A General Model Validation and Testing Tool
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Abstract (arXiv)
We construct and propose the "Bayesian Validation Metric" (BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of agreement, frequentist, area, probability density comparison, statistical hypothesis testing, and Bayesian model testing) as special cases and find that it can be used to improve, generalize, or further quantify their uncertainties. Thus, the BVM allows us to assess the similarities and differences between existing validation metrics in a new light. The BVM has the capacity to allow users to invent and select models according to novel validation requirements. We formulate and test a few novel compound validation metrics that improve upon other validation metrics in the literature. Further, we construct the BVM Ratio for the purpose of quantifying model selection under user defined definitions of agreement in the presence or absence of uncertainty. This construction generalizes the Bayesian model testing framework.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). First posted on arXiv 29 Aug 2019.
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Citing papers per year: 2021: 2; 2022: 1; 2023: 2; 2024: 1.
6 papers.
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- 2023Inferential Moments of Uncertain Multivariable Systemscited by 0
- 2024ISR: Invertible Symbolic Regression10 May 2024
- 2023MESSY Estimation: Maximum-Entropy based Stochastic and Symbolic densitY Estimation7 Jun 2023
- 2023Inferential Moments of Uncertain Multivariable Systems3 May 2023
- 2022GSR: A Generalized Symbolic Regression Approach31 May 2022
- 2021Teaching Humans When To Defer to a Classifier via Exemplars22 Nov 2021
- 2021Reliable Neural Networks for Regression Uncertainty Estimation16 Sep 2021