A universal similarity based approach for predictive uncertainty quantification in materials science

Immense effort has been exerted in the materials informatics community towards enhancing the accuracy of machine learning (ML) models; however, the uncertainty quantification (UQ) of state-of-the-art algorithms also demands further development. Most prominent UQ methods are model-specific or are related to the ensembles of models; therefore, there is a need to develop a universal technique that can be readily applied to a single model from a diverse set of ML algorithms. In this study, we suggest a new UQ measure known as the Δ-metric to address this issue. The presented quantitative criterion was inspired by the k-nearest neighbor approach adopted for applicability domain estimation in chemoinformatics. It surpasses several UQ methods in accurately ranking the predictive errors and could be considered a low-cost option for a more advanced deep ensemble strategy. We also evaluated the performance of the presented UQ measure on various classes of materials, ML algorithms, and types of input features, thus demonstrating its universality.