernel nearest neighbours, and by many other state-of-the-art methods. The hedged predictions for the labels of new objects include quantitative measures of their own accuracy and reliability. These measures are provably valid under the assumption of randomness, traditional in machine learning: the objects and their labels are assumed to be generated independently from the same probability distribution. In particular, it becomes possible to control (up to statistical fluctuations) the number of erroneous predictions by selecting a suitable confidence level. Validity being achieved automatically, the remaining goal of hedged prediction is efficiency: taking full account of the new objects' features and other available information to produce as accurate predictions as possible. This can be done successfully using the powerful machinery of modern machine learning.Comment: 24 pages; 9 figures; 2 tables; a version of this paper (with discussion and rejoinder) is to appear in "The Computer Journal