[refactor] Add quantile regression (QR) as an uncertainty evalution metric in uncertainty.py

[Kevin-Chen0]

🔬 Background

• Added QR so its uncertainty metrics interval_width can also be compared to the conformal prediction (CP) metrics.

🔮 Key changes

• Included QR into the uncertainty_evaluate() method in uncertainty.py.

📋 Review Checklist

• I have performed a self-review of my own code.
• I have commented my code, added docstrings and data types to function definitions.
• I have added pytests to check whether my feature / fix works.

Please make sure to follow our best practices in the Contributing guidelines.

[github-actions]

Model Benchmark

Benchmark	Metric	main	current	diff
YosemiteTemps	MAE_val	1.71298	1.71298	-0.0%	✅
YosemiteTemps	RMSE_val	2.2607	2.26069	-0.0%	✅
YosemiteTemps	Loss_val	0.00095	0.00095	-0.0%	✅
YosemiteTemps	MAE	1.45187	1.45187	0.0%	✅
YosemiteTemps	RMSE	2.16721	2.16721	-0.0%	✅
YosemiteTemps	Loss	0.00066	0.00066	-0.0%	✅
YosemiteTemps	time	120.838	163.59	35.38%	❌
PeytonManning	MAE_val	0.58159	0.58159	0.0%	✅
PeytonManning	RMSE_val	0.72216	0.72216	0.0%	✅
PeytonManning	Loss_val	0.01239	0.01239	0.0%	✅
PeytonManning	MAE	0.41671	0.41671	0.0%	✅
PeytonManning	RMSE	0.55961	0.55961	-0.0%	✅
PeytonManning	Loss	0.00612	0.00612	-0.0%	✅
PeytonManning	time	15.1375	20.04	32.39%	❌
AirPassengers	MAE_val	15.2698	15.2698	0.0%	✅
AirPassengers	RMSE_val	19.4209	19.4209	0.0%	✅
AirPassengers	Loss_val	0.00195	0.00195	0.0%	✅
AirPassengers	MAE	9.82902	9.82902	0.0%	✅
AirPassengers	RMSE	11.7005	11.7005	0.0%	✅
AirPassengers	Loss	0.00056	0.00056	0.0%	✅
AirPassengers	time	5.12103	7.14	39.43%	❌

Model training plots

Model Training

PeytonManning

YosemiteTemps

AirPassengers

[codecov-commenter]

Codecov Report

Merging #1214 (c66fada) into main (facaf60) will increase coverage by 0.00%.
The diff coverage is 96.29%.

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@@           Coverage Diff           @@
##             main    #1214   +/-   ##
=======================================
  Coverage   89.55%   89.56%           
=======================================
  Files          35       35           
  Lines        4808     4830   +22     
=======================================
+ Hits         4306     4326   +20     
- Misses        502      504    +2     

Impacted Files	Coverage Δ
neuralprophet/uncertainty.py	95.96% <96.29%> (-1.10%)	⬇️

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[christymctse]

LGTM