Mean Variance Metric — metric_mean_variance • celecx

Returns the average prediction variance of the surrogate over an evaluation grid. Measures overall model uncertainty.

Usage

metric_mean_variance(
  archive,
  surrogate = NULL,
  grid = NULL,
  search_space = NULL,
  ...
)

Arguments

archive: (bbotk::ArchiveBatch) The archive (may be used for normalization).
surrogate: (mlr3mbo::Surrogate) The fitted surrogate model.
grid: (data.table) Points at which to evaluate variance. If NULL, generates a default grid from the search space.
search_space: (paradox::ParamSet) Used to generate grid if not provided.
...: Ignored.

Value

numeric(1) The mean of se^2 over the grid.